Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.093015 | 0.6444 | 0.261183 |
2 | 0.130192 | 0.902 | 0.185782 |
3 | 0.419675 | 2.9076 | 0.00275 |
4 | 0.142888 | 0.99 | 0.16358 |
5 | 0.047107 | 0.3264 | 0.372784 |
6 | 0.16581 | 1.1488 | 0.128173 |
7 | -0.088048 | -0.61 | 0.727635 |
8 | -0.009373 | -0.0649 | 0.525753 |
9 | 0.067922 | 0.4706 | 0.320038 |
10 | -0.251437 | -1.742 | 0.956044 |
11 | -0.175376 | -1.215 | 0.884854 |
12 | -0.240532 | -1.6665 | 0.948932 |
13 | -0.18496 | -1.2814 | 0.896903 |
14 | -0.055476 | -0.3843 | 0.648791 |
15 | -0.226843 | -1.5716 | 0.938695 |
16 | -0.225468 | -1.5621 | 0.937582 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.093015 | 0.6444 | 0.261183 |
1 | 0.122601 | 0.8494 | 0.199937 |
2 | 0.407238 | 2.8214 | 0.003467 |
3 | 0.098313 | 0.6811 | 0.249531 |
4 | -0.058608 | -0.406 | 0.656743 |
5 | -0.034624 | -0.2399 | 0.594278 |
6 | -0.229792 | -1.592 | 0.941031 |
7 | -0.046321 | -0.3209 | 0.62517 |
8 | 0.054901 | 0.3804 | 0.352676 |
9 | -0.179252 | -1.2419 | 0.889845 |
10 | -0.156386 | -1.0835 | 0.857994 |
11 | -0.328505 | -2.276 | 0.986325 |
12 | -0.007696 | -0.0533 | 0.52115 |
13 | 0.253833 | 1.7586 | 0.042509 |
14 | 0.089 | 0.6166 | 0.270204 |
15 | -0.081355 | -0.5636 | 0.71219 |
16 | 0.09288 | 0.6435 | 0.261485 |