Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.678304 | 5.2977 | 1e-06 |
2 | 0.289972 | 2.2648 | 0.013546 |
3 | -0.026422 | -0.2064 | 0.581403 |
4 | -0.007291 | -0.0569 | 0.522612 |
5 | 0.143142 | 1.118 | 0.133981 |
6 | 0.258359 | 2.0178 | 0.024006 |
7 | 0.15152 | 1.1834 | 0.12062 |
8 | -0.015538 | -0.1214 | 0.548096 |
9 | -0.075674 | -0.591 | 0.72166 |
10 | 0.042295 | 0.3303 | 0.371139 |
11 | 0.222149 | 1.735 | 0.043892 |
12 | 0.338902 | 2.6469 | 0.005161 |
13 | 0.167585 | 1.3089 | 0.097742 |
14 | -0.073149 | -0.5713 | 0.715055 |
15 | -0.279811 | -2.1854 | 0.983645 |
16 | -0.258985 | -2.0227 | 0.976255 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.678304 | 5.2977 | 1e-06 |
1 | -0.315101 | -2.461 | 0.99165 |
2 | -0.146729 | -1.146 | 0.871863 |
3 | 0.35307 | 2.7576 | 0.003836 |
4 | 0.086887 | 0.6786 | 0.249975 |
5 | -0.039957 | -0.3121 | 0.621977 |
6 | -0.163947 | -1.2805 | 0.897386 |
7 | 0.026184 | 0.2045 | 0.419322 |
8 | 0.160089 | 1.2503 | 0.107977 |
9 | 0.089766 | 0.7011 | 0.242956 |
10 | 0.059179 | 0.4622 | 0.322792 |
11 | 0.118302 | 0.924 | 0.179571 |
12 | -0.287084 | -2.2422 | 0.985703 |
13 | -0.056406 | -0.4405 | 0.669449 |
14 | -0.097201 | -0.7592 | 0.774661 |
15 | -0.038774 | -0.3028 | 0.618478 |
16 | -0.004197 | -0.0328 | 0.513022 |