Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.01165 | 0.0807 | 0.468003 |
2 | -0.145254 | -1.0063 | 0.840353 |
3 | -0.024488 | -0.1697 | 0.567004 |
4 | -0.058452 | -0.405 | 0.65635 |
5 | -0.035782 | -0.2479 | 0.597367 |
6 | 0.039507 | 0.2737 | 0.392741 |
7 | 0.06925 | 0.4798 | 0.316782 |
8 | 0.037592 | 0.2604 | 0.397818 |
9 | 0.137079 | 0.9497 | 0.173508 |
10 | -0.147434 | -1.0215 | 0.84392 |
11 | 7.1e-05 | 5e-04 | 0.499805 |
12 | -0.1455 | -1.0081 | 0.840758 |
13 | -0.070143 | -0.486 | 0.685398 |
14 | 0.189223 | 1.311 | 0.098051 |
15 | 0.065223 | 0.4519 | 0.326695 |
16 | -0.022307 | -0.1545 | 0.561087 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.01165 | 0.0807 | 0.468003 |
1 | -0.145409 | -1.0074 | 0.840609 |
2 | -0.021309 | -0.1476 | 0.558375 |
3 | -0.080788 | -0.5597 | 0.710861 |
4 | -0.042349 | -0.2934 | 0.61476 |
5 | 0.01919 | 0.133 | 0.447393 |
6 | 0.055258 | 0.3828 | 0.351766 |
7 | 0.040714 | 0.2821 | 0.38955 |
8 | 0.157604 | 1.0919 | 0.140162 |
9 | -0.137602 | -0.9533 | 0.827401 |
10 | 0.065205 | 0.4518 | 0.32674 |
11 | -0.193045 | -1.3375 | 0.906311 |
12 | -0.044227 | -0.3064 | 0.619692 |
13 | 0.135669 | 0.9399 | 0.175977 |
14 | 0.016618 | 0.1151 | 0.45441 |
15 | 0.002643 | 0.0183 | 0.492734 |
16 | -0.178243 | -1.2349 | 0.888562 |