Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4261 | 0 |
1 | -0.237896 | -2.0046 | 0.975587 |
2 | -0.125555 | -1.0579 | 0.853167 |
3 | 0.324345 | 2.733 | 0.003958 |
4 | -0.129082 | -1.0877 | 0.859789 |
5 | -0.182351 | -1.5365 | 0.935572 |
6 | -0.01375 | -0.1159 | 0.545954 |
7 | 0.039162 | 0.33 | 0.371191 |
8 | -0.073536 | -0.6196 | 0.731257 |
9 | 0.038805 | 0.327 | 0.372324 |
10 | -0.073893 | -0.6226 | 0.732241 |
11 | -0.077242 | -0.6508 | 0.741378 |
12 | -0.017991 | -0.1516 | 0.560031 |
13 | -0.130689 | -1.1012 | 0.862737 |
14 | -0.071438 | -0.6019 | 0.725437 |
15 | 0.153423 | 1.2928 | 0.100142 |
16 | -0.012366 | -0.1042 | 0.541346 |
17 | 0.043716 | 0.3684 | 0.356853 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.237896 | -2.0046 | 0.975587 |
1 | -0.193077 | -1.6269 | 0.945905 |
2 | 0.267306 | 2.2524 | 0.013696 |
3 | -0.005796 | -0.0488 | 0.519407 |
4 | -0.168237 | -1.4176 | 0.919657 |
5 | -0.232944 | -1.9628 | 0.973207 |
6 | -0.00509 | -0.0429 | 0.517044 |
7 | 0.032323 | 0.2724 | 0.393067 |
8 | 0.088824 | 0.7484 | 0.228333 |
9 | -0.172509 | -1.4536 | 0.924766 |
10 | -0.213755 | -1.8011 | 0.962036 |
11 | -0.168174 | -1.4171 | 0.919581 |
12 | -0.132319 | -1.1149 | 0.865682 |
13 | -0.133556 | -1.1254 | 0.867888 |
14 | 0.072671 | 0.6123 | 0.271134 |
15 | 0.00663 | 0.0559 | 0.477804 |
16 | 0.036895 | 0.3109 | 0.378401 |
17 | -0.075583 | -0.6369 | 0.736872 |