Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.3485 | 0 |
1 | -0.544662 | -4.0024 | 0.999904 |
2 | -0.059321 | -0.4359 | 0.667684 |
3 | 0.240273 | 1.7656 | 0.041555 |
4 | -0.237364 | -1.7443 | 0.956598 |
5 | 0.091279 | 0.6708 | 0.252616 |
6 | 0.212507 | 1.5616 | 0.062112 |
7 | -0.334986 | -2.4616 | 0.991472 |
8 | 0.021558 | 0.1584 | 0.43736 |
9 | 0.412135 | 3.0286 | 0.001882 |
10 | -0.495898 | -3.6441 | 0.999698 |
11 | 0.268188 | 1.9708 | 0.026942 |
12 | -0.019677 | -0.1446 | 0.557215 |
13 | -0.18799 | -1.3814 | 0.913583 |
14 | 0.246433 | 1.8109 | 0.03786 |
15 | -0.055043 | -0.4045 | 0.656273 |
16 | -0.252102 | -1.8526 | 0.965294 |
17 | 0.29334 | 2.1556 | 0.017795 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.544662 | -4.0024 | 0.999904 |
1 | -0.506123 | -3.7192 | 0.999762 |
2 | -0.160665 | -1.1806 | 0.87854 |
3 | -0.286604 | -2.1061 | 0.98007 |
4 | -0.251017 | -1.8446 | 0.964707 |
5 | 0.155488 | 1.1426 | 0.129124 |
6 | -0.00982 | -0.0722 | 0.528631 |
7 | -0.332704 | -2.4449 | 0.991108 |
8 | 0.260111 | 1.9114 | 0.030632 |
9 | -0.031664 | -0.2327 | 0.591555 |
10 | 0.008113 | 0.0596 | 0.476341 |
11 | -0.055753 | -0.4097 | 0.658177 |
12 | -0.028807 | -0.2117 | 0.583427 |
13 | -0.036081 | -0.2651 | 0.604045 |
14 | -0.059459 | -0.4369 | 0.668049 |
15 | -0.196586 | -1.4446 | 0.922827 |
16 | -0.077752 | -0.5714 | 0.714937 |
17 | 0.075763 | 0.5567 | 0.290002 |