Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | -0.240717 | -1.6503 | 0.947223 |
2 | -0.12613 | -0.8647 | 0.804202 |
3 | -0.053996 | -0.3702 | 0.643542 |
4 | 0.080323 | 0.5507 | 0.292235 |
5 | -0.057413 | -0.3936 | 0.652173 |
6 | 0.085992 | 0.5895 | 0.279164 |
7 | -0.074913 | -0.5136 | 0.695024 |
8 | 0.05658 | 0.3879 | 0.349924 |
9 | -0.009034 | -0.0619 | 0.524561 |
10 | 0.134265 | 0.9205 | 0.181013 |
11 | 0.041923 | 0.2874 | 0.387531 |
12 | -0.308666 | -2.1161 | 0.980169 |
13 | 0.045298 | 0.3105 | 0.378759 |
14 | 0.041244 | 0.2828 | 0.389304 |
15 | 0.038083 | 0.2611 | 0.397583 |
16 | 0.060295 | 0.4134 | 0.34061 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.240717 | -1.6503 | 0.947223 |
1 | -0.195397 | -1.3396 | 0.906587 |
2 | -0.151558 | -1.039 | 0.847947 |
3 | -0.003888 | -0.0267 | 0.510577 |
4 | -0.073466 | -0.5037 | 0.691574 |
5 | 0.065387 | 0.4483 | 0.32801 |
6 | -0.046732 | -0.3204 | 0.624949 |
7 | 0.044531 | 0.3053 | 0.380746 |
8 | 0.018754 | 0.1286 | 0.449123 |
9 | 0.156106 | 1.0702 | 0.144996 |
10 | 0.173027 | 1.1862 | 0.12075 |
11 | -0.246892 | -1.6926 | 0.951425 |
12 | -0.059399 | -0.4072 | 0.657152 |
13 | -0.093732 | -0.6426 | 0.738196 |
14 | -0.017612 | -0.1207 | 0.547794 |
15 | 0.097133 | 0.6659 | 0.254362 |
16 | -0.012775 | -0.0876 | 0.534709 |