Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.01466 | 0.1016 | 0.459763 |
2 | -0.083888 | -0.5812 | 0.718086 |
3 | -0.546476 | -3.7861 | 0.999787 |
4 | -0.041528 | -0.2877 | 0.612598 |
5 | -0.001341 | -0.0093 | 0.503687 |
6 | 0.099334 | 0.6882 | 0.247318 |
7 | -0.006428 | -0.0445 | 0.517669 |
8 | 0.050407 | 0.3492 | 0.364222 |
9 | 0.183269 | 1.2697 | 0.105153 |
10 | 0.027562 | 0.191 | 0.424683 |
11 | -0.045736 | -0.3169 | 0.623642 |
12 | -0.287458 | -1.9916 | 0.973938 |
13 | -0.020024 | -0.1387 | 0.554878 |
14 | 0.054846 | 0.38 | 0.352815 |
15 | 0.158851 | 1.1006 | 0.13829 |
16 | -0.009896 | -0.0686 | 0.527189 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.01466 | 0.1016 | 0.459763 |
1 | -0.084121 | -0.5828 | 0.718625 |
2 | -0.547904 | -3.796 | 0.999794 |
3 | -0.081077 | -0.5617 | 0.71154 |
4 | -0.136166 | -0.9434 | 0.824895 |
5 | -0.324443 | -2.2478 | 0.98539 |
6 | -0.183585 | -1.2719 | 0.895235 |
7 | -0.131021 | -0.9077 | 0.815724 |
8 | 0.064592 | 0.4475 | 0.328262 |
9 | -0.047529 | -0.3293 | 0.628316 |
10 | -0.004292 | -0.0297 | 0.5118 |
11 | -0.138733 | -0.9612 | 0.829358 |
12 | -0.029317 | -0.2031 | 0.580047 |
13 | 0.014751 | 0.1022 | 0.459511 |
14 | -0.096206 | -0.6665 | 0.745869 |
15 | -0.068742 | -0.4763 | 0.681975 |
16 | -0.005933 | -0.0411 | 0.516309 |