Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | -0.027722 | -0.2147 | 0.584648 |
2 | -0.157887 | -1.223 | 0.886941 |
3 | -0.001689 | -0.0131 | 0.505197 |
4 | 0.019785 | 0.1533 | 0.439355 |
5 | 0.07996 | 0.6194 | 0.269009 |
6 | -0.199372 | -1.5443 | 0.936117 |
7 | 0.056404 | 0.4369 | 0.331876 |
8 | -0.195829 | -1.5169 | 0.932726 |
9 | -0.204927 | -1.5874 | 0.941156 |
10 | 0.201125 | 1.5579 | 0.062257 |
11 | 0.190052 | 1.4721 | 0.073106 |
12 | -0.027597 | -0.2138 | 0.584271 |
13 | -0.124832 | -0.9669 | 0.831273 |
14 | 0.000519 | 0.004 | 0.498402 |
15 | 0.118193 | 0.9155 | 0.181792 |
16 | -0.12764 | -0.9887 | 0.836609 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.027722 | -0.2147 | 0.584648 |
1 | -0.158777 | -1.2299 | 0.888229 |
2 | -0.01146 | -0.0888 | 0.535219 |
3 | -0.00587 | -0.0455 | 0.518057 |
4 | 0.080461 | 0.6232 | 0.267742 |
5 | -0.198232 | -1.5355 | 0.935041 |
6 | 0.07718 | 0.5978 | 0.276101 |
7 | -0.278273 | -2.1555 | 0.982428 |
8 | -0.208046 | -1.6115 | 0.943843 |
9 | 0.120934 | 0.9368 | 0.176321 |
10 | 0.192861 | 1.4939 | 0.070222 |
11 | -0.0249 | -0.1929 | 0.576147 |
12 | -0.013309 | -0.1031 | 0.540883 |
13 | -0.100923 | -0.7817 | 0.781281 |
14 | -0.001092 | -0.0085 | 0.50336 |
15 | -0.16211 | -1.2557 | 0.892953 |
16 | -0.045963 | -0.356 | 0.638466 |