Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.137591 | 1.0658 | 0.145397 |
2 | -0.1398 | -1.0829 | 0.858404 |
3 | -0.577423 | -4.4727 | 0.999982 |
4 | -0.19549 | -1.5143 | 0.932395 |
5 | 0.073531 | 0.5696 | 0.285549 |
6 | 0.353806 | 2.7406 | 0.004034 |
7 | 0.119378 | 0.9247 | 0.179415 |
8 | -0.167937 | -1.3008 | 0.900856 |
9 | -0.326849 | -2.5318 | 0.993007 |
10 | -0.075981 | -0.5885 | 0.720813 |
11 | 0.12442 | 0.9638 | 0.169519 |
12 | 0.472952 | 3.6635 | 0.000264 |
13 | 0.125731 | 0.9739 | 0.167006 |
14 | -0.06876 | -0.5326 | 0.701866 |
15 | -0.354744 | -2.7478 | 0.996044 |
16 | -0.186534 | -1.4449 | 0.923154 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.137591 | 1.0658 | 0.145397 |
1 | -0.161794 | -1.2533 | 0.892512 |
2 | -0.557695 | -4.3199 | 0.99997 |
3 | -0.13477 | -1.0439 | 0.849646 |
4 | -0.051469 | -0.3987 | 0.654226 |
5 | 0.003466 | 0.0268 | 0.489336 |
6 | -0.095014 | -0.736 | 0.767694 |
7 | -0.224291 | -1.7374 | 0.956272 |
8 | -0.215704 | -1.6708 | 0.950019 |
9 | -0.078475 | -0.6079 | 0.727215 |
10 | -0.154817 | -1.1992 | 0.882419 |
11 | 0.248166 | 1.9223 | 0.029661 |
12 | 0.031197 | 0.2417 | 0.404936 |
13 | 0.072947 | 0.565 | 0.287076 |
14 | 0.106181 | 0.8225 | 0.207032 |
15 | -0.024499 | -0.1898 | 0.574935 |
16 | 0.10053 | 0.7787 | 0.219608 |