Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.715386 | 5.5873 | 0 |
2 | 0.31412 | 2.4534 | 0.008513 |
3 | -0.032114 | -0.2508 | 0.5986 |
4 | -0.265938 | -2.077 | 0.978992 |
5 | -0.339972 | -2.6553 | 0.994952 |
6 | -0.346009 | -2.7024 | 0.995548 |
7 | -0.32532 | -2.5408 | 0.99319 |
8 | -0.280506 | -2.1908 | 0.983852 |
9 | -0.126278 | -0.9863 | 0.836049 |
10 | 0.086061 | 0.6722 | 0.252011 |
11 | 0.369233 | 2.8838 | 0.002711 |
12 | 0.541052 | 4.2257 | 4e-05 |
13 | 0.396515 | 3.0969 | 0.001477 |
14 | 0.131906 | 1.0302 | 0.153487 |
15 | -0.100134 | -0.7821 | 0.781401 |
16 | -0.212547 | -1.66 | 0.948981 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.715386 | 5.5873 | 0 |
1 | -0.40485 | -3.162 | 0.998779 |
2 | -0.142536 | -1.1132 | 0.865014 |
3 | -0.128466 | -1.0034 | 0.840173 |
4 | -0.010039 | -0.0784 | 0.531121 |
5 | -0.166137 | -1.2976 | 0.90034 |
6 | -0.134037 | -1.0469 | 0.850352 |
7 | -0.104775 | -0.8183 | 0.79182 |
8 | 0.156044 | 1.2187 | 0.113816 |
9 | 0.077552 | 0.6057 | 0.27348 |
10 | 0.334464 | 2.6122 | 0.005655 |
11 | 0.042551 | 0.3323 | 0.370388 |
12 | -0.325782 | -2.5444 | 0.993254 |
13 | -0.029117 | -0.2274 | 0.589568 |
14 | 0.080088 | 0.6255 | 0.266985 |
15 | 0.091427 | 0.7141 | 0.238954 |
16 | -0.046091 | -0.36 | 0.639947 |