Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 5.9161 | 0 |
1 | 0.049983 | 0.2957 | 0.384602 |
2 | -0.097926 | -0.5793 | 0.716964 |
3 | -0.585225 | -3.4622 | 0.999285 |
4 | -0.059025 | -0.3492 | 0.635483 |
5 | -0.002022 | -0.012 | 0.504739 |
6 | 0.1549 | 0.9164 | 0.182863 |
7 | 0.002038 | 0.0121 | 0.495225 |
8 | 0.085359 | 0.505 | 0.308366 |
9 | 0.077916 | 0.461 | 0.323841 |
10 | 0.015488 | 0.0916 | 0.463757 |
11 | -0.073774 | -0.4365 | 0.667405 |
12 | -0.157589 | -0.9323 | 0.821218 |
13 | 0.018985 | 0.1123 | 0.455608 |
14 | 0.040301 | 0.2384 | 0.40647 |
15 | 0.05265 | 0.3115 | 0.378641 |
16 | -0.005669 | -0.0335 | 0.513282 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.049983 | 0.2957 | 0.384602 |
1 | -0.100676 | -0.5956 | 0.722365 |
2 | -0.582146 | -3.444 | 0.999248 |
3 | -0.059367 | -0.3512 | 0.636235 |
4 | -0.155111 | -0.9177 | 0.817459 |
5 | -0.316425 | -1.872 | 0.965209 |
6 | -0.172888 | -1.0228 | 0.843294 |
7 | -0.072046 | -0.4262 | 0.663724 |
8 | -0.027917 | -0.1652 | 0.565115 |
9 | -0.083981 | -0.4968 | 0.688795 |
10 | -0.013183 | -0.078 | 0.530862 |
11 | -0.096276 | -0.5696 | 0.713698 |
12 | 0.026913 | 0.1592 | 0.437205 |
13 | -0.002503 | -0.0148 | 0.505864 |
14 | -0.118891 | -0.7034 | 0.75676 |
15 | 0.015776 | 0.0933 | 0.463085 |
16 | 0.025577 | 0.1513 | 0.440299 |