Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.288794 | 2.0008 | 0.025542 |
2 | 0.367016 | 2.5428 | 0.007139 |
3 | 0.410574 | 2.8445 | 0.003259 |
4 | 0.239424 | 1.6588 | 0.051841 |
5 | 0.20561 | 1.4245 | 0.080385 |
6 | 0.188978 | 1.3093 | 0.098337 |
7 | -0.039719 | -0.2752 | 0.60782 |
8 | 0.159833 | 1.1074 | 0.13683 |
9 | 0.029147 | 0.2019 | 0.42041 |
10 | -0.105439 | -0.7305 | 0.765683 |
11 | -0.088294 | -0.6117 | 0.728196 |
12 | -0.090753 | -0.6288 | 0.733755 |
13 | -0.130183 | -0.9019 | 0.814202 |
14 | 0.046221 | 0.3202 | 0.375092 |
15 | -0.056585 | -0.392 | 0.651616 |
16 | -0.133368 | -0.924 | 0.819946 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.288794 | 2.0008 | 0.025542 |
1 | 0.30942 | 2.1437 | 0.018575 |
2 | 0.299236 | 2.0732 | 0.021774 |
3 | 0.023163 | 0.1605 | 0.43659 |
4 | -0.045186 | -0.3131 | 0.622203 |
5 | -0.022423 | -0.1554 | 0.561402 |
6 | -0.23727 | -1.6439 | 0.946629 |
7 | 0.119841 | 0.8303 | 0.205245 |
8 | 0.017676 | 0.1225 | 0.451521 |
9 | -0.12334 | -0.8545 | 0.80147 |
10 | -0.149255 | -1.0341 | 0.846857 |
11 | -0.030693 | -0.2126 | 0.583748 |
12 | 0.027927 | 0.1935 | 0.423697 |
13 | 0.229809 | 1.5922 | 0.058956 |
14 | 0.120611 | 0.8356 | 0.203755 |
15 | -0.194978 | -1.3508 | 0.908461 |
16 | 0.021762 | 0.1508 | 0.440393 |