Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.556102 | 4.7187 | 6e-06 |
2 | 0.447654 | 3.7985 | 0.000151 |
3 | 0.146963 | 1.247 | 0.108216 |
4 | 0.081088 | 0.6881 | 0.246815 |
5 | 0.011663 | 0.099 | 0.460721 |
6 | 0.081227 | 0.6892 | 0.246446 |
7 | 0.123582 | 1.0486 | 0.148929 |
8 | 0.193319 | 1.6404 | 0.052645 |
9 | 0.275735 | 2.3397 | 0.011038 |
10 | 0.34328 | 2.9128 | 0.002383 |
11 | 0.37245 | 3.1603 | 0.001153 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.556102 | 4.7187 | 6e-06 |
1 | 0.200369 | 1.7002 | 0.046706 |
2 | -0.246636 | -2.0928 | 0.980053 |
3 | 0.01098 | 0.0932 | 0.463013 |
4 | 0.053073 | 0.4503 | 0.326909 |
5 | 0.106786 | 0.9061 | 0.18395 |
6 | 0.077033 | 0.6537 | 0.25771 |
7 | 0.070086 | 0.5947 | 0.276954 |
8 | 0.163466 | 1.3871 | 0.084853 |
9 | 0.159441 | 1.3529 | 0.09016 |
10 | 0.111062 | 0.9424 | 0.174571 |
11 | 0.141234 | 1.1984 | 0.117343 |