Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.182446 | 1.425 | 0.079634 |
2 | -0.01746 | -0.1364 | 0.554011 |
3 | 0.372874 | 2.9122 | 0.002503 |
4 | -0.069814 | -0.5453 | 0.706219 |
5 | 0.06879 | 0.5373 | 0.296518 |
6 | 0.449617 | 3.5116 | 0.000422 |
7 | -0.068299 | -0.5334 | 0.702164 |
8 | -0.036747 | -0.287 | 0.612459 |
9 | 0.334116 | 2.6095 | 0.005695 |
10 | -0.166954 | -1.304 | 0.901426 |
11 | 0.056227 | 0.4391 | 0.331054 |
12 | 0.532547 | 4.1593 | 5.1e-05 |
13 | -0.065254 | -0.5096 | 0.693932 |
14 | -0.055105 | -0.4304 | 0.665783 |
15 | 0.141928 | 1.1085 | 0.136001 |
16 | -0.241844 | -1.8889 | 0.968166 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.182446 | 1.425 | 0.079634 |
1 | -0.052495 | -0.41 | 0.658377 |
2 | 0.400192 | 3.1256 | 0.001358 |
3 | -0.277303 | -2.1658 | 0.982878 |
4 | 0.283149 | 2.2115 | 0.01538 |
5 | 0.224767 | 1.7555 | 0.042098 |
6 | -0.158493 | -1.2379 | 0.889747 |
7 | 0.007165 | 0.056 | 0.47778 |
8 | 0.15712 | 1.2272 | 0.112241 |
9 | -0.220545 | -1.7225 | 0.954978 |
10 | 0.221444 | 1.7295 | 0.044386 |
11 | 0.301417 | 2.3541 | 0.010901 |
12 | -0.146922 | -1.1475 | 0.872171 |
13 | -0.107312 | -0.8381 | 0.797387 |
14 | -0.186691 | -1.4581 | 0.92503 |
15 | 0.027637 | 0.2158 | 0.414913 |
16 | -0.018853 | -0.1473 | 0.55829 |