Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | -0.360068 | -2.4946 | 0.991948 |
2 | 0.183379 | 1.2705 | 0.105017 |
3 | 0.177822 | 1.232 | 0.111977 |
4 | -0.122863 | -0.8512 | 0.800563 |
5 | 0.19785 | 1.3707 | 0.088415 |
6 | 0.135428 | 0.9383 | 0.176401 |
7 | -0.18881 | -1.3081 | 0.901468 |
8 | 0.304219 | 2.1077 | 0.020153 |
9 | -0.078822 | -0.5461 | 0.706235 |
10 | -0.043642 | -0.3024 | 0.618157 |
11 | 0.168659 | 1.1685 | 0.124187 |
12 | -0.271335 | -1.8799 | 0.966899 |
13 | 0.204698 | 1.4182 | 0.081297 |
14 | -0.039064 | -0.2706 | 0.606087 |
15 | 0.096653 | 0.6696 | 0.253151 |
16 | -0.03218 | -0.2229 | 0.587739 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.360068 | -2.4946 | 0.991948 |
1 | 0.061734 | 0.4277 | 0.335388 |
2 | 0.302183 | 2.0936 | 0.020802 |
3 | 0.024489 | 0.1697 | 0.432992 |
4 | 0.097189 | 0.6733 | 0.251979 |
5 | 0.250413 | 1.7349 | 0.044587 |
6 | -0.110432 | -0.7651 | 0.77602 |
7 | 0.09097 | 0.6303 | 0.265757 |
8 | 0.066829 | 0.463 | 0.322726 |
9 | -0.101024 | -0.6999 | 0.756321 |
10 | -0.025434 | -0.1762 | 0.569565 |
11 | -0.227585 | -1.5768 | 0.93929 |
12 | 0.038941 | 0.2698 | 0.394239 |
13 | 0.001024 | 0.0071 | 0.497185 |
14 | 0.277877 | 1.9252 | 0.030071 |
15 | 0.004277 | 0.0296 | 0.488242 |
16 | -0.026644 | -0.1846 | 0.572838 |