Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.450883 | 3.1238 | 0.001512 |
2 | 0.390752 | 2.7072 | 0.004685 |
3 | 0.181628 | 1.2584 | 0.107175 |
4 | 0.204324 | 1.4156 | 0.081674 |
5 | 0.171176 | 1.1859 | 0.120741 |
6 | 0.113943 | 0.7894 | 0.216874 |
7 | -0.01572 | -0.1089 | 0.543136 |
8 | -0.183282 | -1.2698 | 0.894864 |
9 | -0.026364 | -0.1827 | 0.572081 |
10 | -0.195718 | -1.356 | 0.909274 |
11 | -0.173171 | -1.1998 | 0.88194 |
12 | -0.290051 | -2.0095 | 0.97494 |
13 | -0.25065 | -1.7366 | 0.95556 |
14 | -0.104402 | -0.7233 | 0.763503 |
15 | -0.107501 | -0.7448 | 0.769984 |
16 | -0.097786 | -0.6775 | 0.749323 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.450883 | 3.1238 | 0.001512 |
1 | 0.235289 | 1.6301 | 0.05481 |
2 | -0.078647 | -0.5449 | 0.705822 |
3 | 0.09528 | 0.6601 | 0.256167 |
4 | 0.072309 | 0.501 | 0.30934 |
5 | -0.046383 | -0.3214 | 0.625331 |
6 | -0.136886 | -0.9484 | 0.826155 |
7 | -0.222382 | -1.5407 | 0.935023 |
8 | 0.187078 | 1.2961 | 0.100567 |
9 | -0.194251 | -1.3458 | 0.907657 |
10 | -0.129882 | -0.8998 | 0.813653 |
11 | -0.073965 | -0.5124 | 0.694654 |
12 | -0.021686 | -0.1502 | 0.5594 |
13 | 0.195461 | 1.3542 | 0.091008 |
14 | -0.100318 | -0.695 | 0.754804 |
15 | -0.061196 | -0.424 | 0.663263 |
16 | 0.136573 | 0.9462 | 0.174392 |