Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.365548 | 2.8078 | 0.003376 |
2 | 0.124479 | 0.9561 | 0.17145 |
3 | 0.019764 | 0.1518 | 0.439928 |
4 | -0.154303 | -1.1852 | 0.87966 |
5 | -0.100021 | -0.7683 | 0.777307 |
6 | -0.112304 | -0.8626 | 0.804081 |
7 | 0.004034 | 0.031 | 0.487694 |
8 | -0.063704 | -0.4893 | 0.686785 |
9 | 0.012053 | 0.0926 | 0.463274 |
10 | 0.006582 | 0.0506 | 0.479924 |
11 | -0.093766 | -0.7202 | 0.762888 |
12 | -0.014559 | -0.1118 | 0.54433 |
13 | -0.023335 | -0.1792 | 0.570818 |
14 | -0.014857 | -0.1141 | 0.545234 |
15 | 0.054709 | 0.4202 | 0.337922 |
16 | 0.175549 | 1.3484 | 0.091339 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.365548 | 2.8078 | 0.003376 |
1 | -0.010557 | -0.0811 | 0.532176 |
2 | -0.025812 | -0.1983 | 0.578242 |
3 | -0.175622 | -1.349 | 0.908751 |
4 | 0.018598 | 0.1429 | 0.443447 |
5 | -0.072339 | -0.5556 | 0.709723 |
6 | 0.089736 | 0.6893 | 0.246677 |
7 | -0.133987 | -1.0292 | 0.846201 |
8 | 0.080057 | 0.6149 | 0.270484 |
9 | -0.058755 | -0.4513 | 0.673288 |
10 | -0.073552 | -0.565 | 0.712881 |
11 | 0.014661 | 0.1126 | 0.45536 |
12 | 0.004742 | 0.0364 | 0.485533 |
13 | -0.026788 | -0.2058 | 0.581159 |
14 | 0.068378 | 0.5252 | 0.300698 |
15 | 0.147666 | 1.1342 | 0.130641 |
16 | -0.172527 | -1.3252 | 0.904894 |