Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.112901 | 0.8818 | 0.190678 |
2 | -0.035308 | -0.2758 | 0.608171 |
3 | 0.405391 | 3.1662 | 0.001206 |
4 | -0.165741 | -1.2945 | 0.89981 |
5 | 0.006705 | 0.0524 | 0.479203 |
6 | 0.472541 | 3.6907 | 0.000239 |
7 | -0.123928 | -0.9679 | 0.831544 |
8 | -0.076504 | -0.5975 | 0.723813 |
9 | 0.292728 | 2.2863 | 0.012862 |
10 | -0.247857 | -1.9358 | 0.971236 |
11 | 0.029135 | 0.2275 | 0.410379 |
12 | 0.53595 | 4.1859 | 4.6e-05 |
13 | -0.082222 | -0.6422 | 0.738416 |
14 | -0.010074 | -0.0787 | 0.531228 |
15 | 0.203151 | 1.5867 | 0.05888 |
16 | -0.240332 | -1.8771 | 0.967352 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.112901 | 0.8818 | 0.190678 |
1 | -0.048675 | -0.3802 | 0.647429 |
2 | 0.421424 | 3.2914 | 0.00083 |
3 | -0.337178 | -2.6334 | 0.994652 |
4 | 0.224699 | 1.755 | 0.042144 |
5 | 0.278036 | 2.1715 | 0.016895 |
6 | -0.149395 | -1.1668 | 0.876086 |
7 | -0.078005 | -0.6092 | 0.727685 |
8 | 0.095267 | 0.7441 | 0.229848 |
9 | -0.144707 | -1.1302 | 0.868592 |
10 | 0.162102 | 1.2661 | 0.105154 |
11 | 0.340605 | 2.6602 | 0.004982 |
12 | -0.048512 | -0.3789 | 0.646959 |
13 | -0.102473 | -0.8003 | 0.78669 |
14 | -0.146884 | -1.1472 | 0.872111 |
15 | 0.099565 | 0.7776 | 0.219897 |
16 | -0.106204 | -0.8295 | 0.794967 |