Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.023577 | 0.1811 | 0.428456 |
2 | 0.06501 | 0.4994 | 0.309694 |
3 | -0.269399 | -2.0693 | 0.978546 |
4 | 0.062642 | 0.4812 | 0.316091 |
5 | -0.008933 | -0.0686 | 0.527237 |
6 | 0.094532 | 0.7261 | 0.235321 |
7 | -0.191436 | -1.4704 | 0.926623 |
8 | -0.059964 | -0.4606 | 0.676607 |
9 | -0.036192 | -0.278 | 0.609008 |
10 | 0.042372 | 0.3255 | 0.372989 |
11 | 0.041088 | 0.3156 | 0.37671 |
12 | 0.038834 | 0.2983 | 0.383265 |
13 | 0.132077 | 1.0145 | 0.157242 |
14 | -0.018081 | -0.1389 | 0.554994 |
15 | -0.144768 | -1.112 | 0.864671 |
16 | -0.040418 | -0.3105 | 0.621346 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.023577 | 0.1811 | 0.428456 |
1 | 0.06449 | 0.4954 | 0.311094 |
2 | -0.273643 | -2.1019 | 0.980079 |
3 | 0.081676 | 0.6274 | 0.266419 |
4 | 0.022635 | 0.1739 | 0.431285 |
5 | 0.010808 | 0.083 | 0.46706 |
6 | -0.174494 | -1.3403 | 0.907359 |
7 | -0.053569 | -0.4115 | 0.658892 |
8 | 0.027276 | 0.2095 | 0.417385 |
9 | -0.055937 | -0.4297 | 0.665496 |
10 | 0.031563 | 0.2424 | 0.40464 |
11 | 0.043174 | 0.3316 | 0.370674 |
12 | 0.163106 | 1.2528 | 0.107603 |
13 | -0.054152 | -0.416 | 0.660522 |
14 | -0.197332 | -1.5157 | 0.932537 |
15 | 0.060678 | 0.4661 | 0.321438 |
16 | -0.14311 | -1.0992 | 0.861937 |