Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | -0.065817 | -0.5056 | 0.692472 |
2 | 0.209138 | 1.6064 | 0.05676 |
3 | -0.173139 | -1.3299 | 0.905666 |
4 | -0.033978 | -0.261 | 0.602494 |
5 | -0.186361 | -1.4315 | 0.921214 |
6 | -0.143773 | -1.1043 | 0.863036 |
7 | -0.189995 | -1.4594 | 0.925117 |
8 | 0.072557 | 0.5573 | 0.289708 |
9 | -0.048315 | -0.3711 | 0.644059 |
10 | 0.151441 | 1.1632 | 0.124707 |
11 | -0.017752 | -0.1364 | 0.553999 |
12 | 0.295249 | 2.2679 | 0.013507 |
13 | -0.029851 | -0.2293 | 0.590282 |
14 | 0.017879 | 0.1373 | 0.445617 |
15 | -0.179978 | -1.3824 | 0.913976 |
16 | 0.009674 | 0.0743 | 0.470509 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.065817 | -0.5056 | 0.692472 |
1 | 0.205698 | 1.58 | 0.059728 |
2 | -0.15591 | -1.1976 | 0.882063 |
3 | -0.095718 | -0.7352 | 0.767443 |
4 | -0.133827 | -1.0279 | 0.845914 |
5 | -0.172524 | -1.3252 | 0.90489 |
6 | -0.188252 | -1.446 | 0.923264 |
7 | 0.057349 | 0.4405 | 0.33059 |
8 | -0.053683 | -0.4123 | 0.659211 |
9 | 0.023373 | 0.1795 | 0.429068 |
10 | -0.046768 | -0.3592 | 0.639647 |
11 | 0.207292 | 1.5922 | 0.058337 |
12 | -0.006168 | -0.0474 | 0.518814 |
13 | -0.095084 | -0.7304 | 0.765967 |
14 | -0.099134 | -0.7615 | 0.775294 |
15 | 0.044335 | 0.3405 | 0.36733 |
16 | -0.070474 | -0.5413 | 0.704837 |