Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | -0.316212 | -2.4289 | 0.990894 |
2 | -0.390017 | -2.9958 | 0.998001 |
3 | 0.432745 | 3.324 | 0.000764 |
4 | -0.253966 | -1.9508 | 0.972079 |
5 | -0.175394 | -1.3472 | 0.908471 |
6 | 0.44341 | 3.4059 | 0.000596 |
7 | -0.235407 | -1.8082 | 0.962163 |
8 | -0.133828 | -1.028 | 0.845916 |
9 | 0.406976 | 3.126 | 0.001374 |
10 | -0.456368 | -3.5054 | 0.999561 |
11 | -0.145248 | -1.1157 | 0.865457 |
12 | 0.665003 | 5.108 | 2e-06 |
13 | -0.244375 | -1.8771 | 0.967273 |
14 | -0.226542 | -1.7401 | 0.956473 |
15 | 0.326231 | 2.5058 | 0.007497 |
16 | -0.265383 | -2.0384 | 0.977002 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.316212 | -2.4289 | 0.990894 |
1 | -0.544446 | -4.182 | 0.999951 |
2 | 0.11072 | 0.8505 | 0.199254 |
3 | -0.359661 | -2.7626 | 0.996183 |
4 | -0.213142 | -1.6372 | 0.946541 |
5 | 0.058594 | 0.4501 | 0.327154 |
6 | -0.140497 | -1.0792 | 0.857549 |
7 | -0.027645 | -0.2123 | 0.583715 |
8 | 0.170536 | 1.3099 | 0.097652 |
9 | -0.38171 | -2.932 | 0.997606 |
10 | -0.347033 | -2.6656 | 0.995051 |
11 | 0.17679 | 1.358 | 0.089825 |
12 | 0.165487 | 1.2711 | 0.104335 |
13 | 0.073606 | 0.5654 | 0.286979 |
14 | -0.051316 | -0.3942 | 0.652561 |
15 | -0.020488 | -0.1574 | 0.562256 |
16 | 0.087591 | 0.6728 | 0.251851 |