Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.317817 | 2.4618 | 0.008358 |
2 | 0.105532 | 0.8175 | 0.208453 |
3 | 0.105486 | 0.8171 | 0.208554 |
4 | 0.058893 | 0.4562 | 0.324952 |
5 | 0.068233 | 0.5285 | 0.299541 |
6 | -0.017259 | -0.1337 | 0.552952 |
7 | -0.161842 | -1.2536 | 0.892579 |
8 | -0.093499 | -0.7242 | 0.764132 |
9 | -0.151112 | -1.1705 | 0.876788 |
10 | -0.065048 | -0.5039 | 0.691897 |
11 | -0.122372 | -0.9479 | 0.826505 |
12 | -0.339282 | -2.6281 | 0.994556 |
13 | -0.103155 | -0.799 | 0.786289 |
14 | -0.015238 | -0.118 | 0.546782 |
15 | -0.084809 | -0.6569 | 0.743132 |
16 | -0.167451 | -1.2971 | 0.900214 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.317817 | 2.4618 | 0.008358 |
1 | 0.005033 | 0.039 | 0.484515 |
2 | 0.07844 | 0.6076 | 0.272874 |
3 | 0.003061 | 0.0237 | 0.49058 |
4 | 0.047656 | 0.3691 | 0.35666 |
5 | -0.066813 | -0.5175 | 0.696657 |
6 | -0.162503 | -1.2587 | 0.8935 |
7 | -0.003562 | -0.0276 | 0.51096 |
8 | -0.124053 | -0.9609 | 0.829774 |
9 | 0.047132 | 0.3651 | 0.358167 |
10 | -0.106819 | -0.8274 | 0.794361 |
11 | -0.276068 | -2.1384 | 0.981718 |
12 | 0.104434 | 0.8089 | 0.210872 |
13 | 0.000642 | 0.005 | 0.498025 |
14 | -0.069773 | -0.5405 | 0.70456 |
15 | -0.18374 | -1.4232 | 0.920078 |
16 | 0.117148 | 0.9074 | 0.183906 |