Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.124543 | 0.9647 | 0.169282 |
2 | -0.156044 | -1.2087 | 0.884242 |
3 | -0.520611 | -4.0326 | 0.999921 |
4 | -0.180435 | -1.3976 | 0.916317 |
5 | 0.05421 | 0.4199 | 0.338026 |
6 | 0.311856 | 2.4156 | 0.009385 |
7 | 0.107558 | 0.8331 | 0.204034 |
8 | -0.159736 | -1.2373 | 0.889604 |
9 | -0.30066 | -2.3289 | 0.988375 |
10 | -0.070182 | -0.5436 | 0.705645 |
11 | 0.115374 | 0.8937 | 0.187531 |
12 | 0.465633 | 3.6068 | 0.000316 |
13 | 0.118587 | 0.9186 | 0.180999 |
14 | -0.057846 | -0.4481 | 0.672144 |
15 | -0.334909 | -2.5942 | 0.994051 |
16 | -0.17713 | -1.372 | 0.912421 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.124543 | 0.9647 | 0.169282 |
1 | -0.174258 | -1.3498 | 0.908924 |
2 | -0.498733 | -3.8632 | 0.999861 |
3 | -0.143957 | -1.1151 | 0.865371 |
4 | -0.09532 | -0.7383 | 0.768409 |
5 | 0.017534 | 0.1358 | 0.446209 |
6 | -0.080554 | -0.624 | 0.732493 |
7 | -0.22295 | -1.727 | 0.95534 |
8 | -0.227664 | -1.7635 | 0.958544 |
9 | -0.108752 | -0.8424 | 0.798541 |
10 | -0.156888 | -1.2152 | 0.885484 |
11 | 0.251009 | 1.9443 | 0.028275 |
12 | 0.014036 | 0.1087 | 0.456894 |
13 | 0.099587 | 0.7714 | 0.22175 |
14 | 0.084996 | 0.6584 | 0.256408 |
15 | -0.017091 | -0.1324 | 0.55244 |
16 | 0.101911 | 0.7894 | 0.216494 |