Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | -0.43127 | -2.9566 | 0.997574 |
2 | -0.158641 | -1.0876 | 0.858839 |
3 | 0.172944 | 1.1856 | 0.120861 |
4 | -0.080051 | -0.5488 | 0.70713 |
5 | -0.063258 | -0.4337 | 0.666746 |
6 | 0.224908 | 1.5419 | 0.064903 |
7 | -0.230714 | -1.5817 | 0.939787 |
8 | 0.002789 | 0.0191 | 0.492412 |
9 | 0.253341 | 1.7368 | 0.044485 |
10 | -0.197625 | -1.3548 | 0.909028 |
11 | 0.044562 | 0.3055 | 0.380666 |
12 | -0.064926 | -0.4451 | 0.670858 |
13 | -0.050452 | -0.3459 | 0.634513 |
14 | 0.21115 | 1.4476 | 0.077187 |
15 | -0.116791 | -0.8007 | 0.786328 |
16 | -0.168764 | -1.157 | 0.873439 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.43127 | -2.9566 | 0.997574 |
1 | -0.423382 | -2.9026 | 0.99719 |
2 | -0.160205 | -1.0983 | 0.861168 |
3 | -0.175153 | -1.2008 | 0.882075 |
4 | -0.212268 | -1.4552 | 0.923875 |
5 | 0.085403 | 0.5855 | 0.280508 |
6 | -0.130213 | -0.8927 | 0.811715 |
7 | -0.139851 | -0.9588 | 0.82871 |
8 | 0.132005 | 0.905 | 0.185046 |
9 | 0.027753 | 0.1903 | 0.424962 |
10 | 0.12385 | 0.8491 | 0.200072 |
11 | -0.138683 | -0.9508 | 0.826706 |
12 | -0.163896 | -1.1236 | 0.866558 |
13 | 0.094132 | 0.6453 | 0.260923 |
14 | -0.083497 | -0.5724 | 0.715121 |
15 | -0.203485 | -1.395 | 0.915217 |
16 | 0.016552 | 0.1135 | 0.455069 |