Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | -0.053565 | -0.3711 | 0.643907 |
2 | 0.034438 | 0.2386 | 0.406219 |
3 | -0.077723 | -0.5385 | 0.703632 |
4 | -0.04424 | -0.3065 | 0.619727 |
5 | -0.033953 | -0.2352 | 0.592485 |
6 | -0.210897 | -1.4611 | 0.924753 |
7 | 0.046419 | 0.3216 | 0.374577 |
8 | 0.008519 | 0.059 | 0.47659 |
9 | 0.183065 | 1.2683 | 0.105402 |
10 | -0.044692 | -0.3096 | 0.620911 |
11 | 0.048359 | 0.335 | 0.369528 |
12 | -0.350178 | -2.4261 | 0.990465 |
13 | 0.019562 | 0.1355 | 0.446379 |
14 | -0.021714 | -0.1504 | 0.559477 |
15 | -0.004499 | -0.0312 | 0.512367 |
16 | 0.026286 | 0.1821 | 0.42813 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.053565 | -0.3711 | 0.643907 |
1 | 0.031659 | 0.2193 | 0.413657 |
2 | -0.074529 | -0.5164 | 0.69601 |
3 | -0.053541 | -0.3709 | 0.643843 |
4 | -0.034678 | -0.2403 | 0.594423 |
5 | -0.220429 | -1.5272 | 0.93336 |
6 | 0.016477 | 0.1142 | 0.454796 |
7 | 0.014917 | 0.1033 | 0.45906 |
8 | 0.152357 | 1.0556 | 0.148227 |
9 | -0.045014 | -0.3119 | 0.621755 |
10 | 0.027279 | 0.189 | 0.425448 |
11 | -0.395821 | -2.7423 | 0.995726 |
12 | 0.009003 | 0.0624 | 0.475262 |
13 | 0.002511 | 0.0174 | 0.493097 |
14 | 0.055729 | 0.3861 | 0.350563 |
15 | -0.037782 | -0.2618 | 0.602688 |
16 | -0.01125 | -0.0779 | 0.530901 |