Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.021084 | 0.1633 | 0.43541 |
2 | -0.051195 | -0.3966 | 0.653448 |
3 | -0.297933 | -2.3078 | 0.987762 |
4 | -0.089957 | -0.6968 | 0.755691 |
5 | 0.042066 | 0.3258 | 0.372838 |
6 | -0.147147 | -1.1398 | 0.87055 |
7 | 0.047343 | 0.3667 | 0.35756 |
8 | -0.084505 | -0.6546 | 0.742379 |
9 | -0.067768 | -0.5249 | 0.699216 |
10 | 0.041588 | 0.3221 | 0.374233 |
11 | 0.0164 | 0.127 | 0.449669 |
12 | 0.171923 | 1.3317 | 0.093996 |
13 | 0.072831 | 0.5641 | 0.28738 |
14 | 0.024057 | 0.1863 | 0.426402 |
15 | 0.023192 | 0.1796 | 0.429019 |
16 | -0.119257 | -0.9238 | 0.820345 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.021084 | 0.1633 | 0.43541 |
1 | -0.051662 | -0.4002 | 0.654775 |
2 | -0.296632 | -2.2977 | 0.987459 |
3 | -0.092359 | -0.7154 | 0.761436 |
4 | 0.013688 | 0.106 | 0.457958 |
5 | -0.270061 | -2.0919 | 0.979655 |
6 | -0.01279 | -0.0991 | 0.539293 |
7 | -0.118728 | -0.9197 | 0.819283 |
8 | -0.242102 | -1.8753 | 0.967191 |
9 | -0.01612 | -0.1249 | 0.549476 |
10 | -0.087337 | -0.6765 | 0.749342 |
11 | -0.002643 | -0.0205 | 0.508133 |
12 | 0.088224 | 0.6834 | 0.248499 |
13 | -0.013563 | -0.1051 | 0.541661 |
14 | 0.076275 | 0.5908 | 0.27843 |
15 | -0.018307 | -0.1418 | 0.556146 |
16 | 0.082754 | 0.641 | 0.261979 |