Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.1104 | 0 |
1 | -0.361067 | -3.2895 | 0.999263 |
2 | 0.026699 | 0.2432 | 0.404212 |
3 | 0.087318 | 0.7955 | 0.214294 |
4 | -0.352538 | -3.2118 | 0.999061 |
5 | 0.117023 | 1.0661 | 0.144728 |
6 | 0.07519 | 0.685 | 0.247622 |
7 | -0.177749 | -1.6194 | 0.945419 |
8 | 0.208534 | 1.8998 | 0.030464 |
9 | 0.13742 | 1.252 | 0.107051 |
10 | -0.172085 | -1.5678 | 0.93963 |
11 | 0.129485 | 1.1797 | 0.120752 |
12 | -0.38814 | -3.5361 | 0.999666 |
13 | -0.06997 | -0.6375 | 0.73721 |
14 | 0.131429 | 1.1974 | 0.117285 |
15 | 0.073317 | 0.6679 | 0.253009 |
16 | 0.001708 | 0.0156 | 0.493811 |
17 | 0.087681 | 0.7988 | 0.213338 |
18 | 0.001436 | 0.0131 | 0.494795 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.361067 | -3.2895 | 0.999263 |
1 | -0.119212 | -1.0861 | 0.859706 |
2 | 0.064231 | 0.5852 | 0.280009 |
3 | -0.342306 | -3.1186 | 0.998751 |
4 | -0.16684 | -1.52 | 0.933843 |
5 | 0.049121 | 0.4475 | 0.327835 |
6 | -0.14608 | -1.3309 | 0.906559 |
7 | -0.029346 | -0.2674 | 0.605071 |
8 | 0.276265 | 2.5169 | 0.006882 |
9 | 0.044421 | 0.4047 | 0.343372 |
10 | -0.013398 | -0.1221 | 0.548428 |
11 | -0.377939 | -3.4432 | 0.999548 |
12 | -0.32758 | -2.9844 | 0.998134 |
13 | -0.216287 | -1.9705 | 0.973941 |
14 | 0.11635 | 1.06 | 0.146111 |
15 | -0.105906 | -0.9649 | 0.831289 |
16 | -0.162759 | -1.4828 | 0.929043 |
17 | 0.080645 | 0.7347 | 0.232294 |
18 | 0.064971 | 0.5919 | 0.27776 |