Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.410923 | 3.183 | 0.001155 |
2 | 0.21778 | 1.6869 | 0.048406 |
3 | 0.083618 | 0.6477 | 0.259825 |
4 | -0.073801 | -0.5717 | 0.715157 |
5 | -0.145825 | -1.1296 | 0.868421 |
6 | -0.229493 | -1.7776 | 0.959735 |
7 | -0.09798 | -0.7589 | 0.774573 |
8 | -0.158757 | -1.2297 | 0.888201 |
9 | -0.121032 | -0.9375 | 0.823873 |
10 | -0.055701 | -0.4315 | 0.66616 |
11 | 0.057118 | 0.4424 | 0.329882 |
12 | -0.015028 | -0.1164 | 0.54614 |
13 | -0.10718 | -0.8302 | 0.795145 |
14 | -0.009788 | -0.0758 | 0.530092 |
15 | -0.111997 | -0.8675 | 0.805444 |
16 | -0.158491 | -1.2277 | 0.887816 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.410923 | 3.183 | 0.001155 |
1 | 0.058862 | 0.4559 | 0.325038 |
2 | -0.029934 | -0.2319 | 0.591286 |
3 | -0.132113 | -1.0233 | 0.844872 |
4 | -0.091608 | -0.7096 | 0.759647 |
5 | -0.139916 | -1.0838 | 0.858602 |
6 | 0.088738 | 0.6874 | 0.247252 |
7 | -0.129732 | -1.0049 | 0.840509 |
8 | -0.03616 | -0.2801 | 0.609815 |
9 | -0.014929 | -0.1156 | 0.545838 |
10 | 0.101254 | 0.7843 | 0.217972 |
11 | -0.131493 | -1.0185 | 0.843744 |
12 | -0.13388 | -1.037 | 0.848058 |
13 | 0.032005 | 0.2479 | 0.402524 |
14 | -0.116765 | -0.9045 | 0.815315 |
15 | -0.118686 | -0.9193 | 0.819201 |
16 | -0.024768 | -0.1919 | 0.575748 |