Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.093819 | 0.65 | 0.259397 |
2 | 0.174014 | 1.2056 | 0.11694 |
3 | 0.304252 | 2.1079 | 0.020142 |
4 | -0.017648 | -0.1223 | 0.548402 |
5 | 0.07881 | 0.546 | 0.293793 |
6 | 0.076214 | 0.528 | 0.299958 |
7 | -0.241365 | -1.6722 | 0.949506 |
8 | 0.010512 | 0.0728 | 0.471123 |
9 | -0.118087 | -0.8181 | 0.791338 |
10 | -0.16855 | -1.1677 | 0.875661 |
11 | -0.050764 | -0.3517 | 0.636699 |
12 | -0.28617 | -1.9826 | 0.973427 |
13 | -0.218581 | -1.5144 | 0.931755 |
14 | -0.103457 | -0.7168 | 0.761505 |
15 | -0.126216 | -0.8745 | 0.806887 |
16 | -0.099569 | -0.6898 | 0.753191 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.093819 | 0.65 | 0.259397 |
1 | 0.166679 | 1.1548 | 0.126947 |
2 | 0.285381 | 1.9772 | 0.02689 |
3 | -0.089088 | -0.6172 | 0.729996 |
4 | -0.011177 | -0.0774 | 0.530701 |
5 | 0.003368 | 0.0233 | 0.49074 |
6 | -0.255563 | -1.7706 | 0.95851 |
7 | 0.003217 | 0.0223 | 0.491155 |
8 | -0.073265 | -0.5076 | 0.692969 |
9 | -0.023811 | -0.165 | 0.565168 |
10 | -0.034816 | -0.2412 | 0.59479 |
11 | -0.218808 | -1.5159 | 0.931954 |
12 | -0.140783 | -0.9754 | 0.832868 |
13 | -0.076484 | -0.5299 | 0.700688 |
14 | 0.084591 | 0.5861 | 0.280289 |
15 | -0.027794 | -0.1926 | 0.575943 |
16 | 0.108177 | 0.7495 | 0.228615 |