Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.02111 | 0.1635 | 0.435329 |
2 | -0.035208 | -0.2727 | 0.606998 |
3 | -0.29496 | -2.2847 | 0.987061 |
4 | -0.104383 | -0.8085 | 0.789014 |
5 | 0.053324 | 0.413 | 0.340524 |
6 | -0.165522 | -1.2821 | 0.897636 |
7 | 0.04916 | 0.3808 | 0.352351 |
8 | -0.085318 | -0.6609 | 0.744387 |
9 | -0.079547 | -0.6162 | 0.729943 |
10 | 0.029949 | 0.232 | 0.40867 |
11 | 0.017823 | 0.1381 | 0.445328 |
12 | 0.194887 | 1.5096 | 0.068199 |
13 | 0.074288 | 0.5754 | 0.283576 |
14 | 0.015047 | 0.1166 | 0.4538 |
15 | 0.017896 | 0.1386 | 0.445106 |
16 | -0.120234 | -0.9313 | 0.822291 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.02111 | 0.1635 | 0.435329 |
1 | -0.03567 | -0.2763 | 0.608365 |
2 | -0.293942 | -2.2769 | 0.986813 |
3 | -0.105096 | -0.8141 | 0.790589 |
4 | 0.037326 | 0.2891 | 0.386742 |
5 | -0.285754 | -2.2134 | 0.98466 |
6 | -0.01626 | -0.126 | 0.549904 |
7 | -0.103504 | -0.8017 | 0.787065 |
8 | -0.264647 | -2.0499 | 0.977626 |
9 | -0.036604 | -0.2835 | 0.611127 |
10 | -0.06826 | -0.5287 | 0.700533 |
11 | -0.005325 | -0.0412 | 0.516381 |
12 | 0.073565 | 0.5698 | 0.28546 |
13 | -0.019375 | -0.1501 | 0.559398 |
14 | 0.057925 | 0.4487 | 0.327638 |
15 | -0.030675 | -0.2376 | 0.593501 |
16 | 0.086873 | 0.6729 | 0.251793 |