Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7 | 0 |
1 | 0.092144 | 0.645 | 0.260966 |
2 | -0.01724 | -0.1207 | 0.547782 |
3 | 0.224639 | 1.5725 | 0.061138 |
4 | -0.043175 | -0.3022 | 0.618119 |
5 | 0.019744 | 0.1382 | 0.445321 |
6 | 0.176366 | 1.2346 | 0.111441 |
7 | -0.132289 | -0.926 | 0.820513 |
8 | 0.011886 | 0.0832 | 0.467015 |
9 | 0.186011 | 1.3021 | 0.099488 |
10 | -0.187299 | -1.3111 | 0.902031 |
11 | -0.126394 | -0.8848 | 0.809696 |
12 | -0.141292 | -0.989 | 0.83625 |
13 | -0.118849 | -0.8319 | 0.795261 |
14 | 0.094644 | 0.6625 | 0.255375 |
15 | -0.112547 | -0.7878 | 0.782704 |
16 | -0.122586 | -0.8581 | 0.802493 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.092144 | 0.645 | 0.260966 |
1 | -0.025951 | -0.1817 | 0.5717 |
2 | 0.230774 | 1.6154 | 0.056321 |
3 | -0.093643 | -0.6555 | 0.742394 |
4 | 0.053258 | 0.3728 | 0.35545 |
5 | 0.118456 | 0.8292 | 0.205509 |
6 | -0.145251 | -1.0168 | 0.842869 |
7 | 0.045606 | 0.3192 | 0.37545 |
8 | 0.118953 | 0.8327 | 0.204534 |
9 | -0.17183 | -1.2028 | 0.882585 |
10 | -0.114235 | -0.7996 | 0.786111 |
11 | -0.222866 | -1.5601 | 0.937409 |
12 | 0.041392 | 0.2897 | 0.386618 |
13 | 0.116504 | 0.8155 | 0.209358 |
14 | -0.147156 | -1.0301 | 0.845988 |
15 | 0.014197 | 0.0994 | 0.460621 |
16 | 0.122338 | 0.8564 | 0.197983 |