Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | -0.004398 | -0.0373 | 0.514832 |
2 | -0.255988 | -2.1721 | 0.98343 |
3 | -0.063296 | -0.5371 | 0.703567 |
4 | 0.061047 | 0.518 | 0.303022 |
5 | 0.091336 | 0.775 | 0.220435 |
6 | -0.101473 | -0.861 | 0.803958 |
7 | -0.117084 | -0.9935 | 0.838101 |
8 | 0.214029 | 1.8161 | 0.036759 |
9 | -0.070096 | -0.5948 | 0.723074 |
10 | -0.230817 | -1.9586 | 0.97298 |
11 | -0.166349 | -1.4115 | 0.9188 |
12 | 0.206992 | 1.7564 | 0.041638 |
13 | 0.080376 | 0.682 | 0.248711 |
14 | -0.117028 | -0.993 | 0.837987 |
15 | -0.151513 | -1.2856 | 0.898654 |
16 | 0.124793 | 1.0589 | 0.146592 |
17 | 0.11482 | 0.9743 | 0.16659 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.004398 | -0.0373 | 0.514832 |
1 | -0.256012 | -2.1723 | 0.983438 |
2 | -0.070455 | -0.5978 | 0.724085 |
3 | -0.006872 | -0.0583 | 0.523169 |
4 | 0.062765 | 0.5326 | 0.297984 |
5 | -0.095419 | -0.8097 | 0.789598 |
6 | -0.085885 | -0.7288 | 0.765744 |
7 | 0.187492 | 1.5909 | 0.058005 |
8 | -0.143012 | -1.2135 | 0.885547 |
9 | -0.173756 | -1.4744 | 0.927629 |
10 | -0.208764 | -1.7714 | 0.959639 |
11 | 0.12384 | 1.0508 | 0.148429 |
12 | -0.077647 | -0.6589 | 0.743956 |
13 | -0.051885 | -0.4403 | 0.669467 |
14 | -0.106231 | -0.9014 | 0.814808 |
15 | 0.049439 | 0.4195 | 0.338049 |
16 | 0.008134 | 0.069 | 0.472582 |
17 | -0.09988 | -0.8475 | 0.800239 |