Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | -0.142507 | -1.2092 | 0.884731 |
2 | -0.142638 | -1.2103 | 0.884944 |
3 | -0.030371 | -0.2577 | 0.601316 |
4 | -0.065998 | -0.56 | 0.711396 |
5 | -0.025455 | -0.216 | 0.585197 |
6 | -0.073376 | -0.6226 | 0.732248 |
7 | 0.150636 | 1.2782 | 0.102644 |
8 | -0.107304 | -0.9105 | 0.817202 |
9 | 0.056703 | 0.4811 | 0.315938 |
10 | 0.052674 | 0.447 | 0.328125 |
11 | -0.197889 | -1.6791 | 0.951271 |
12 | -0.021693 | -0.1841 | 0.572763 |
13 | -0.039586 | -0.3359 | 0.631037 |
14 | -0.034904 | -0.2962 | 0.616024 |
15 | 0.013957 | 0.1184 | 0.453028 |
16 | 0.188244 | 1.5973 | 0.057289 |
17 | -0.075581 | -0.6413 | 0.738327 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.142507 | -1.2092 | 0.884731 |
1 | -0.166324 | -1.4113 | 0.918769 |
2 | -0.081652 | -0.6928 | 0.754681 |
3 | -0.114933 | -0.9752 | 0.833647 |
4 | -0.080327 | -0.6816 | 0.75116 |
5 | -0.135614 | -1.1507 | 0.873174 |
6 | 0.089172 | 0.7566 | 0.225865 |
7 | -0.124924 | -1.06 | 0.853659 |
8 | 0.042814 | 0.3633 | 0.358726 |
9 | 0.028143 | 0.2388 | 0.405969 |
10 | -0.18358 | -1.5577 | 0.938159 |
11 | -0.092915 | -0.7884 | 0.783476 |
12 | -0.120734 | -1.0245 | 0.845477 |
13 | -0.165408 | -1.4035 | 0.917622 |
14 | -0.079676 | -0.6761 | 0.74942 |
15 | 0.092368 | 0.7838 | 0.217873 |
16 | -0.126511 | -1.0735 | 0.856679 |
17 | -0.107406 | -0.9114 | 0.81743 |