Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | -0.11457 | -0.88 | 0.808794 |
2 | -0.207145 | -1.5911 | 0.941535 |
3 | -0.063757 | -0.4897 | 0.686929 |
4 | -0.123327 | -0.9473 | 0.826323 |
5 | 0.324529 | 2.4928 | 0.007751 |
6 | 0.033492 | 0.2573 | 0.398937 |
7 | -0.225191 | -1.7297 | 0.955546 |
8 | -0.007521 | -0.0578 | 0.522938 |
9 | -0.070848 | -0.5442 | 0.705819 |
10 | 0.175984 | 1.3518 | 0.090806 |
11 | 0.296181 | 2.275 | 0.013277 |
12 | -0.467258 | -3.5891 | 0.999662 |
13 | 0.067258 | 0.5166 | 0.303677 |
14 | 0.099059 | 0.7609 | 0.224877 |
15 | 0.009177 | 0.0705 | 0.472021 |
16 | 0.157038 | 1.2062 | 0.116272 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.11457 | -0.88 | 0.808794 |
1 | -0.223201 | -1.7144 | 0.954151 |
2 | -0.126222 | -0.9695 | 0.83188 |
3 | -0.215025 | -1.6516 | 0.948039 |
4 | 0.25393 | 1.9505 | 0.027938 |
5 | 0.045436 | 0.349 | 0.364165 |
6 | -0.124115 | -0.9533 | 0.827848 |
7 | -0.017706 | -0.136 | 0.553859 |
8 | -0.074902 | -0.5753 | 0.716373 |
9 | 0.068412 | 0.5255 | 0.30061 |
10 | 0.29144 | 2.2386 | 0.014484 |
11 | -0.351945 | -2.7033 | 0.995523 |
12 | 0.156774 | 1.2042 | 0.11666 |
13 | 0.057671 | 0.443 | 0.329701 |
14 | -0.010234 | -0.0786 | 0.531195 |
15 | -0.037489 | -0.288 | 0.612805 |
16 | -0.113794 | -0.8741 | 0.807188 |