Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | -0.123134 | -0.9458 | 0.825949 |
2 | -0.30719 | -2.3596 | 0.989188 |
3 | -0.004733 | -0.0364 | 0.51444 |
4 | -0.076632 | -0.5886 | 0.720818 |
5 | 0.248614 | 1.9096 | 0.030523 |
6 | 0.02018 | 0.155 | 0.438674 |
7 | -0.226721 | -1.7415 | 0.956594 |
8 | 0.037354 | 0.2869 | 0.387589 |
9 | -0.08879 | -0.682 | 0.751049 |
10 | 0.289615 | 2.2246 | 0.014974 |
11 | 0.278389 | 2.1383 | 0.01832 |
12 | -0.505015 | -3.8791 | 0.999867 |
13 | -0.114594 | -0.8802 | 0.808842 |
14 | 0.217418 | 1.67 | 0.050106 |
15 | 0.019015 | 0.1461 | 0.442187 |
16 | 0.099669 | 0.7656 | 0.223491 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.123134 | -0.9458 | 0.825949 |
1 | -0.327315 | -2.5142 | 0.99266 |
2 | -0.108314 | -0.832 | 0.795611 |
3 | -0.226575 | -1.7404 | 0.956495 |
4 | 0.187377 | 1.4393 | 0.077679 |
5 | 0.001165 | 0.0089 | 0.496445 |
6 | -0.09281 | -0.7129 | 0.760638 |
7 | -0.004588 | -0.0352 | 0.513995 |
8 | -0.172178 | -1.3225 | 0.904452 |
9 | 0.268661 | 2.0636 | 0.021731 |
10 | 0.324948 | 2.496 | 0.007688 |
11 | -0.257475 | -1.9777 | 0.97368 |
12 | -0.1157 | -0.8887 | 0.811115 |
13 | 0.066407 | 0.5101 | 0.305948 |
14 | -0.067104 | -0.5154 | 0.695914 |
15 | -0.013836 | -0.1063 | 0.542138 |
16 | -0.149127 | -1.1455 | 0.87168 |