Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.2111 | 0 |
1 | -0.354625 | -2.5572 | 0.993246 |
2 | 0.203012 | 1.4639 | 0.074615 |
3 | -0.197456 | -1.4239 | 0.919772 |
4 | -0.025452 | -0.1835 | 0.572456 |
5 | -0.012237 | -0.0882 | 0.534988 |
6 | -0.109868 | -0.7923 | 0.784099 |
7 | 0.034206 | 0.2467 | 0.403069 |
8 | 0.059455 | 0.4287 | 0.334944 |
9 | 0.207336 | 1.4951 | 0.070464 |
10 | -0.186625 | -1.3458 | 0.907893 |
11 | 0.069928 | 0.5043 | 0.308105 |
12 | -0.107598 | -0.7759 | 0.77934 |
13 | -0.010962 | -0.079 | 0.531351 |
14 | 0.020628 | 0.1488 | 0.441162 |
15 | 0.039347 | 0.2837 | 0.38887 |
16 | -0.035427 | -0.2555 | 0.600315 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.354625 | -2.5572 | 0.993246 |
1 | 0.088366 | 0.6372 | 0.26339 |
2 | -0.115847 | -0.8354 | 0.796339 |
3 | -0.162058 | -1.1686 | 0.876056 |
4 | -0.039184 | -0.2826 | 0.610683 |
5 | -0.148383 | -1.07 | 0.855221 |
6 | -0.092866 | -0.6697 | 0.746983 |
7 | 0.065737 | 0.474 | 0.31873 |
8 | 0.252702 | 1.8223 | 0.037084 |
9 | -0.113705 | -0.8199 | 0.792002 |
10 | -0.068728 | -0.4956 | 0.688869 |
11 | 0.008832 | 0.0637 | 0.474731 |
12 | -0.071779 | -0.5176 | 0.696535 |
13 | 0.009672 | 0.0697 | 0.472331 |
14 | 0.139731 | 1.0076 | 0.159153 |
15 | -0.081628 | -0.5886 | 0.720669 |
16 | 0.122719 | 0.8849 | 0.190131 |