Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | -0.24276 | -1.6643 | 0.948645 |
2 | -0.017849 | -0.1224 | 0.548435 |
3 | -0.004244 | -0.0291 | 0.511545 |
4 | 0.078461 | 0.5379 | 0.296592 |
5 | -0.24668 | -1.6912 | 0.951285 |
6 | 0.16904 | 1.1589 | 0.12618 |
7 | 0.137292 | 0.9412 | 0.175701 |
8 | -0.177242 | -1.2151 | 0.884803 |
9 | 0.006995 | 0.048 | 0.480979 |
10 | -0.063728 | -0.4369 | 0.667905 |
11 | 0.225681 | 1.5472 | 0.064262 |
12 | -0.328404 | -2.2514 | 0.985463 |
13 | 0.258269 | 1.7706 | 0.041556 |
14 | -0.009485 | -0.065 | 0.525786 |
15 | -0.008369 | -0.0574 | 0.522756 |
16 | -0.096114 | -0.6589 | 0.74342 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.24276 | -1.6643 | 0.948645 |
1 | -0.08159 | -0.5594 | 0.710711 |
2 | -0.030742 | -0.2108 | 0.583006 |
3 | 0.073103 | 0.5012 | 0.309295 |
4 | -0.224847 | -1.5415 | 0.935046 |
5 | 0.068619 | 0.4704 | 0.320112 |
6 | 0.193882 | 1.3292 | 0.095101 |
7 | -0.115339 | -0.7907 | 0.783461 |
8 | -0.02519 | -0.1727 | 0.568184 |
9 | -0.153713 | -1.0538 | 0.85132 |
10 | 0.264626 | 1.8142 | 0.038018 |
11 | -0.230654 | -1.5813 | 0.93974 |
12 | 0.094831 | 0.6501 | 0.259386 |
13 | 0.073125 | 0.5013 | 0.309244 |
14 | -0.000483 | -0.0033 | 0.501315 |
15 | 0.046659 | 0.3199 | 0.375238 |
16 | 0.088218 | 0.6048 | 0.274113 |