Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.093438 | 0.6474 | 0.260243 |
2 | 0.022206 | 0.1538 | 0.439188 |
3 | 0.232154 | 1.6084 | 0.057152 |
4 | -0.066386 | -0.4599 | 0.67618 |
5 | 0.015308 | 0.1061 | 0.457991 |
6 | 0.163979 | 1.1361 | 0.130782 |
7 | -0.146226 | -1.0131 | 0.84195 |
8 | 0.017661 | 0.1224 | 0.451563 |
9 | 0.201573 | 1.3965 | 0.084489 |
10 | -0.168936 | -1.1704 | 0.876195 |
11 | -0.088285 | -0.6117 | 0.728175 |
12 | -0.154023 | -1.0671 | 0.854369 |
13 | -0.111887 | -0.7752 | 0.77898 |
14 | 0.110064 | 0.7625 | 0.224733 |
15 | -0.107331 | -0.7436 | 0.769632 |
16 | -0.108046 | -0.7486 | 0.771114 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.093438 | 0.6474 | 0.260243 |
1 | 0.013594 | 0.0942 | 0.462679 |
2 | 0.230896 | 1.5997 | 0.058115 |
3 | -0.115596 | -0.8009 | 0.786424 |
4 | 0.032868 | 0.2277 | 0.410418 |
5 | 0.113091 | 0.7835 | 0.218587 |
6 | -0.147513 | -1.022 | 0.844049 |
7 | 0.039016 | 0.2703 | 0.39404 |
8 | 0.154483 | 1.0703 | 0.14492 |
9 | -0.148964 | -1.0321 | 0.84639 |
10 | -0.103445 | -0.7167 | 0.761481 |
11 | -0.235508 | -1.6317 | 0.945351 |
12 | 0.072296 | 0.5009 | 0.309373 |
13 | 0.13604 | 0.9425 | 0.175325 |
14 | -0.14434 | -1 | 0.838842 |
15 | -0.010442 | -0.0723 | 0.528685 |
16 | 0.11343 | 0.7859 | 0.217905 |