Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | 0.015407 | 0.1056 | 0.458163 |
2 | -0.082912 | -0.5684 | 0.713772 |
3 | -0.564447 | -3.8697 | 0.999833 |
4 | -0.03565 | -0.2444 | 0.596009 |
5 | 0.009841 | 0.0675 | 0.473248 |
6 | 0.099825 | 0.6844 | 0.248552 |
7 | -0.008476 | -0.0581 | 0.523045 |
8 | 0.051143 | 0.3506 | 0.36372 |
9 | 0.152233 | 1.0437 | 0.150991 |
10 | 0.036095 | 0.2475 | 0.402817 |
11 | -0.043774 | -0.3001 | 0.617288 |
12 | -0.27378 | -1.8769 | 0.96663 |
13 | -0.00347 | -0.0238 | 0.50944 |
14 | 0.052107 | 0.3572 | 0.36126 |
15 | 0.191188 | 1.3107 | 0.098161 |
16 | -0.025674 | -0.176 | 0.56948 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.015407 | 0.1056 | 0.458163 |
1 | -0.08317 | -0.5702 | 0.714365 |
2 | -0.56583 | -3.8791 | 0.999837 |
3 | -0.074355 | -0.5098 | 0.693694 |
4 | -0.124257 | -0.8519 | 0.800694 |
5 | -0.356978 | -2.4473 | 0.990908 |
6 | -0.184751 | -1.2666 | 0.894228 |
7 | -0.118153 | -0.81 | 0.788993 |
8 | -0.012395 | -0.085 | 0.53368 |
9 | -0.061972 | -0.4249 | 0.66356 |
10 | -0.015469 | -0.1061 | 0.542004 |
11 | -0.200696 | -1.3759 | 0.912314 |
12 | -0.026015 | -0.1784 | 0.570393 |
13 | -0.003618 | -0.0248 | 0.509841 |
14 | -0.074164 | -0.5084 | 0.69324 |
15 | -0.052265 | -0.3583 | 0.639142 |
16 | 0.024783 | 0.1699 | 0.432908 |