Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7 | 0 |
1 | 0.0772 | 0.5404 | 0.295685 |
2 | -0.035599 | -0.2492 | 0.597873 |
3 | 0.030187 | 0.2113 | 0.41676 |
4 | -0.153409 | -1.0739 | 0.855929 |
5 | 0.190908 | 1.3364 | 0.093803 |
6 | 0.159743 | 1.1182 | 0.134467 |
7 | -0.257123 | -1.7999 | 0.960979 |
8 | 0.189001 | 1.323 | 0.095987 |
9 | 0.213334 | 1.4933 | 0.07088 |
10 | 0.040817 | 0.2857 | 0.388148 |
11 | 0.050851 | 0.356 | 0.3617 |
12 | -0.296463 | -2.0752 | 0.978382 |
13 | -0.181535 | -1.2707 | 0.895091 |
14 | 0.045401 | 0.3178 | 0.375991 |
15 | 0.057259 | 0.4008 | 0.34515 |
16 | -0.090451 | -0.6332 | 0.735212 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.0772 | 0.5404 | 0.295685 |
1 | -0.041808 | -0.2927 | 0.614489 |
2 | 0.03656 | 0.2559 | 0.399543 |
3 | -0.161758 | -1.1323 | 0.868492 |
4 | 0.228194 | 1.5974 | 0.058307 |
5 | 0.109589 | 0.7671 | 0.223345 |
6 | -0.278698 | -1.9509 | 0.971599 |
7 | 0.257355 | 1.8015 | 0.038891 |
8 | 0.251829 | 1.7628 | 0.042085 |
9 | -0.0244 | -0.1708 | 0.567457 |
10 | -0.140394 | -0.9828 | 0.834723 |
11 | -0.170191 | -1.1913 | 0.880371 |
12 | -0.052444 | -0.3671 | 0.64244 |
13 | -0.176781 | -1.2375 | 0.889095 |
14 | 0.116991 | 0.8189 | 0.208394 |
15 | -0.125571 | -0.879 | 0.808154 |
16 | -0.017968 | -0.1258 | 0.549788 |