Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | -0.059106 | -0.4578 | 0.675638 |
2 | -0.25221 | -1.9536 | 0.972293 |
3 | -0.257994 | -1.9984 | 0.974895 |
4 | -0.227632 | -1.7632 | 0.958523 |
5 | 0.214545 | 1.6619 | 0.050879 |
6 | 0.312213 | 2.4184 | 0.009321 |
7 | 0.237437 | 1.8392 | 0.035419 |
8 | -0.170462 | -1.3204 | 0.904141 |
9 | -0.240717 | -1.8646 | 0.966433 |
10 | -0.304378 | -2.3577 | 0.989167 |
11 | -0.023346 | -0.1808 | 0.571448 |
12 | 0.768306 | 5.9513 | 0 |
13 | -0.083637 | -0.6479 | 0.740224 |
14 | -0.167509 | -1.2975 | 0.900291 |
15 | -0.198507 | -1.5376 | 0.935302 |
16 | -0.229506 | -1.7777 | 0.959744 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.059106 | -0.4578 | 0.675638 |
1 | -0.2566 | -1.9876 | 0.974288 |
2 | -0.313562 | -2.4288 | 0.99092 |
3 | -0.424936 | -3.2915 | 0.999164 |
4 | -0.108585 | -0.8411 | 0.798183 |
5 | 0.078307 | 0.6066 | 0.273215 |
6 | 0.314127 | 2.4332 | 0.008981 |
7 | 0.153472 | 1.1888 | 0.119604 |
8 | 0.180162 | 1.3955 | 0.084 |
9 | -0.195009 | -1.5105 | 0.931921 |
10 | -0.356169 | -2.7589 | 0.996161 |
11 | 0.544687 | 4.2191 | 4.2e-05 |
12 | -0.188598 | -1.4609 | 0.925366 |
13 | -0.09404 | -0.7284 | 0.765409 |
14 | 0.067125 | 0.52 | 0.302505 |
15 | 0.051932 | 0.4023 | 0.344461 |
16 | -0.00523 | -0.0405 | 0.516089 |