Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | -0.102261 | -0.8677 | 0.805784 |
2 | -0.091381 | -0.7754 | 0.779676 |
3 | -0.060962 | -0.5173 | 0.696728 |
4 | -0.077001 | -0.6534 | 0.742203 |
5 | -0.020646 | -0.1752 | 0.569287 |
6 | -0.050697 | -0.4302 | 0.665824 |
7 | 0.124894 | 1.0598 | 0.146398 |
8 | -0.177453 | -1.5057 | 0.931746 |
9 | 0.139043 | 1.1798 | 0.120978 |
10 | -0.043133 | -0.366 | 0.642279 |
11 | -0.050961 | -0.4324 | 0.666635 |
12 | -0.097633 | -0.8284 | 0.794922 |
13 | -0.157612 | -1.3374 | 0.907347 |
14 | 0.04344 | 0.3686 | 0.356754 |
15 | -0.01482 | -0.1258 | 0.54986 |
16 | 0.241852 | 2.0522 | 0.021894 |
17 | -0.10112 | -0.858 | 0.80314 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.102261 | -0.8677 | 0.805784 |
1 | -0.102914 | -0.8733 | 0.807287 |
2 | -0.083542 | -0.7089 | 0.759655 |
3 | -0.106158 | -0.9008 | 0.814645 |
4 | -0.060251 | -0.5112 | 0.69463 |
5 | -0.090258 | -0.7659 | 0.77687 |
6 | 0.086886 | 0.7373 | 0.231681 |
7 | -0.191383 | -1.6239 | 0.94562 |
8 | 0.111969 | 0.9501 | 0.172623 |
9 | -0.066439 | -0.5637 | 0.712662 |
10 | -0.045408 | -0.3853 | 0.649424 |
11 | -0.148938 | -1.2638 | 0.894807 |
12 | -0.20195 | -1.7136 | 0.954548 |
13 | -0.090459 | -0.7676 | 0.777374 |
14 | -0.071975 | -0.6107 | 0.728349 |
15 | 0.120431 | 1.0219 | 0.155127 |
16 | -0.09194 | -0.7801 | 0.781065 |
17 | -0.170313 | -1.4452 | 0.923624 |