Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.043257 | 0.2997 | 0.382854 |
2 | 0.116887 | 0.8098 | 0.211021 |
3 | 0.031132 | 0.2157 | 0.415071 |
4 | -0.004785 | -0.0332 | 0.513154 |
5 | -0.087079 | -0.6033 | 0.725427 |
6 | 0.011501 | 0.0797 | 0.46841 |
7 | -0.192122 | -1.3311 | 0.905272 |
8 | -0.003903 | -0.027 | 0.510729 |
9 | 0.024959 | 0.1729 | 0.43172 |
10 | -0.186042 | -1.2889 | 0.898201 |
11 | -0.067132 | -0.4651 | 0.67802 |
12 | 0.07549 | 0.523 | 0.301686 |
13 | -0.108606 | -0.7524 | 0.772272 |
14 | 0.015271 | 0.1058 | 0.458092 |
15 | -0.010462 | -0.0725 | 0.52874 |
16 | -0.050295 | -0.3485 | 0.635488 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.043257 | 0.2997 | 0.382854 |
1 | 0.115232 | 0.7983 | 0.2143 |
2 | 0.022007 | 0.1525 | 0.439728 |
3 | -0.020541 | -0.1423 | 0.556285 |
4 | -0.093813 | -0.65 | 0.74059 |
5 | 0.020574 | 0.1425 | 0.443623 |
6 | -0.175637 | -1.2169 | 0.885195 |
7 | 0.012502 | 0.0866 | 0.465667 |
8 | 0.065771 | 0.4557 | 0.32534 |
9 | -0.197248 | -1.3666 | 0.910937 |
10 | -0.066154 | -0.4583 | 0.675609 |
11 | 0.101902 | 0.706 | 0.2418 |
12 | -0.097496 | -0.6755 | 0.748692 |
13 | -0.027388 | -0.1898 | 0.574849 |
14 | -0.014051 | -0.0973 | 0.538572 |
15 | -0.03919 | -0.2715 | 0.60642 |
16 | 0.040687 | 0.2819 | 0.38962 |