Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | -0.389102 | -2.9888 | 0.997961 |
2 | -0.00923 | -0.0709 | 0.528141 |
3 | 0.097965 | 0.7525 | 0.227377 |
4 | -0.192469 | -1.4784 | 0.927688 |
5 | 0.107009 | 0.822 | 0.207206 |
6 | 0.050509 | 0.388 | 0.349717 |
7 | -0.138571 | -1.0644 | 0.854253 |
8 | 0.083391 | 0.6405 | 0.262152 |
9 | -0.109455 | -0.8407 | 0.798057 |
10 | 0.166266 | 1.2771 | 0.103283 |
11 | 0.074154 | 0.5696 | 0.285561 |
12 | -0.33308 | -2.5584 | 0.993449 |
13 | 0.140549 | 1.0796 | 0.142361 |
14 | -0.088608 | -0.6806 | 0.75061 |
15 | -0.074647 | -0.5734 | 0.715714 |
16 | 0.120538 | 0.9259 | 0.179143 |
17 | -0.058944 | -0.4528 | 0.673807 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.389102 | -2.9888 | 0.997961 |
1 | -0.189289 | -1.454 | 0.924372 |
2 | 0.024494 | 0.1881 | 0.425707 |
3 | -0.170846 | -1.3123 | 0.902749 |
4 | -0.033912 | -0.2605 | 0.6023 |
5 | 0.063433 | 0.4872 | 0.313949 |
6 | -0.080561 | -0.6188 | 0.730785 |
7 | -0.031754 | -0.2439 | 0.595925 |
8 | -0.121664 | -0.9345 | 0.823078 |
9 | 0.13455 | 1.0335 | 0.152794 |
10 | 0.183396 | 1.4087 | 0.082087 |
11 | -0.262532 | -2.0165 | 0.975849 |
12 | -0.143865 | -1.1051 | 0.863188 |
13 | -0.113882 | -0.8747 | 0.807369 |
14 | -0.142409 | -1.0939 | 0.860769 |
15 | -0.147761 | -1.135 | 0.869511 |
16 | -0.050053 | -0.3845 | 0.648992 |
17 | 0.095467 | 0.7333 | 0.233141 |