Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.662949 | 5.1778 | 1e-06 |
2 | 0.202667 | 1.5829 | 0.05931 |
3 | -0.159612 | -1.2466 | 0.891346 |
4 | -0.085237 | -0.6657 | 0.745952 |
5 | 0.136003 | 1.0622 | 0.146162 |
6 | 0.317291 | 2.4781 | 0.007995 |
7 | 0.170411 | 1.331 | 0.094079 |
8 | -0.057278 | -0.4474 | 0.671899 |
9 | -0.17642 | -1.3779 | 0.913363 |
10 | 0.011116 | 0.0868 | 0.465549 |
11 | 0.307704 | 2.4032 | 0.009653 |
12 | 0.507144 | 3.9609 | 9.9e-05 |
13 | 0.265296 | 2.072 | 0.021249 |
14 | -0.090977 | -0.7105 | 0.759964 |
15 | -0.380812 | -2.9742 | 0.997899 |
16 | -0.311838 | -2.4355 | 0.991096 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.662949 | 5.1778 | 1e-06 |
1 | -0.422542 | -3.3002 | 0.999191 |
2 | -0.153375 | -1.1979 | 0.882205 |
3 | 0.473637 | 3.6992 | 0.000233 |
4 | -0.014048 | -0.1097 | 0.543503 |
5 | -0.019157 | -0.1496 | 0.559222 |
6 | -0.212795 | -1.662 | 0.949177 |
7 | 0.064024 | 0.5 | 0.309422 |
8 | 0.167666 | 1.3095 | 0.097636 |
9 | 0.16567 | 1.2939 | 0.100285 |
10 | 0.160353 | 1.2524 | 0.107602 |
11 | 0.107053 | 0.8361 | 0.203177 |
12 | -0.444248 | -3.4697 | 0.999519 |
13 | 0.062527 | 0.4883 | 0.313527 |
14 | -0.086401 | -0.6748 | 0.748828 |
15 | -0.114657 | -0.8955 | 0.81298 |
16 | -0.102039 | -0.797 | 0.785715 |