Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7 | 0 |
1 | 0.100801 | 0.7056 | 0.241887 |
2 | 0.273076 | 1.9115 | 0.030897 |
3 | 0.472412 | 3.3069 | 0.000886 |
4 | 0.189004 | 1.323 | 0.095983 |
5 | 0.259485 | 1.8164 | 0.037715 |
6 | 0.246982 | 1.7289 | 0.045064 |
7 | -0.137754 | -0.9643 | 0.830179 |
8 | 0.146311 | 1.0242 | 0.15539 |
9 | 0.042562 | 0.2979 | 0.383507 |
10 | -0.211872 | -1.4831 | 0.927775 |
11 | -0.129899 | -0.9093 | 0.816178 |
12 | -0.169947 | -1.1896 | 0.880038 |
13 | -0.238429 | -1.669 | 0.949252 |
14 | -0.070071 | -0.4905 | 0.687013 |
15 | -0.28042 | -1.9629 | 0.972328 |
16 | -0.33148 | -2.3204 | 0.987736 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.100801 | 0.7056 | 0.241887 |
1 | 0.265614 | 1.8593 | 0.034497 |
2 | 0.462414 | 3.2369 | 0.001085 |
3 | 0.141383 | 0.9897 | 0.163597 |
4 | 0.063205 | 0.4424 | 0.330062 |
5 | -0.022298 | -0.1561 | 0.561697 |
6 | -0.463275 | -3.2429 | 0.998934 |
7 | -0.232067 | -1.6245 | 0.944654 |
8 | -0.06217 | -0.4352 | 0.667332 |
9 | -0.069383 | -0.4857 | 0.68532 |
10 | -0.127365 | -0.8916 | 0.811505 |
11 | -0.065976 | -0.4618 | 0.676877 |
12 | 0.018488 | 0.1294 | 0.448779 |
13 | 0.215695 | 1.5099 | 0.06875 |
14 | 0.158046 | 1.1063 | 0.136995 |
15 | -0.116734 | -0.8171 | 0.791098 |
16 | -0.083817 | -0.5867 | 0.719958 |