Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7 | 0 |
1 | -0.073548 | -0.5148 | 0.695509 |
2 | 0.050377 | 0.3526 | 0.362935 |
3 | 0.324174 | 2.2692 | 0.013847 |
4 | -0.017367 | -0.1216 | 0.548132 |
5 | -0.027664 | -0.1937 | 0.576375 |
6 | 0.077152 | 0.5401 | 0.2958 |
7 | -0.277561 | -1.9429 | 0.971109 |
8 | 0.016394 | 0.1148 | 0.454553 |
9 | -0.039878 | -0.2791 | 0.609347 |
10 | -0.154638 | -1.0825 | 0.857828 |
11 | -0.09345 | -0.6542 | 0.741963 |
12 | -0.186246 | -1.3037 | 0.90079 |
13 | -0.066361 | -0.4645 | 0.677837 |
14 | 0.071327 | 0.4993 | 0.309905 |
15 | -0.09618 | -0.6733 | 0.748027 |
16 | -0.163997 | -1.148 | 0.871725 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.073548 | -0.5148 | 0.695509 |
1 | 0.045212 | 0.3165 | 0.376489 |
2 | 0.333519 | 2.3346 | 0.011852 |
3 | 0.035547 | 0.2488 | 0.402268 |
4 | -0.073947 | -0.5176 | 0.696477 |
5 | -0.047291 | -0.331 | 0.628985 |
6 | -0.310377 | -2.1726 | 0.982664 |
7 | -0.012991 | -0.0909 | 0.536044 |
8 | -0.00603 | -0.0422 | 0.516749 |
9 | 0.036563 | 0.2559 | 0.399534 |
10 | -0.089462 | -0.6262 | 0.732967 |
11 | -0.253659 | -1.7756 | 0.958996 |
12 | -0.064404 | -0.4508 | 0.672948 |
13 | 0.110326 | 0.7723 | 0.221829 |
14 | 0.118727 | 0.8311 | 0.204978 |
15 | -0.193345 | -1.3534 | 0.908933 |
16 | 0.013977 | 0.0978 | 0.461229 |