Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | -0.13531 | -1.0481 | 0.850604 |
2 | -0.309714 | -2.399 | 0.990219 |
3 | -0.003221 | -0.0249 | 0.50991 |
4 | -0.076559 | -0.593 | 0.722302 |
5 | 0.248149 | 1.9222 | 0.029669 |
6 | 0.02821 | 0.2185 | 0.413886 |
7 | -0.226159 | -1.7518 | 0.957543 |
8 | 0.037465 | 0.2902 | 0.386331 |
9 | -0.090071 | -0.6977 | 0.755966 |
10 | 0.295498 | 2.2889 | 0.01281 |
11 | 0.276581 | 2.1424 | 0.018115 |
12 | -0.508663 | -3.9401 | 0.999892 |
13 | -0.111099 | -0.8606 | 0.803549 |
14 | 0.223604 | 1.732 | 0.044203 |
15 | 0.020991 | 0.1626 | 0.435693 |
16 | 0.101584 | 0.7869 | 0.217228 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.13531 | -1.0481 | 0.850604 |
1 | -0.334141 | -2.5882 | 0.993958 |
2 | -0.119649 | -0.9268 | 0.821127 |
3 | -0.236896 | -1.835 | 0.964267 |
4 | 0.175496 | 1.3594 | 0.089555 |
5 | 0.015087 | 0.1169 | 0.45368 |
6 | -0.088571 | -0.6861 | 0.752343 |
7 | 0.001294 | 0.01 | 0.496018 |
8 | -0.173669 | -1.3452 | 0.908194 |
9 | 0.275298 | 2.1324 | 0.018536 |
10 | 0.339131 | 2.6269 | 0.005461 |
11 | -0.238605 | -1.8482 | 0.96525 |
12 | -0.117494 | -0.9101 | 0.816795 |
13 | 0.069529 | 0.5386 | 0.296089 |
14 | -0.057663 | -0.4467 | 0.671634 |
15 | -0.013699 | -0.1061 | 0.542077 |
16 | -0.147891 | -1.1456 | 0.871736 |