Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7 | 0 |
1 | 0.070019 | 0.4901 | 0.313114 |
2 | 0.18844 | 1.3191 | 0.096637 |
3 | 0.379045 | 2.6533 | 0.005357 |
4 | 0.01399 | 0.0979 | 0.461195 |
5 | 0.142313 | 0.9962 | 0.162026 |
6 | 0.125391 | 0.8777 | 0.192186 |
7 | -0.260796 | -1.8256 | 0.962994 |
8 | -0.13079 | -0.9155 | 0.817801 |
9 | -0.039324 | -0.2753 | 0.607865 |
10 | -0.329262 | -2.3048 | 0.987274 |
11 | -0.119878 | -0.8391 | 0.797269 |
12 | -0.258516 | -1.8096 | 0.961754 |
13 | -0.243246 | -1.7027 | 0.952522 |
14 | -0.050646 | -0.3545 | 0.637765 |
15 | -0.07611 | -0.5328 | 0.7017 |
16 | -0.095468 | -0.6683 | 0.746454 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.070019 | 0.4901 | 0.313114 |
1 | 0.184442 | 1.2911 | 0.101365 |
2 | 0.369698 | 2.5879 | 0.006336 |
3 | -0.046361 | -0.3245 | 0.626539 |
4 | 0.013435 | 0.094 | 0.462728 |
5 | -0.011037 | -0.0773 | 0.530633 |
6 | -0.332492 | -2.3274 | 0.987942 |
7 | -0.277177 | -1.9402 | 0.970942 |
8 | -0.00529 | -0.037 | 0.514695 |
9 | -0.106469 | -0.7453 | 0.770169 |
10 | 0.014723 | 0.1031 | 0.459168 |
11 | -0.124683 | -0.8728 | 0.80648 |
12 | 0.013116 | 0.0918 | 0.463611 |
13 | 0.031586 | 0.2211 | 0.412966 |
14 | 0.08236 | 0.5765 | 0.283451 |
15 | 0.026877 | 0.1881 | 0.425772 |
16 | 0.114288 | 0.8 | 0.213781 |