Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | -0.061895 | -0.4288 | 0.665013 |
2 | -0.019908 | -0.1379 | 0.554562 |
3 | -0.057043 | -0.3952 | 0.652779 |
4 | -0.039302 | -0.2723 | 0.606718 |
5 | -0.047137 | -0.3266 | 0.627295 |
6 | -0.205222 | -1.4218 | 0.919228 |
7 | 0.05596 | 0.3877 | 0.349974 |
8 | 0.024786 | 0.1717 | 0.432188 |
9 | 0.161365 | 1.118 | 0.134572 |
10 | -0.027232 | -0.1887 | 0.574426 |
11 | 0.02976 | 0.2062 | 0.41876 |
12 | -0.351813 | -2.4374 | 0.990726 |
13 | 0.006766 | 0.0469 | 0.481402 |
14 | -0.014951 | -0.1036 | 0.541035 |
15 | -0.023835 | -0.1651 | 0.565233 |
16 | 0.031215 | 0.2163 | 0.414848 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.061895 | -0.4288 | 0.665013 |
1 | -0.02383 | -0.1651 | 0.56522 |
2 | -0.060043 | -0.416 | 0.660365 |
3 | -0.047646 | -0.3301 | 0.62862 |
4 | -0.056229 | -0.3896 | 0.65071 |
5 | -0.220968 | -1.5309 | 0.933822 |
6 | 0.016356 | 0.1133 | 0.455126 |
7 | 0.007573 | 0.0525 | 0.479187 |
8 | 0.141291 | 0.9789 | 0.166271 |
9 | -0.022766 | -0.1577 | 0.562334 |
10 | 0.020561 | 0.1425 | 0.44366 |
11 | -0.403569 | -2.796 | 0.99629 |
12 | -0.017741 | -0.1229 | 0.548654 |
13 | -0.033397 | -0.2314 | 0.591 |
14 | 0.030212 | 0.2093 | 0.417545 |
15 | -0.031143 | -0.2158 | 0.584958 |
16 | -0.004671 | -0.0324 | 0.512841 |