Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | -0.119634 | -0.8288 | 0.794353 |
2 | -0.055767 | -0.3864 | 0.649534 |
3 | 0.077856 | 0.5394 | 0.296051 |
4 | -0.11371 | -0.7878 | 0.782658 |
5 | -0.111463 | -0.7722 | 0.77812 |
6 | 0.033663 | 0.2332 | 0.408289 |
7 | 0.032369 | 0.2243 | 0.411755 |
8 | -0.013924 | -0.0965 | 0.538225 |
9 | 0.176976 | 1.2261 | 0.113067 |
10 | -0.173635 | -1.203 | 0.882558 |
11 | -0.003776 | -0.0262 | 0.51038 |
12 | -0.1974 | -1.3676 | 0.9111 |
13 | -0.071728 | -0.4969 | 0.689253 |
14 | 0.154455 | 1.0701 | 0.144964 |
15 | 0.011572 | 0.0802 | 0.468218 |
16 | -0.01498 | -0.1038 | 0.541113 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.119634 | -0.8288 | 0.794353 |
1 | -0.071097 | -0.4926 | 0.68772 |
2 | 0.063429 | 0.4394 | 0.331155 |
3 | -0.102388 | -0.7094 | 0.759234 |
4 | -0.133257 | -0.9232 | 0.819748 |
5 | -0.014529 | -0.1007 | 0.539879 |
6 | 0.036278 | 0.2513 | 0.401311 |
7 | -0.002134 | -0.0148 | 0.505868 |
8 | 0.157697 | 1.0926 | 0.140021 |
9 | -0.159738 | -1.1067 | 0.86303 |
10 | -0.013934 | -0.0965 | 0.538253 |
11 | -0.253653 | -1.7574 | 0.957383 |
12 | -0.078032 | -0.5406 | 0.704366 |
13 | 0.127748 | 0.8851 | 0.190268 |
14 | 0.032258 | 0.2235 | 0.412052 |
15 | -0.047458 | -0.3288 | 0.628131 |
16 | -0.192294 | -1.3323 | 0.905466 |