Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | -0.066255 | -0.459 | 0.675856 |
2 | 0.209558 | 1.4519 | 0.076523 |
3 | 0.023224 | 0.1609 | 0.436424 |
4 | 0.161391 | 1.1181 | 0.134534 |
5 | 0.146244 | 1.0132 | 0.15802 |
6 | 0.229026 | 1.5867 | 0.059569 |
7 | -0.099999 | -0.6928 | 0.754116 |
8 | 0.223172 | 1.5462 | 0.064315 |
9 | 0.171518 | 1.1883 | 0.120279 |
10 | 0.016417 | 0.1137 | 0.454959 |
11 | 0.140395 | 0.9727 | 0.167793 |
12 | -0.20546 | -1.4235 | 0.919466 |
13 | 0.033208 | 0.2301 | 0.409508 |
14 | -0.049995 | -0.3464 | 0.634712 |
15 | 0.118147 | 0.8185 | 0.208546 |
16 | -0.105293 | -0.7295 | 0.765377 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.066255 | -0.459 | 0.675856 |
1 | 0.206073 | 1.4277 | 0.079924 |
2 | 0.050245 | 0.3481 | 0.364641 |
3 | 0.128763 | 0.8921 | 0.188395 |
4 | 0.159897 | 1.1078 | 0.136734 |
5 | 0.21394 | 1.4822 | 0.072409 |
6 | -0.14016 | -0.9711 | 0.831806 |
7 | 0.114532 | 0.7935 | 0.215697 |
8 | 0.220517 | 1.5278 | 0.066564 |
9 | -0.101911 | -0.7061 | 0.758218 |
10 | 0.034967 | 0.2423 | 0.404807 |
11 | -0.264084 | -1.8296 | 0.96324 |
12 | -0.108995 | -0.7551 | 0.773072 |
13 | -0.158569 | -1.0986 | 0.861288 |
14 | 0.088686 | 0.6144 | 0.270915 |
15 | -0.02007 | -0.1391 | 0.555004 |
16 | -0.07337 | -0.5083 | 0.693222 |