Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6158 | 0 |
1 | -0.580345 | -4.4198 | 0.999978 |
2 | 0.237983 | 1.8124 | 0.037549 |
3 | -0.140792 | -1.0722 | 0.855974 |
4 | 0.042291 | 0.3221 | 0.374276 |
5 | 0.013183 | 0.1004 | 0.460186 |
6 | -0.063118 | -0.4807 | 0.683728 |
7 | 0.160883 | 1.2252 | 0.112717 |
8 | -0.258448 | -1.9683 | 0.973089 |
9 | 0.23749 | 1.8087 | 0.037843 |
10 | -0.301213 | -2.294 | 0.987284 |
11 | 0.412467 | 3.1413 | 0.001324 |
12 | -0.441263 | -3.3606 | 0.99931 |
13 | 0.180686 | 1.3761 | 0.087046 |
14 | -0.04299 | -0.3274 | 0.627729 |
15 | 0.007444 | 0.0567 | 0.477493 |
16 | 0.055343 | 0.4215 | 0.337481 |
17 | 0.028408 | 0.2164 | 0.414737 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.580345 | -4.4198 | 0.999978 |
1 | -0.149 | -1.1348 | 0.869426 |
2 | -0.105745 | -0.8053 | 0.78804 |
3 | -0.098153 | -0.7475 | 0.771113 |
4 | -0.011501 | -0.0876 | 0.534747 |
5 | -0.07846 | -0.5975 | 0.72376 |
6 | 0.128156 | 0.976 | 0.166558 |
7 | -0.144896 | -1.1035 | 0.862815 |
8 | 0.004018 | 0.0306 | 0.487847 |
9 | -0.233664 | -1.7795 | 0.959804 |
10 | 0.21204 | 1.6148 | 0.055885 |
11 | -0.20826 | -1.5861 | 0.940918 |
12 | -0.254137 | -1.9354 | 0.971092 |
13 | -0.129308 | -0.9848 | 0.835589 |
14 | -0.027372 | -0.2085 | 0.5822 |
15 | -0.048761 | -0.3714 | 0.644136 |
16 | 0.186921 | 1.4235 | 0.079967 |
17 | -0.035743 | -0.2722 | 0.606785 |