Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | -0.096616 | -0.7421 | 0.769521 |
2 | -0.075686 | -0.5814 | 0.718393 |
3 | 0.308072 | 2.3663 | 0.010633 |
4 | 0.010104 | 0.0776 | 0.469201 |
5 | -0.276922 | -2.1271 | 0.981198 |
6 | 0.068842 | 0.5288 | 0.299468 |
7 | 0.158384 | 1.2166 | 0.114306 |
8 | -0.178814 | -1.3735 | 0.912602 |
9 | 0.025353 | 0.1947 | 0.423133 |
10 | 0.031205 | 0.2397 | 0.405702 |
11 | 0.029324 | 0.2252 | 0.411286 |
12 | -0.17268 | -1.3264 | 0.905088 |
13 | -0.031273 | -0.2402 | 0.5945 |
14 | 0.042443 | 0.326 | 0.372784 |
15 | -0.1225 | -0.9409 | 0.824715 |
16 | -0.138573 | -1.0644 | 0.854258 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.096616 | -0.7421 | 0.769521 |
1 | -0.085822 | -0.6592 | 0.743838 |
2 | 0.296776 | 2.2796 | 0.013132 |
3 | 0.065916 | 0.5063 | 0.307263 |
4 | -0.258671 | -1.9869 | 0.974208 |
5 | -0.078064 | -0.5996 | 0.724472 |
6 | 0.156944 | 1.2055 | 0.116409 |
7 | 0.010535 | 0.0809 | 0.467888 |
8 | 0.011942 | 0.0917 | 0.463614 |
9 | -0.153225 | -1.1769 | 0.878027 |
10 | 0.09007 | 0.6918 | 0.245876 |
11 | -0.09955 | -0.7647 | 0.776238 |
12 | -0.096797 | -0.7435 | 0.769939 |
13 | -0.020963 | -0.161 | 0.563687 |
14 | -0.03006 | -0.2309 | 0.590901 |
15 | -0.116868 | -0.8977 | 0.813497 |
16 | -0.049161 | -0.3776 | 0.646464 |