Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.3066 | 0 |
1 | -0.155485 | -1.2916 | 0.89959 |
2 | -0.040116 | -0.3332 | 0.630015 |
3 | -0.13661 | -1.1348 | 0.869799 |
4 | -0.044283 | -0.3678 | 0.642943 |
5 | 0.17863 | 1.4838 | 0.071207 |
6 | -0.090745 | -0.7538 | 0.773228 |
7 | 0.043887 | 0.3646 | 0.358281 |
8 | -0.242644 | -2.0156 | 0.976128 |
9 | -0.03929 | -0.3264 | 0.627434 |
10 | 0.052641 | 0.4373 | 0.331642 |
11 | 0.248724 | 2.0661 | 0.02129 |
12 | 0.020064 | 0.1667 | 0.434061 |
13 | -0.193481 | -1.6072 | 0.943709 |
14 | -0.02784 | -0.2313 | 0.5911 |
15 | 0.048723 | 0.4047 | 0.343467 |
16 | -0.014573 | -0.1211 | 0.547998 |
17 | -0.116607 | -0.9686 | 0.83194 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.155485 | -1.2916 | 0.89959 |
1 | -0.065885 | -0.5473 | 0.707024 |
2 | -0.157991 | -1.3124 | 0.903128 |
3 | -0.101975 | -0.8471 | 0.800056 |
4 | 0.142234 | 1.1815 | 0.120734 |
5 | -0.071118 | -0.5907 | 0.72169 |
6 | 0.020591 | 0.171 | 0.432344 |
7 | -0.21606 | -1.7947 | 0.961462 |
8 | -0.128969 | -1.0713 | 0.856115 |
9 | -0.038068 | -0.3162 | 0.623602 |
10 | 0.236084 | 1.9611 | 0.026955 |
11 | 0.057924 | 0.4812 | 0.315965 |
12 | -0.106349 | -0.8834 | 0.809957 |
13 | -0.052522 | -0.4363 | 0.668003 |
14 | 0.046776 | 0.3886 | 0.349402 |
15 | -0.162758 | -1.352 | 0.9096 |
16 | -0.201507 | -1.6738 | 0.950656 |
17 | -0.050119 | -0.4163 | 0.660765 |