Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | -0.37504 | -2.8807 | 0.997239 |
2 | -0.006885 | -0.0529 | 0.520998 |
3 | -0.163344 | -1.2547 | 0.892727 |
4 | 0.14727 | 1.1312 | 0.131274 |
5 | -0.088528 | -0.68 | 0.750417 |
6 | 0.14436 | 1.1088 | 0.135998 |
7 | -0.116378 | -0.8939 | 0.812501 |
8 | -0.055076 | -0.423 | 0.663101 |
9 | -0.07485 | -0.5749 | 0.716239 |
10 | 0.041537 | 0.3191 | 0.375406 |
11 | 0.079872 | 0.6135 | 0.270949 |
12 | 0.036585 | 0.281 | 0.389843 |
13 | 0.027638 | 0.2123 | 0.416307 |
14 | -0.070001 | -0.5377 | 0.703593 |
15 | -0.077107 | -0.5923 | 0.722034 |
16 | 0.05768 | 0.4431 | 0.329675 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.37504 | -2.8807 | 0.997239 |
1 | -0.171689 | -1.3188 | 0.903828 |
2 | -0.276686 | -2.1253 | 0.981119 |
3 | -0.049412 | -0.3795 | 0.647176 |
4 | -0.111518 | -0.8566 | 0.80243 |
5 | 0.069245 | 0.5319 | 0.298404 |
6 | -0.021134 | -0.1623 | 0.564202 |
7 | -0.133018 | -1.0217 | 0.844459 |
8 | -0.178369 | -1.3701 | 0.912074 |
9 | -0.187842 | -1.4428 | 0.922824 |
10 | -0.043968 | -0.3377 | 0.631616 |
11 | 0.020027 | 0.1538 | 0.439133 |
12 | 0.125071 | 0.9607 | 0.170316 |
13 | 0.06589 | 0.5061 | 0.307333 |
14 | -0.094151 | -0.7232 | 0.763789 |
15 | -0.077555 | -0.5957 | 0.723176 |
16 | -0.116265 | -0.8931 | 0.812271 |