Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | -0.217243 | -1.6687 | 0.94976 |
2 | 0.078591 | 0.6037 | 0.274189 |
3 | 0.146327 | 1.124 | 0.132791 |
4 | -0.018478 | -0.1419 | 0.556192 |
5 | 0.161561 | 1.241 | 0.109763 |
6 | -0.093201 | -0.7159 | 0.761558 |
7 | -0.021973 | -0.1688 | 0.566726 |
8 | -0.059112 | -0.454 | 0.67427 |
9 | -0.179098 | -1.3757 | 0.912939 |
10 | 0.162064 | 1.2448 | 0.109057 |
11 | -0.1565 | -1.2021 | 0.882936 |
12 | -0.411072 | -3.1575 | 0.998746 |
13 | 0.158379 | 1.2165 | 0.114314 |
14 | -0.115175 | -0.8847 | 0.810039 |
15 | -0.033155 | -0.2547 | 0.600067 |
16 | 0.037946 | 0.2915 | 0.385857 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.217243 | -1.6687 | 0.94976 |
1 | 0.032952 | 0.2531 | 0.400533 |
2 | 0.178611 | 1.3719 | 0.087639 |
3 | 0.050344 | 0.3867 | 0.350184 |
4 | 0.156306 | 1.2006 | 0.117351 |
5 | -0.060064 | -0.4614 | 0.676882 |
6 | -0.093154 | -0.7155 | 0.761449 |
7 | -0.140319 | -1.0778 | 0.857248 |
8 | -0.228319 | -1.7538 | 0.957667 |
9 | 0.100711 | 0.7736 | 0.221136 |
10 | -0.007402 | -0.0569 | 0.522574 |
11 | -0.453997 | -3.4872 | 0.999536 |
12 | -0.04204 | -0.3229 | 0.626049 |
13 | 0.054537 | 0.4189 | 0.338404 |
14 | 0.002077 | 0.016 | 0.493662 |
15 | 0.117833 | 0.9051 | 0.184549 |
16 | 0.102163 | 0.7847 | 0.217876 |