Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.066434 | 0.5189 | 0.302867 |
2 | -0.250503 | -1.9565 | 0.972505 |
3 | 0.046898 | 0.3663 | 0.35771 |
4 | -0.315823 | -2.4667 | 0.991769 |
5 | 0.078926 | 0.6164 | 0.269952 |
6 | 0.538067 | 4.2024 | 4.4e-05 |
7 | -0.089912 | -0.7022 | 0.757398 |
8 | -0.256499 | -2.0033 | 0.975204 |
9 | 0.03925 | 0.3066 | 0.380113 |
10 | -0.271008 | -2.1166 | 0.980811 |
11 | 0.077574 | 0.6059 | 0.273424 |
12 | 0.629213 | 4.9143 | 4e-06 |
13 | -0.094756 | -0.7401 | 0.768951 |
14 | -0.213345 | -1.6663 | 0.949607 |
15 | 0.058231 | 0.4548 | 0.325434 |
16 | -0.314828 | -2.4589 | 0.991605 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.066434 | 0.5189 | 0.302867 |
1 | -0.256046 | -1.9998 | 0.975009 |
2 | 0.091163 | 0.712 | 0.239587 |
3 | -0.425905 | -3.3264 | 0.999253 |
4 | 0.271531 | 2.1207 | 0.019009 |
5 | 0.344748 | 2.6926 | 0.004571 |
6 | -0.118552 | -0.9259 | 0.820932 |
7 | -0.208639 | -1.6295 | 0.945822 |
8 | 0.097698 | 0.763 | 0.224189 |
9 | -0.140346 | -1.0961 | 0.861337 |
10 | 0.05382 | 0.4203 | 0.337854 |
11 | 0.42153 | 3.2923 | 0.000828 |
12 | -0.10099 | -0.7888 | 0.783345 |
13 | -0.050329 | -0.3931 | 0.652186 |
14 | 0.035265 | 0.2754 | 0.39196 |
15 | -0.056035 | -0.4376 | 0.668405 |
16 | -0.119163 | -0.9307 | 0.82216 |