Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | -0.131799 | -0.9036 | 0.814583 |
2 | -0.299446 | -2.0529 | 0.977164 |
3 | 0.119545 | 0.8196 | 0.208302 |
4 | 0.097299 | 0.6671 | 0.254001 |
5 | -0.007238 | -0.0496 | 0.519684 |
6 | -0.040308 | -0.2763 | 0.60825 |
7 | 0.182198 | 1.2491 | 0.108909 |
8 | -0.313264 | -2.1476 | 0.981535 |
9 | -0.210425 | -1.4426 | 0.922118 |
10 | 0.316759 | 2.1716 | 0.017484 |
11 | 0.203322 | 1.3939 | 0.084951 |
12 | -0.364148 | -2.4965 | 0.991946 |
13 | -0.163801 | -1.123 | 0.866421 |
14 | 0.100872 | 0.6915 | 0.246313 |
15 | 0.006673 | 0.0458 | 0.481852 |
16 | 0.061898 | 0.4243 | 0.336624 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.131799 | -0.9036 | 0.814583 |
1 | -0.322418 | -2.2104 | 0.984009 |
2 | 0.028234 | 0.1936 | 0.423676 |
3 | 0.029206 | 0.2002 | 0.421083 |
4 | 0.0677 | 0.4641 | 0.32235 |
5 | 0.003738 | 0.0256 | 0.489831 |
6 | 0.210197 | 1.441 | 0.078101 |
7 | -0.328519 | -2.2522 | 0.98549 |
8 | -0.247076 | -1.6939 | 0.951545 |
9 | 0.058207 | 0.399 | 0.345834 |
10 | 0.265267 | 1.8186 | 0.037675 |
11 | -0.196012 | -1.3438 | 0.907266 |
12 | -0.151645 | -1.0396 | 0.848083 |
13 | -0.229281 | -1.5719 | 0.938655 |
14 | 0.008214 | 0.0563 | 0.477666 |
15 | 0.099986 | 0.6855 | 0.248208 |
16 | 0.033164 | 0.2274 | 0.410566 |