Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | -0.031368 | -0.243 | 0.595573 |
2 | -0.160953 | -1.2467 | 0.89133 |
3 | -0.006859 | -0.0531 | 0.521097 |
4 | -0.051638 | -0.4 | 0.654708 |
5 | -0.133554 | -1.0345 | 0.847474 |
6 | 0.132374 | 1.0254 | 0.154654 |
7 | 0.243642 | 1.8872 | 0.031984 |
8 | -0.097313 | -0.7538 | 0.773036 |
9 | -0.07235 | -0.5604 | 0.71136 |
10 | -0.071103 | -0.5508 | 0.70808 |
11 | 0.116475 | 0.9022 | 0.185276 |
12 | -0.125116 | -0.9691 | 0.831819 |
13 | -0.059327 | -0.4595 | 0.676249 |
14 | 0.108548 | 0.8408 | 0.201897 |
15 | 0.063085 | 0.4887 | 0.313434 |
16 | -0.090156 | -0.6983 | 0.756171 |
17 | -0.026345 | -0.2041 | 0.580503 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.031368 | -0.243 | 0.595573 |
1 | -0.162096 | -1.2556 | 0.892934 |
2 | -0.018309 | -0.1418 | 0.556152 |
3 | -0.08091 | -0.6267 | 0.733393 |
4 | -0.147888 | -1.1455 | 0.871732 |
5 | 0.10276 | 0.796 | 0.214592 |
6 | 0.21768 | 1.6861 | 0.048481 |
7 | -0.052837 | -0.4093 | 0.658102 |
8 | -0.02304 | -0.1785 | 0.570521 |
9 | -0.099349 | -0.7696 | 0.777708 |
10 | 0.166985 | 1.2935 | 0.100404 |
11 | -0.122818 | -0.9513 | 0.827377 |
12 | -0.130335 | -1.0096 | 0.841623 |
13 | 0.025175 | 0.195 | 0.423025 |
14 | 0.10843 | 0.8399 | 0.20215 |
15 | -0.025877 | -0.2004 | 0.579095 |
16 | -0.07351 | -0.5694 | 0.714396 |
17 | -0.076213 | -0.5903 | 0.72141 |