Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.358077 | 2.7504 | 0.003945 |
2 | 0.104072 | 0.7994 | 0.213635 |
3 | 0.079765 | 0.6127 | 0.27122 |
4 | -0.137429 | -1.0556 | 0.852276 |
5 | -0.333937 | -2.565 | 0.99356 |
6 | -0.249986 | -1.9202 | 0.970163 |
7 | -0.294738 | -2.2639 | 0.986365 |
8 | -0.267539 | -2.055 | 0.977843 |
9 | -0.146549 | -1.1257 | 0.867567 |
10 | 0.026339 | 0.2023 | 0.420183 |
11 | 0.133742 | 1.0273 | 0.154239 |
12 | 0.126518 | 0.9718 | 0.167557 |
13 | 0.210335 | 1.6156 | 0.055756 |
14 | 0.221617 | 1.7023 | 0.046984 |
15 | -0.056174 | -0.4315 | 0.666154 |
16 | 0.045689 | 0.3509 | 0.36344 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.358077 | 2.7504 | 0.003945 |
1 | -0.027699 | -0.2128 | 0.583875 |
2 | 0.058988 | 0.4531 | 0.326071 |
3 | -0.210687 | -1.6183 | 0.944536 |
4 | -0.259734 | -1.9951 | 0.974669 |
5 | -0.063452 | -0.4874 | 0.686104 |
6 | -0.198786 | -1.5269 | 0.933936 |
7 | -0.114661 | -0.8807 | 0.808981 |
8 | -0.112321 | -0.8628 | 0.804117 |
9 | 0.016191 | 0.1244 | 0.450723 |
10 | 0.036941 | 0.2837 | 0.388798 |
11 | -0.093566 | -0.7187 | 0.762416 |
12 | 0.049759 | 0.3822 | 0.351841 |
13 | 0.020532 | 0.1577 | 0.437611 |
14 | -0.245565 | -1.8862 | 0.967905 |
15 | 0.127637 | 0.9804 | 0.165447 |
16 | -0.178233 | -1.369 | 0.911911 |