Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.067542 | 0.4679 | 0.320972 |
2 | -0.066164 | -0.4584 | 0.675633 |
3 | -0.57908 | -4.012 | 0.999895 |
4 | -0.073077 | -0.5063 | 0.692515 |
5 | -0.049402 | -0.3423 | 0.633179 |
6 | 0.156393 | 1.0835 | 0.141995 |
7 | 0.023519 | 0.1629 | 0.435624 |
8 | 0.058836 | 0.4076 | 0.34268 |
9 | 0.14987 | 1.0383 | 0.152159 |
10 | -0.008992 | -0.0623 | 0.524707 |
11 | -0.072427 | -0.5018 | 0.690946 |
12 | -0.189293 | -1.3115 | 0.90203 |
13 | -0.077677 | -0.5382 | 0.703523 |
14 | 0.061175 | 0.4238 | 0.336791 |
15 | 0.163228 | 1.1309 | 0.131863 |
16 | 0.06341 | 0.4393 | 0.331203 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.067542 | 0.4679 | 0.320972 |
1 | -0.07105 | -0.4923 | 0.687607 |
2 | -0.575007 | -3.9838 | 0.999885 |
3 | -0.027085 | -0.1876 | 0.574029 |
4 | -0.153845 | -1.0659 | 0.854093 |
5 | -0.275375 | -1.9079 | 0.968799 |
6 | -0.094311 | -0.6534 | 0.741695 |
7 | -0.11836 | -0.82 | 0.791872 |
8 | 0.141253 | 0.9786 | 0.166335 |
9 | -0.077869 | -0.5395 | 0.703979 |
10 | -0.067624 | -0.4685 | 0.679231 |
11 | 0.028233 | 0.1956 | 0.422872 |
12 | -0.162535 | -1.1261 | 0.867134 |
13 | 0.027745 | 0.1922 | 0.42419 |
14 | 0.027896 | 0.1933 | 0.423781 |
15 | -0.089799 | -0.6221 | 0.731604 |
16 | 0.025595 | 0.1773 | 0.43 |