Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | -0.257372 | -2.1839 | 0.983885 |
2 | -0.190883 | -1.6197 | 0.945165 |
3 | 0.150998 | 1.2813 | 0.102107 |
4 | -0.06813 | -0.5781 | 0.717499 |
5 | 0.002123 | 0.018 | 0.49284 |
6 | 0.150818 | 1.2797 | 0.102374 |
7 | -0.147515 | -1.2517 | 0.892636 |
8 | 0.004284 | 0.0364 | 0.485551 |
9 | 0.12404 | 1.0525 | 0.148041 |
10 | -0.098364 | -0.8347 | 0.796662 |
11 | 0.158512 | 1.345 | 0.09142 |
12 | -0.10643 | -0.9031 | 0.815255 |
13 | -0.182601 | -1.5494 | 0.937168 |
14 | -0.019204 | -0.163 | 0.564495 |
15 | 0.122493 | 1.0394 | 0.151052 |
16 | -0.010049 | -0.0853 | 0.533858 |
17 | -0.091762 | -0.7786 | 0.780625 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.257372 | -2.1839 | 0.983885 |
1 | -0.275363 | -2.3365 | 0.988875 |
2 | 0.020246 | 0.1718 | 0.432041 |
3 | -0.075921 | -0.6442 | 0.739258 |
4 | 0.004138 | 0.0351 | 0.486043 |
5 | 0.138862 | 1.1783 | 0.121281 |
6 | -0.057541 | -0.4883 | 0.686573 |
7 | 0.000667 | 0.0057 | 0.497749 |
8 | 0.070007 | 0.594 | 0.277176 |
9 | -0.02213 | -0.1878 | 0.57421 |
10 | 0.182422 | 1.5479 | 0.063015 |
11 | -0.074894 | -0.6355 | 0.73644 |
12 | -0.159482 | -1.3532 | 0.909895 |
13 | -0.243056 | -2.0624 | 0.978611 |
14 | -0.034751 | -0.2949 | 0.615531 |
15 | 0.026145 | 0.2219 | 0.412529 |
16 | -0.102762 | -0.872 | 0.806936 |
17 | -0.14792 | -1.2551 | 0.893257 |