Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4261 | 0 |
1 | -0.108903 | -0.9176 | 0.81904 |
2 | -0.095202 | -0.8022 | 0.787438 |
3 | 0.005652 | 0.0476 | 0.481075 |
4 | -0.215358 | -1.8146 | 0.963098 |
5 | -0.005875 | -0.0495 | 0.51967 |
6 | 0.200053 | 1.6857 | 0.048124 |
7 | -0.00425 | -0.0358 | 0.514234 |
8 | 0.116585 | 0.9824 | 0.164629 |
9 | 0.017825 | 0.1502 | 0.440517 |
10 | -0.017412 | -0.1467 | 0.558114 |
11 | 0.04402 | 0.3709 | 0.3559 |
12 | -0.302342 | -2.5476 | 0.993493 |
13 | -0.02553 | -0.2151 | 0.584854 |
14 | 0.144313 | 1.216 | 0.114005 |
15 | 0.009461 | 0.0797 | 0.468341 |
16 | 0.126176 | 1.0632 | 0.145652 |
17 | -0.073929 | -0.6229 | 0.732339 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.108903 | -0.9176 | 0.81904 |
1 | -0.108347 | -0.9129 | 0.817819 |
2 | -0.018062 | -0.1522 | 0.560267 |
3 | -0.232687 | -1.9607 | 0.973079 |
4 | -0.067364 | -0.5676 | 0.713959 |
5 | 0.151453 | 1.2762 | 0.103029 |
6 | 0.02762 | 0.2327 | 0.408319 |
7 | 0.119208 | 1.0045 | 0.159284 |
8 | 0.053964 | 0.4547 | 0.325354 |
9 | 0.103565 | 0.8727 | 0.192897 |
10 | 0.095998 | 0.8089 | 0.21064 |
11 | -0.297689 | -2.5084 | 0.992792 |
12 | -0.104015 | -0.8764 | 0.808128 |
13 | 0.048095 | 0.4053 | 0.343254 |
14 | 0.013685 | 0.1153 | 0.454261 |
15 | 0.012653 | 0.1066 | 0.457697 |
16 | -0.129712 | -1.093 | 0.860951 |
17 | 0.044198 | 0.3724 | 0.355346 |