Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | -0.30887 | -2.3725 | 0.989526 |
2 | -0.270969 | -2.0813 | 0.979125 |
3 | 0.062185 | 0.4777 | 0.317332 |
4 | -0.106359 | -0.817 | 0.79138 |
5 | 0.095434 | 0.733 | 0.233218 |
6 | 0.116725 | 0.8966 | 0.186792 |
7 | 0.039778 | 0.3055 | 0.380515 |
8 | -0.114972 | -0.8831 | 0.809621 |
9 | 0.112441 | 0.8637 | 0.195631 |
10 | -0.363895 | -2.7951 | 0.996505 |
11 | -0.038338 | -0.2945 | 0.615287 |
12 | 0.662612 | 5.0896 | 2e-06 |
13 | -0.308823 | -2.3721 | 0.989516 |
14 | -0.146512 | -1.1254 | 0.867507 |
15 | 0.055089 | 0.4231 | 0.336863 |
16 | -0.106261 | -0.8162 | 0.791168 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.30887 | -2.3725 | 0.989526 |
1 | -0.405008 | -3.1109 | 0.998564 |
2 | -0.238689 | -1.8334 | 0.964106 |
3 | -0.399501 | -3.0686 | 0.998377 |
4 | -0.287659 | -2.2095 | 0.984485 |
5 | -0.195 | -1.4978 | 0.930245 |
6 | 0.017981 | 0.1381 | 0.445311 |
7 | 0.010157 | 0.078 | 0.469038 |
8 | 0.368122 | 2.8276 | 0.003198 |
9 | -0.200379 | -1.5391 | 0.935442 |
10 | -0.498968 | -3.8326 | 0.999845 |
11 | 0.201011 | 1.544 | 0.063969 |
12 | -0.071481 | -0.5491 | 0.70748 |
13 | -0.103349 | -0.7938 | 0.784765 |
14 | 0.007575 | 0.0582 | 0.476899 |
15 | -0.031875 | -0.2448 | 0.596283 |
16 | -0.023154 | -0.1779 | 0.570276 |