Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.049238 | 0.3846 | 0.350949 |
2 | -0.214576 | -1.6759 | 0.950561 |
3 | 0.040553 | 0.3167 | 0.376267 |
4 | -0.131567 | -1.0276 | 0.845895 |
5 | 0.207063 | 1.6172 | 0.055496 |
6 | 0.407249 | 3.1807 | 0.001155 |
7 | 0.128605 | 1.0044 | 0.159567 |
8 | -0.100782 | -0.7871 | 0.782874 |
9 | -0.010372 | -0.081 | 0.532148 |
10 | -0.353708 | -2.7625 | 0.996215 |
11 | 0.047656 | 0.3722 | 0.355514 |
12 | 0.684667 | 5.3474 | 1e-06 |
13 | -0.076768 | -0.5996 | 0.724495 |
14 | -0.170083 | -1.3284 | 0.905501 |
15 | -0.034992 | -0.2733 | 0.607227 |
16 | -0.227499 | -1.7768 | 0.959708 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.049238 | 0.3846 | 0.350949 |
1 | -0.217528 | -1.6989 | 0.952788 |
2 | 0.067476 | 0.527 | 0.300052 |
3 | -0.196037 | -1.5311 | 0.934542 |
4 | 0.282118 | 2.2034 | 0.015676 |
5 | 0.324927 | 2.5378 | 0.006864 |
6 | 0.275201 | 2.1494 | 0.01779 |
7 | 0.014528 | 0.1135 | 0.455015 |
8 | 0.119462 | 0.933 | 0.177241 |
9 | -0.529942 | -4.139 | 0.999946 |
10 | -0.107553 | -0.84 | 0.79791 |
11 | 0.449466 | 3.5104 | 0.000424 |
12 | -0.124857 | -0.9752 | 0.833336 |
13 | -0.009861 | -0.077 | 0.53057 |
14 | 0.07269 | 0.5677 | 0.286151 |
15 | 0.017356 | 0.1356 | 0.446309 |
16 | -0.073557 | -0.5745 | 0.716127 |