Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | 0.146249 | 1.0026 | 0.160585 |
2 | 0.121059 | 0.8299 | 0.205386 |
3 | -0.16185 | -1.1096 | 0.863589 |
4 | -0.151282 | -1.0371 | 0.847511 |
5 | 0.014308 | 0.0981 | 0.461138 |
6 | -0.111047 | -0.7613 | 0.77486 |
7 | -0.046177 | -0.3166 | 0.623515 |
8 | 0.046975 | 0.322 | 0.374423 |
9 | 0.215168 | 1.4751 | 0.073424 |
10 | -0.112706 | -0.7727 | 0.778208 |
11 | -0.076605 | -0.5252 | 0.699036 |
12 | -0.208146 | -1.427 | 0.919902 |
13 | 0.088028 | 0.6035 | 0.274541 |
14 | 0.306002 | 2.0978 | 0.020661 |
15 | 0.091203 | 0.6253 | 0.267414 |
16 | 0.097175 | 0.6662 | 0.254271 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.146249 | 1.0026 | 0.160585 |
1 | 0.101848 | 0.6982 | 0.244235 |
2 | -0.198921 | -1.3637 | 0.910426 |
3 | -0.121642 | -0.8339 | 0.795732 |
4 | 0.105258 | 0.7216 | 0.237055 |
5 | -0.131496 | -0.9015 | 0.814038 |
6 | -0.088442 | -0.6063 | 0.726393 |
7 | 0.116902 | 0.8014 | 0.213456 |
8 | 0.216156 | 1.4819 | 0.072522 |
9 | -0.308301 | -2.1136 | 0.980057 |
10 | -0.083214 | -0.5705 | 0.714468 |
11 | 0.009156 | 0.0628 | 0.475108 |
12 | 0.155017 | 1.0627 | 0.146664 |
13 | 0.23914 | 1.6395 | 0.053897 |
14 | -0.021582 | -0.148 | 0.558495 |
15 | -0.021904 | -0.1502 | 0.559361 |
16 | -0.133913 | -0.9181 | 0.818363 |