Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.070379 | 0.4876 | 0.314026 |
2 | 0.08394 | 0.5816 | 0.281795 |
3 | 0.22316 | 1.5461 | 0.064325 |
4 | 0.057084 | 0.3955 | 0.347118 |
5 | 0.180835 | 1.2529 | 0.108163 |
6 | 0.240699 | 1.6676 | 0.050953 |
7 | -0.27086 | -1.8766 | 0.966669 |
8 | 0.12311 | 0.8529 | 0.198966 |
9 | 0.215274 | 1.4915 | 0.071192 |
10 | -0.126101 | -0.8737 | 0.806672 |
11 | -0.032913 | -0.228 | 0.589704 |
12 | -0.07255 | -0.5026 | 0.691242 |
13 | -0.13825 | -0.9578 | 0.828525 |
14 | 0.20171 | 1.3975 | 0.084346 |
15 | 0.073408 | 0.5086 | 0.306686 |
16 | -0.276093 | -1.9128 | 0.969127 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.070379 | 0.4876 | 0.314026 |
1 | 0.07938 | 0.55 | 0.292448 |
2 | 0.214542 | 1.4864 | 0.071857 |
3 | 0.027383 | 0.1897 | 0.425166 |
4 | 0.153206 | 1.0614 | 0.1469 |
5 | 0.189217 | 1.3109 | 0.098059 |
6 | -0.356303 | -2.4685 | 0.99141 |
7 | 0.082409 | 0.5709 | 0.28535 |
8 | 0.18755 | 1.2994 | 0.100009 |
9 | -0.142051 | -0.9842 | 0.835014 |
10 | -0.149951 | -1.0389 | 0.847969 |
11 | -0.049766 | -0.3448 | 0.63412 |
12 | 0.012871 | 0.0892 | 0.464658 |
13 | 0.086356 | 0.5983 | 0.276229 |
14 | 0.155155 | 1.0749 | 0.143887 |
15 | -0.16414 | -1.1372 | 0.869449 |
16 | 0.084408 | 0.5848 | 0.280713 |