Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.304363 | 2.3576 | 0.010836 |
2 | 0.253848 | 1.9663 | 0.026948 |
3 | 0.202975 | 1.5722 | 0.060577 |
4 | 0.136467 | 1.0571 | 0.147359 |
5 | 0.225095 | 1.7436 | 0.043177 |
6 | -0.028459 | -0.2204 | 0.586862 |
7 | 0.167809 | 1.2998 | 0.099313 |
8 | -0.170324 | -1.3193 | 0.903964 |
9 | -0.041322 | -0.3201 | 0.624991 |
10 | -0.174545 | -1.352 | 0.909278 |
11 | -0.199356 | -1.5442 | 0.936102 |
12 | 0.018087 | 0.1401 | 0.444524 |
13 | -0.298439 | -2.3117 | 0.987878 |
14 | -0.13318 | -1.0316 | 0.846801 |
15 | -0.301019 | -2.3317 | 0.988454 |
16 | -0.108763 | -0.8425 | 0.798565 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.304363 | 2.3576 | 0.010836 |
1 | 0.177669 | 1.3762 | 0.086934 |
2 | 0.097147 | 0.7525 | 0.227348 |
3 | 0.023748 | 0.184 | 0.427335 |
4 | 0.152583 | 1.1819 | 0.120954 |
5 | -0.183117 | -1.4184 | 0.919379 |
6 | 0.167571 | 1.298 | 0.099627 |
7 | -0.327899 | -2.5399 | 0.993152 |
8 | 0.08662 | 0.671 | 0.252413 |
9 | -0.267861 | -2.0748 | 0.978851 |
10 | 0.053695 | 0.4159 | 0.339477 |
11 | 0.040284 | 0.312 | 0.378046 |
12 | -0.16195 | -1.2545 | 0.89273 |
13 | -0.061217 | -0.4742 | 0.681454 |
14 | -0.104179 | -0.807 | 0.788565 |
15 | 0.050211 | 0.3889 | 0.349352 |
16 | 0.147415 | 1.1419 | 0.129022 |