Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | -0.005329 | -0.0365 | 0.514493 |
2 | -0.125598 | -0.8611 | 0.80321 |
3 | -0.016515 | -0.1132 | 0.54483 |
4 | -0.048499 | -0.3325 | 0.629503 |
5 | -0.025881 | -0.1774 | 0.570034 |
6 | 0.017802 | 0.122 | 0.451691 |
7 | 0.080812 | 0.554 | 0.291097 |
8 | 0.04535 | 0.3109 | 0.378624 |
9 | 0.114134 | 0.7825 | 0.218934 |
10 | -0.125142 | -0.8579 | 0.802358 |
11 | 0.019482 | 0.1336 | 0.447159 |
12 | -0.107984 | -0.7403 | 0.768601 |
13 | -0.060875 | -0.4173 | 0.660835 |
14 | 0.179364 | 1.2297 | 0.112473 |
15 | 0.040439 | 0.2772 | 0.391407 |
16 | -0.018832 | -0.1291 | 0.551087 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.005329 | -0.0365 | 0.514493 |
1 | -0.12563 | -0.8613 | 0.80327 |
2 | -0.018226 | -0.1249 | 0.549451 |
3 | -0.065584 | -0.4496 | 0.672476 |
4 | -0.03191 | -0.2188 | 0.58611 |
5 | 0.002197 | 0.0151 | 0.494025 |
6 | 0.072904 | 0.4998 | 0.309773 |
7 | 0.04672 | 0.3203 | 0.375082 |
8 | 0.136755 | 0.9375 | 0.176636 |
9 | -0.110291 | -0.7561 | 0.773324 |
10 | 0.06462 | 0.443 | 0.329894 |
11 | -0.136688 | -0.9371 | 0.823248 |
12 | -0.041595 | -0.2852 | 0.611613 |
13 | 0.140111 | 0.9606 | 0.170847 |
14 | 0.013657 | 0.0936 | 0.462901 |
15 | -0.003709 | -0.0254 | 0.51009 |
16 | -0.166333 | -1.1403 | 0.870035 |