Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | -0.021504 | -0.149 | 0.558904 |
2 | -0.150293 | -1.0413 | 0.848514 |
3 | -0.119995 | -0.8313 | 0.795053 |
4 | -0.03429 | -0.2376 | 0.593387 |
5 | 0.004728 | 0.0328 | 0.487001 |
6 | 0.210808 | 1.4605 | 0.075331 |
7 | -0.123616 | -0.8564 | 0.801994 |
8 | -0.067175 | -0.4654 | 0.678126 |
9 | 0.091031 | 0.6307 | 0.265621 |
10 | -0.143717 | -0.9957 | 0.837806 |
11 | -0.181582 | -1.258 | 0.892768 |
12 | 0.032869 | 0.2277 | 0.410414 |
13 | -0.053665 | -0.3718 | 0.644162 |
14 | 0.067431 | 0.4672 | 0.321243 |
15 | -0.044364 | -0.3074 | 0.620052 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.021504 | -0.149 | 0.558904 |
1 | -0.150825 | -1.0449 | 0.849359 |
2 | -0.129973 | -0.9005 | 0.813819 |
3 | -0.068269 | -0.473 | 0.680814 |
4 | -0.04007 | -0.2776 | 0.608749 |
5 | 0.185535 | 1.2854 | 0.102406 |
6 | -0.132056 | -0.9149 | 0.817594 |
7 | -0.021549 | -0.1493 | 0.559028 |
8 | 0.104145 | 0.7215 | 0.237039 |
9 | -0.184977 | -1.2816 | 0.896923 |
10 | -0.19654 | -1.3617 | 0.91017 |
11 | -0.053043 | -0.3675 | 0.642567 |
12 | -0.11728 | -0.8125 | 0.789754 |
13 | 0.001433 | 0.0099 | 0.49606 |
14 | -0.160821 | -1.1142 | 0.864629 |
15 | -0.062794 | -0.4351 | 0.667263 |