Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.04278 | 0.2964 | 0.384106 |
2 | -0.077926 | -0.5399 | 0.704115 |
3 | -0.535979 | -3.7134 | 0.999734 |
4 | -0.071157 | -0.493 | 0.687867 |
5 | -0.049594 | -0.3436 | 0.633674 |
6 | 0.127942 | 0.8864 | 0.189909 |
7 | 0.017605 | 0.122 | 0.451715 |
8 | 0.067085 | 0.4648 | 0.322095 |
9 | 0.163013 | 1.1294 | 0.132173 |
10 | -0.042788 | -0.2964 | 0.615915 |
11 | -0.078316 | -0.5426 | 0.705038 |
12 | -0.101906 | -0.706 | 0.758208 |
13 | -0.052379 | -0.3629 | 0.640861 |
14 | 0.05961 | 0.413 | 0.340726 |
15 | 0.095683 | 0.6629 | 0.255278 |
16 | 0.062105 | 0.4303 | 0.334462 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.04278 | 0.2964 | 0.384106 |
1 | -0.079903 | -0.5536 | 0.708783 |
2 | -0.533335 | -3.6951 | 0.999718 |
3 | -0.071478 | -0.4952 | 0.688647 |
4 | -0.173175 | -1.1998 | 0.881945 |
5 | -0.255533 | -1.7704 | 0.958493 |
6 | -0.146113 | -1.0123 | 0.841765 |
7 | -0.131949 | -0.9142 | 0.8174 |
8 | 0.115681 | 0.8015 | 0.213407 |
9 | -0.136974 | -0.949 | 0.826309 |
10 | -0.077341 | -0.5358 | 0.702726 |
11 | 0.103295 | 0.7157 | 0.238837 |
12 | -0.161228 | -1.117 | 0.865227 |
13 | 0.033474 | 0.2319 | 0.408795 |
14 | 0.085636 | 0.5933 | 0.277883 |
15 | -0.00907 | -0.0628 | 0.524923 |
16 | 0.04203 | 0.2912 | 0.38608 |