Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.881355 | 8.0777 | 0 |
2 | 0.781633 | 7.1638 | 0 |
3 | 0.697433 | 6.3921 | 0 |
4 | 0.70222 | 6.436 | 0 |
5 | 0.715853 | 6.5609 | 0 |
6 | 0.700034 | 6.4159 | 0 |
7 | 0.653334 | 5.9879 | 0 |
8 | 0.576146 | 5.2805 | 0 |
9 | 0.540921 | 4.9576 | 2e-06 |
10 | 0.559812 | 5.1308 | 1e-06 |
11 | 0.590008 | 5.4075 | 0 |
12 | 0.62465 | 5.725 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.881355 | 8.0777 | 0 |
2 | 0.021714 | 0.199 | 0.421366 |
3 | 0.01953 | 0.179 | 0.429186 |
4 | 0.3594 | 3.294 | 0.000724 |
5 | 0.121024 | 1.1092 | 0.135254 |
6 | -0.060853 | -0.5577 | 0.289258 |
7 | -0.007809 | -0.0716 | 0.471558 |
8 | -0.142311 | -1.3043 | 0.097846 |
9 | 0.059026 | 0.541 | 0.294976 |
10 | 0.204981 | 1.8787 | 0.031878 |
11 | 0.035898 | 0.329 | 0.371485 |
12 | 0.192314 | 1.7626 | 0.040804 |