Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | -0.135674 | -1.0509 | 0.851247 |
2 | 0.099742 | 0.7726 | 0.221397 |
3 | 0.119344 | 0.9244 | 0.179481 |
4 | -0.104634 | -0.8105 | 0.789569 |
5 | 0.065121 | 0.5044 | 0.307906 |
6 | -0.548174 | -4.2461 | 0.999962 |
7 | -0.015406 | -0.1193 | 0.547294 |
8 | 0.046408 | 0.3595 | 0.36025 |
9 | -0.072706 | -0.5632 | 0.712295 |
10 | 0.056546 | 0.438 | 0.331479 |
11 | 0.035484 | 0.2749 | 0.392184 |
12 | 0.572352 | 4.4334 | 2e-05 |
13 | -0.04168 | -0.3228 | 0.626034 |
14 | 0.078655 | 0.6093 | 0.272327 |
15 | 0.072444 | 0.5612 | 0.288392 |
16 | -0.09158 | -0.7094 | 0.759581 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.135674 | -1.0509 | 0.851247 |
1 | 0.08286 | 0.6418 | 0.261715 |
2 | 0.146686 | 1.1362 | 0.13019 |
3 | -0.082313 | -0.6376 | 0.736918 |
4 | 0.015151 | 0.1174 | 0.453482 |
5 | -0.564613 | -4.3735 | 0.999975 |
6 | -0.200283 | -1.5514 | 0.936966 |
7 | 0.155461 | 1.2042 | 0.116622 |
8 | 0.255499 | 1.9791 | 0.0262 |
9 | 0.057215 | 0.4432 | 0.329614 |
10 | -0.031755 | -0.246 | 0.596727 |
11 | 0.407963 | 3.1601 | 0.001236 |
12 | 0.039381 | 0.305 | 0.380695 |
13 | 0.05636 | 0.4366 | 0.331998 |
14 | -0.0951 | -0.7366 | 0.767894 |
15 | -0.129303 | -1.0016 | 0.839714 |
16 | 0.038909 | 0.3014 | 0.382081 |