Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | -0.306808 | -2.3765 | 0.989658 |
2 | -0.330561 | -2.5605 | 0.993507 |
3 | 0.37212 | 2.8824 | 0.002735 |
4 | -0.421655 | -3.2661 | 0.999098 |
5 | -0.067076 | -0.5196 | 0.697361 |
6 | 0.594505 | 4.605 | 1.1e-05 |
7 | -0.23651 | -1.832 | 0.964042 |
8 | -0.262015 | -2.0296 | 0.976578 |
9 | 0.338216 | 2.6198 | 0.005563 |
10 | -0.370596 | -2.8706 | 0.997174 |
11 | -0.134244 | -1.0398 | 0.848708 |
12 | 0.719891 | 5.5763 | 0 |
13 | -0.304344 | -2.3574 | 0.98916 |
14 | -0.206843 | -1.6022 | 0.942818 |
15 | 0.327865 | 2.5396 | 0.006853 |
16 | -0.408718 | -3.1659 | 0.998785 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.306808 | -2.3765 | 0.989658 |
1 | -0.468823 | -3.6315 | 0.999708 |
2 | 0.112222 | 0.8693 | 0.194081 |
3 | -0.540745 | -4.1886 | 0.999953 |
4 | -0.343208 | -2.6585 | 0.994976 |
5 | 0.163238 | 1.2644 | 0.105482 |
6 | 0.132417 | 1.0257 | 0.154576 |
7 | -0.247062 | -1.9137 | 0.969786 |
8 | 0.008573 | 0.0664 | 0.473639 |
9 | -0.214819 | -1.664 | 0.949334 |
10 | -0.403295 | -3.1239 | 0.998626 |
11 | 0.237597 | 1.8404 | 0.035327 |
12 | 0.079136 | 0.613 | 0.2711 |
13 | 0.011536 | 0.0894 | 0.464549 |
14 | -0.046704 | -0.3618 | 0.640602 |
15 | 0.075528 | 0.585 | 0.280359 |
16 | 0.077448 | 0.5999 | 0.275413 |