Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 5.9161 | 0 |
1 | -0.309961 | -1.8338 | 0.962397 |
2 | -0.174967 | -1.0351 | 0.846144 |
3 | 0.473788 | 2.803 | 0.0041 |
4 | -0.203145 | -1.2018 | 0.88125 |
5 | 0.092398 | 0.5466 | 0.294048 |
6 | -0.134993 | -0.7986 | 0.785055 |
7 | 0.055046 | 0.3257 | 0.373312 |
8 | 0.222149 | 1.3143 | 0.098655 |
9 | -0.271298 | -1.605 | 0.941262 |
10 | 0.161861 | 0.9576 | 0.172421 |
11 | -0.024246 | -0.1434 | 0.556619 |
12 | -0.068152 | -0.4032 | 0.655371 |
13 | 0.066841 | 0.3954 | 0.347459 |
14 | -0.224771 | -1.3298 | 0.903901 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.309961 | -1.8338 | 0.962397 |
1 | -0.299851 | -1.7739 | 0.957613 |
2 | 0.377257 | 2.2319 | 0.016062 |
3 | 0.035737 | 0.2114 | 0.416892 |
4 | 0.251517 | 1.488 | 0.072854 |
5 | -0.390833 | -2.3122 | 0.986615 |
6 | 0.101637 | 0.6013 | 0.275759 |
7 | 0.066631 | 0.3942 | 0.347914 |
8 | 0.166468 | 0.9848 | 0.165731 |
9 | 0.018827 | 0.1114 | 0.455975 |
10 | -0.214079 | -1.2665 | 0.893153 |
11 | -0.029247 | -0.173 | 0.568188 |
12 | -0.101516 | -0.6006 | 0.724004 |
13 | -0.014215 | -0.0841 | 0.53327 |
14 | -0.048876 | -0.2892 | 0.612916 |