Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | -0.523114 | -3.5863 | 0.999602 |
2 | 0.224162 | 1.5368 | 0.065526 |
3 | 0.070876 | 0.4859 | 0.314648 |
4 | -0.260227 | -1.784 | 0.959562 |
5 | 0.07046 | 0.483 | 0.315653 |
6 | 0.054815 | 0.3758 | 0.354381 |
7 | -0.030763 | -0.2109 | 0.583061 |
8 | 0.226136 | 1.5503 | 0.063888 |
9 | -0.199125 | -1.3651 | 0.910644 |
10 | 0.002019 | 0.0138 | 0.494508 |
11 | -0.043552 | -0.2986 | 0.616711 |
12 | -0.275459 | -1.8884 | 0.967427 |
13 | 0.20122 | 1.3795 | 0.087136 |
14 | -0.17682 | -1.2122 | 0.884256 |
15 | 0.212308 | 1.4555 | 0.076087 |
16 | -0.143069 | -0.9808 | 0.834151 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.523114 | -3.5863 | 0.999602 |
1 | -0.06813 | -0.4671 | 0.678697 |
2 | 0.221981 | 1.5218 | 0.067377 |
3 | -0.171827 | -1.178 | 0.877634 |
4 | -0.276483 | -1.8955 | 0.967905 |
5 | 0.056639 | 0.3883 | 0.349773 |
6 | 0.217248 | 1.4894 | 0.071534 |
7 | 0.322648 | 2.212 | 0.015933 |
8 | -0.135307 | -0.9276 | 0.820827 |
9 | -0.412609 | -2.8287 | 0.996575 |
10 | -0.216412 | -1.4836 | 0.927711 |
11 | -0.203455 | -1.3948 | 0.915186 |
12 | -0.026256 | -0.18 | 0.571037 |
13 | -0.278847 | -1.9117 | 0.968987 |
14 | -0.024816 | -0.1701 | 0.56718 |
15 | -0.127042 | -0.871 | 0.805896 |
16 | 0.031782 | 0.2179 | 0.41423 |