Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | -0.584481 | -4.0494 | 0.999907 |
2 | -0.047481 | -0.329 | 0.62819 |
3 | 0.319374 | 2.2127 | 0.015855 |
4 | -0.206481 | -1.4305 | 0.92048 |
5 | -0.003168 | -0.022 | 0.508711 |
6 | 0.226498 | 1.5692 | 0.061582 |
7 | -0.33336 | -2.3096 | 0.987371 |
8 | 0.181991 | 1.2609 | 0.106725 |
9 | 0.045748 | 0.317 | 0.376327 |
10 | -0.145027 | -1.0048 | 0.839978 |
11 | 0.145184 | 1.0059 | 0.159763 |
12 | -0.140571 | -0.9739 | 0.832507 |
13 | -0.016171 | -0.112 | 0.544369 |
14 | 0.17293 | 1.1981 | 0.118381 |
15 | -0.067844 | -0.47 | 0.679771 |
16 | -0.169736 | -1.176 | 0.877296 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.584481 | -4.0494 | 0.999907 |
1 | -0.590993 | -4.0945 | 0.999919 |
2 | -0.163862 | -1.1353 | 0.86905 |
3 | -0.02311 | -0.1601 | 0.563266 |
4 | 0.010874 | 0.0753 | 0.470129 |
5 | 0.311237 | 2.1563 | 0.01805 |
6 | -0.002846 | -0.0197 | 0.507825 |
7 | -0.100845 | -0.6987 | 0.755935 |
8 | -0.157998 | -1.0946 | 0.860432 |
9 | -0.097219 | -0.6736 | 0.748087 |
10 | 0.136263 | 0.9441 | 0.174935 |
11 | -0.049119 | -0.3403 | 0.632445 |
12 | -0.219908 | -1.5236 | 0.932911 |
13 | -0.20491 | -1.4197 | 0.918915 |
14 | 0.171082 | 1.1853 | 0.120869 |
15 | 0.099421 | 0.6888 | 0.247129 |
16 | -0.084945 | -0.5885 | 0.720528 |