Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.271197 | 2.1007 | 0.01994 |
2 | 0.059359 | 0.4598 | 0.323663 |
3 | 0.404667 | 3.1345 | 0.001332 |
4 | -0.002013 | -0.0156 | 0.506194 |
5 | 0.077887 | 0.6033 | 0.274289 |
6 | 0.438339 | 3.3954 | 0.00061 |
7 | 0.01554 | 0.1204 | 0.452296 |
8 | 0.013367 | 0.1035 | 0.458941 |
9 | 0.282042 | 2.1847 | 0.016415 |
10 | -0.131983 | -1.0223 | 0.844636 |
11 | 0.148045 | 1.1467 | 0.128019 |
12 | 0.605382 | 4.6893 | 8e-06 |
13 | 0.022459 | 0.174 | 0.431239 |
14 | 0.001091 | 0.0085 | 0.496641 |
15 | 0.201538 | 1.5611 | 0.061879 |
16 | -0.176652 | -1.3683 | 0.911847 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.271197 | 2.1007 | 0.01994 |
1 | -0.015315 | -0.1186 | 0.547017 |
2 | 0.423733 | 3.2822 | 0.00086 |
3 | -0.293638 | -2.2745 | 0.986738 |
4 | 0.284227 | 2.2016 | 0.015775 |
5 | 0.19139 | 1.4825 | 0.07172 |
6 | -0.126839 | -0.9825 | 0.835097 |
7 | 0.036309 | 0.2812 | 0.389745 |
8 | 0.037186 | 0.288 | 0.387152 |
9 | -0.179219 | -1.3882 | 0.914899 |
10 | 0.381316 | 2.9537 | 0.00224 |
11 | 0.340893 | 2.6405 | 0.005268 |
12 | -0.235032 | -1.8205 | 0.963168 |
13 | -0.099659 | -0.772 | 0.778415 |
14 | -0.177591 | -1.3756 | 0.912972 |
15 | 0.032239 | 0.2497 | 0.401827 |
16 | -0.014792 | -0.1146 | 0.545418 |