Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | -0.295354 | -2.0463 | 0.976886 |
2 | -0.043196 | -0.2993 | 0.616987 |
3 | 0.346586 | 2.4012 | 0.010131 |
4 | -0.187861 | -1.3015 | 0.900357 |
5 | 0.005158 | 0.0357 | 0.485821 |
6 | 0.190542 | 1.3201 | 0.096529 |
7 | -0.179663 | -1.2447 | 0.890365 |
8 | -0.084844 | -0.5878 | 0.720295 |
9 | 0.224965 | 1.5586 | 0.06283 |
10 | -0.093371 | -0.6469 | 0.739608 |
11 | -0.020343 | -0.1409 | 0.555746 |
12 | 0.109941 | 0.7617 | 0.224985 |
13 | -0.207665 | -1.4387 | 0.921644 |
14 | 0.144377 | 1.0003 | 0.161098 |
15 | -0.029739 | -0.206 | 0.581183 |
16 | -0.116755 | -0.8089 | 0.788719 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.295354 | -2.0463 | 0.976886 |
1 | -0.142895 | -0.99 | 0.836433 |
2 | 0.324114 | 2.2455 | 0.014688 |
3 | 0.0092 | 0.0637 | 0.47472 |
4 | -0.027224 | -0.1886 | 0.574404 |
5 | 0.083246 | 0.5767 | 0.283403 |
6 | -0.056013 | -0.3881 | 0.650159 |
7 | -0.179104 | -1.2409 | 0.889658 |
8 | 0.092208 | 0.6388 | 0.262982 |
9 | 0.108339 | 0.7506 | 0.228279 |
10 | 0.044761 | 0.3101 | 0.378908 |
11 | -0.021499 | -0.1489 | 0.55889 |
12 | -0.182226 | -1.2625 | 0.893566 |
13 | 0.080258 | 0.556 | 0.290383 |
14 | -0.05992 | -0.4151 | 0.660054 |
15 | -0.034822 | -0.2413 | 0.594808 |
16 | -0.092542 | -0.6411 | 0.737762 |