Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.3666 | 0 |
1 | -0.475617 | -3.9793 | 0.999917 |
2 | -0.020099 | -0.1682 | 0.566528 |
3 | -0.000647 | -0.0054 | 0.502151 |
4 | -0.076451 | -0.6396 | 0.737751 |
5 | 0.101943 | 0.8529 | 0.198308 |
6 | -0.019322 | -0.1617 | 0.56398 |
7 | 0.012387 | 0.1036 | 0.458877 |
8 | -0.01196 | -0.1001 | 0.539711 |
9 | -0.00876 | -0.0733 | 0.52911 |
10 | -0.037922 | -0.3173 | 0.624011 |
11 | 0.034539 | 0.289 | 0.386727 |
12 | 0.010163 | 0.085 | 0.466242 |
13 | 0.012507 | 0.1046 | 0.458479 |
14 | -0.005969 | -0.0499 | 0.519842 |
15 | -0.024709 | -0.2067 | 0.581588 |
16 | 0.017333 | 0.145 | 0.442557 |
17 | -0.017238 | -0.1442 | 0.557132 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.475617 | -3.9793 | 0.999917 |
1 | -0.318316 | -2.6632 | 0.995202 |
2 | -0.236769 | -1.981 | 0.974237 |
3 | -0.303013 | -2.5352 | 0.993262 |
4 | -0.185843 | -1.5549 | 0.937757 |
5 | -0.148184 | -1.2398 | 0.890405 |
6 | -0.094776 | -0.793 | 0.784758 |
7 | -0.074974 | -0.6273 | 0.733742 |
8 | -0.051574 | -0.4315 | 0.666285 |
9 | -0.115155 | -0.9635 | 0.830681 |
10 | -0.101625 | -0.8503 | 0.80096 |
11 | -0.08621 | -0.7213 | 0.763431 |
12 | -0.049526 | -0.4144 | 0.660061 |
13 | -0.030722 | -0.257 | 0.601048 |
14 | -0.035904 | -0.3004 | 0.617617 |
15 | -0.012407 | -0.1038 | 0.541191 |
16 | -0.028636 | -0.2396 | 0.594325 |
17 | -0.070636 | -0.591 | 0.721781 |