Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | -0.476157 | -3.6574 | 0.999728 |
2 | 0.182004 | 1.398 | 0.083674 |
3 | 0.06778 | 0.5206 | 0.302287 |
4 | -0.170801 | -1.3119 | 0.90269 |
5 | 0.263475 | 2.0238 | 0.023764 |
6 | -0.237455 | -1.8239 | 0.963385 |
7 | 0.117341 | 0.9013 | 0.185544 |
8 | -0.041797 | -0.321 | 0.625345 |
9 | -0.107414 | -0.8251 | 0.79367 |
10 | 0.153529 | 1.1793 | 0.12151 |
11 | -0.071272 | -0.5474 | 0.706932 |
12 | -0.201434 | -1.5472 | 0.936424 |
13 | 0.126218 | 0.9695 | 0.168127 |
14 | -0.174543 | -1.3407 | 0.90742 |
15 | 0.062154 | 0.4774 | 0.317415 |
16 | 0.01779 | 0.1366 | 0.445886 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.476157 | -3.6574 | 0.999728 |
1 | -0.057834 | -0.4442 | 0.670751 |
2 | 0.171167 | 1.3148 | 0.09684 |
3 | -0.081532 | -0.6263 | 0.73322 |
4 | 0.157158 | 1.2072 | 0.116095 |
5 | -0.062468 | -0.4798 | 0.683438 |
6 | -0.032659 | -0.2509 | 0.598601 |
7 | -0.041876 | -0.3217 | 0.625575 |
8 | -0.106941 | -0.8214 | 0.792646 |
9 | 0.020832 | 0.16 | 0.436708 |
10 | 0.107587 | 0.8264 | 0.205957 |
11 | -0.304292 | -2.3373 | 0.988582 |
12 | -0.141093 | -1.0838 | 0.85856 |
13 | -0.117053 | -0.8991 | 0.813872 |
14 | -0.078823 | -0.6054 | 0.726398 |
15 | 0.041916 | 0.322 | 0.374308 |
16 | 0.057222 | 0.4395 | 0.330941 |