Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 10.247 | 0 |
1 | -0.49172 | -5.0386 | 0.999999 |
2 | -0.101994 | -1.0451 | 0.850818 |
3 | 0.319834 | 3.2773 | 0.000711 |
4 | -0.265227 | -2.7178 | 0.996155 |
5 | 0.036468 | 0.3737 | 0.354695 |
6 | 0.092709 | 0.95 | 0.17215 |
7 | -0.025552 | -0.2618 | 0.603016 |
8 | -0.22439 | -2.2993 | 0.988267 |
9 | 0.329465 | 3.376 | 0.000516 |
10 | -0.182086 | -1.8658 | 0.967572 |
11 | -0.1012 | -1.037 | 0.848938 |
12 | 0.358896 | 3.6776 | 0.000187 |
13 | -0.296787 | -3.0412 | 0.998512 |
14 | 0.080157 | 0.8214 | 0.206651 |
15 | 0.147286 | 1.5092 | 0.067121 |
16 | -0.217216 | -2.2258 | 0.985918 |
17 | 0.048301 | 0.4949 | 0.310839 |
18 | 0.088161 | 0.9034 | 0.184197 |
19 | -0.07096 | -0.7271 | 0.765616 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.49172 | -5.0386 | 0.999999 |
1 | -0.453413 | -4.6461 | 0.999995 |
2 | 0.039828 | 0.4081 | 0.342011 |
3 | -0.110054 | -1.1277 | 0.868996 |
4 | -0.091117 | -0.9337 | 0.823692 |
5 | -0.075728 | -0.776 | 0.780249 |
6 | 0.085608 | 0.8772 | 0.191185 |
7 | -0.302523 | -3.0999 | 0.998758 |
8 | 0.076824 | 0.7872 | 0.216464 |
9 | -0.088483 | -0.9067 | 0.816673 |
10 | -0.080619 | -0.8261 | 0.794689 |
11 | 0.13876 | 1.4219 | 0.079015 |
12 | 0.046428 | 0.4757 | 0.317624 |
13 | 0.067444 | 0.6911 | 0.245514 |
14 | 0.127118 | 1.3026 | 0.097786 |
15 | -0.036159 | -0.3705 | 0.644129 |
16 | -0.019083 | -0.1955 | 0.577326 |
17 | -0.050555 | -0.518 | 0.697239 |
18 | 0.03843 | 0.3938 | 0.347266 |
19 | -0.085198 | -0.873 | 0.807678 |