Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.463085 | 3.587 | 0.000337 |
2 | 0.22618 | 1.752 | 0.042443 |
3 | 0.046338 | 0.3589 | 0.360452 |
4 | -0.134537 | -1.0421 | 0.849232 |
5 | -0.21879 | -1.6947 | 0.952346 |
6 | -0.359085 | -2.7815 | 0.996389 |
7 | -0.272818 | -2.1132 | 0.980626 |
8 | -0.231103 | -1.7901 | 0.960759 |
9 | -0.105638 | -0.8183 | 0.791779 |
10 | -0.024923 | -0.1931 | 0.576216 |
11 | 0.17072 | 1.3224 | 0.095529 |
12 | 0.604631 | 4.6835 | 8e-06 |
13 | 0.256043 | 1.9833 | 0.025958 |
14 | 0.121119 | 0.9382 | 0.175955 |
15 | -0.009193 | -0.0712 | 0.528264 |
16 | -0.129202 | -1.0008 | 0.839527 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.463085 | 3.587 | 0.000337 |
1 | 0.014935 | 0.1157 | 0.454144 |
2 | -0.081176 | -0.6288 | 0.734063 |
3 | -0.166487 | -1.2896 | 0.898931 |
4 | -0.110269 | -0.8541 | 0.801788 |
5 | -0.240654 | -1.8641 | 0.966399 |
6 | -0.006126 | -0.0475 | 0.518846 |
7 | -0.095975 | -0.7434 | 0.769935 |
8 | 0.015901 | 0.1232 | 0.451192 |
9 | -0.055515 | -0.43 | 0.665639 |
10 | 0.170976 | 1.3244 | 0.0952 |
11 | 0.554345 | 4.2939 | 3.3e-05 |
12 | -0.448308 | -3.4726 | 0.999519 |
13 | -0.112264 | -0.8696 | 0.806005 |
14 | -0.022801 | -0.1766 | 0.569798 |
15 | -0.009103 | -0.0705 | 0.527989 |
16 | 0.024438 | 0.1893 | 0.42525 |