Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | -0.232367 | -1.9717 | 0.973757 |
2 | -0.047539 | -0.4034 | 0.65607 |
3 | -0.149316 | -1.267 | 0.895378 |
4 | -0.036192 | -0.3071 | 0.620172 |
5 | -0.008058 | -0.0684 | 0.527161 |
6 | 0.125547 | 1.0653 | 0.14515 |
7 | 0.024981 | 0.212 | 0.416365 |
8 | 0.030508 | 0.2589 | 0.398238 |
9 | -0.262033 | -2.2234 | 0.985337 |
10 | -0.080096 | -0.6796 | 0.750543 |
11 | 0.060047 | 0.5095 | 0.305974 |
12 | 0.282315 | 2.3955 | 0.009599 |
13 | 0.132652 | 1.1256 | 0.132038 |
14 | -0.195454 | -1.6585 | 0.949214 |
15 | -0.085473 | -0.7253 | 0.764679 |
16 | -0.11721 | -0.9946 | 0.838359 |
17 | 0.020841 | 0.1768 | 0.430065 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.232367 | -1.9717 | 0.973757 |
1 | -0.107329 | -0.9107 | 0.817258 |
2 | -0.199429 | -1.6922 | 0.952535 |
3 | -0.146662 | -1.2445 | 0.891318 |
4 | -0.104563 | -0.8872 | 0.811049 |
5 | 0.05055 | 0.4289 | 0.334629 |
6 | 0.042465 | 0.3603 | 0.35983 |
7 | 0.065008 | 0.5516 | 0.291462 |
8 | -0.222637 | -1.8891 | 0.96855 |
9 | -0.218162 | -1.8512 | 0.965877 |
10 | -0.082834 | -0.7029 | 0.757798 |
11 | 0.209685 | 1.7792 | 0.039711 |
12 | 0.27964 | 2.3728 | 0.010163 |
13 | -0.06441 | -0.5465 | 0.706807 |
14 | -0.0822 | -0.6975 | 0.756128 |
15 | -0.132839 | -1.1272 | 0.868294 |
16 | -0.058596 | -0.4972 | 0.689719 |
17 | -0.13193 | -1.1195 | 0.866669 |