Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.101524 | 0.7864 | 0.217363 |
2 | -0.148973 | -1.1539 | 0.87345 |
3 | 0.316661 | 2.4528 | 0.008549 |
4 | -0.051829 | -0.4015 | 0.655249 |
5 | 0.107523 | 0.8329 | 0.204111 |
6 | 0.503797 | 3.9024 | 0.000122 |
7 | 0.039878 | 0.3089 | 0.379237 |
8 | -0.008888 | -0.0688 | 0.52733 |
9 | 0.186924 | 1.4479 | 0.076424 |
10 | -0.328641 | -2.5456 | 0.993252 |
11 | 0.007979 | 0.0618 | 0.475461 |
12 | 0.619436 | 4.7981 | 6e-06 |
13 | -0.072816 | -0.564 | 0.712582 |
14 | -0.177574 | -1.3755 | 0.912952 |
15 | 0.112302 | 0.8699 | 0.193915 |
16 | -0.200563 | -1.5536 | 0.937225 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.101524 | 0.7864 | 0.217363 |
1 | -0.160939 | -1.2466 | 0.891311 |
2 | 0.363628 | 2.8167 | 0.00328 |
3 | -0.209137 | -1.62 | 0.944758 |
4 | 0.349423 | 2.7066 | 0.004419 |
5 | 0.305996 | 2.3702 | 0.010504 |
6 | 0.065802 | 0.5097 | 0.306065 |
7 | 0.069071 | 0.535 | 0.297306 |
8 | -0.048163 | -0.3731 | 0.644795 |
9 | -0.471855 | -3.655 | 0.999729 |
10 | 0.024168 | 0.1872 | 0.426065 |
11 | 0.416947 | 3.2297 | 0.001006 |
12 | -0.093381 | -0.7233 | 0.763854 |
13 | -0.092339 | -0.7153 | 0.761387 |
14 | -0.133265 | -1.0323 | 0.846954 |
15 | 0.115244 | 0.8927 | 0.187798 |
16 | -0.051719 | -0.4006 | 0.654938 |