Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.186635 | 1.293 | 0.101092 |
2 | 0.187462 | 1.2988 | 0.100113 |
3 | 0.261172 | 1.8095 | 0.038323 |
4 | -0.078519 | -0.544 | 0.705519 |
5 | 0.076068 | 0.527 | 0.300304 |
6 | 0.030646 | 0.2123 | 0.416378 |
7 | -0.092895 | -0.6436 | 0.738549 |
8 | 0.054124 | 0.375 | 0.354662 |
9 | -0.057899 | -0.4011 | 0.654949 |
10 | -0.040794 | -0.2826 | 0.610661 |
11 | 0.003561 | 0.0247 | 0.49021 |
12 | -0.234953 | -1.6278 | 0.944943 |
13 | -0.092873 | -0.6434 | 0.7385 |
14 | -0.004766 | -0.033 | 0.513102 |
15 | -0.07508 | -0.5202 | 0.697333 |
16 | -0.145553 | -1.0084 | 0.840845 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.186635 | 1.293 | 0.101092 |
1 | 0.158137 | 1.0956 | 0.139359 |
2 | 0.214874 | 1.4887 | 0.071555 |
3 | -0.193965 | -1.3438 | 0.907339 |
4 | 0.048237 | 0.3342 | 0.369843 |
5 | -0.004045 | -0.028 | 0.511119 |
6 | -0.053573 | -0.3712 | 0.643925 |
7 | 0.03336 | 0.2311 | 0.4091 |
8 | -0.045233 | -0.3134 | 0.622327 |
9 | 0.00046 | 0.0032 | 0.498736 |
10 | -0.021705 | -0.1504 | 0.559451 |
11 | -0.212296 | -1.4708 | 0.926069 |
12 | -0.030578 | -0.2119 | 0.58344 |
13 | 0.090153 | 0.6246 | 0.267597 |
14 | 0.04964 | 0.3439 | 0.366207 |
15 | -0.231533 | -1.6041 | 0.942375 |
16 | 0.126941 | 0.8795 | 0.191763 |