Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7 | 0 |
1 | -0.020523 | -0.1437 | 0.556822 |
2 | 0.229147 | 1.604 | 0.057568 |
3 | 0.326356 | 2.2845 | 0.013356 |
4 | -0.006645 | -0.0465 | 0.518455 |
5 | 0.206536 | 1.4457 | 0.077307 |
6 | 0.204089 | 1.4286 | 0.079728 |
7 | -0.219541 | -1.5368 | 0.934611 |
8 | 0.031506 | 0.2205 | 0.413183 |
9 | 0.078459 | 0.5492 | 0.292677 |
10 | -0.25765 | -1.8036 | 0.961274 |
11 | 0.036192 | 0.2533 | 0.400531 |
12 | -0.23212 | -1.6248 | 0.944694 |
13 | -0.143029 | -1.0012 | 0.839176 |
14 | -0.019301 | -0.1351 | 0.55346 |
15 | -0.06706 | -0.4694 | 0.679575 |
16 | -0.084775 | -0.5934 | 0.722188 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.020523 | -0.1437 | 0.556822 |
1 | 0.228822 | 1.6018 | 0.057819 |
2 | 0.353319 | 2.4732 | 0.008452 |
3 | -0.026006 | -0.182 | 0.571848 |
4 | 0.056182 | 0.3933 | 0.347911 |
5 | 0.14438 | 1.0107 | 0.158572 |
6 | -0.296949 | -2.0786 | 0.978546 |
7 | -0.220512 | -1.5436 | 0.935439 |
8 | 0.118622 | 0.8304 | 0.205184 |
9 | -0.114561 | -0.8019 | 0.786767 |
10 | -0.074925 | -0.5245 | 0.698844 |
11 | -0.160299 | -1.1221 | 0.866354 |
12 | 0.07922 | 0.5545 | 0.290866 |
13 | 0.006886 | 0.0482 | 0.480875 |
14 | 0.080937 | 0.5666 | 0.2868 |
15 | 0.11018 | 0.7713 | 0.222127 |
16 | 0.144224 | 1.0096 | 0.158831 |