Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.950864 | 10.2852 | 0 |
2 | 0.911178 | 9.8559 | 0 |
3 | 0.86483 | 9.3546 | 0 |
4 | 0.822477 | 8.8964 | 0 |
5 | 0.780154 | 8.4387 | 0 |
6 | 0.732545 | 7.9237 | 0 |
7 | 0.692303 | 7.4884 | 0 |
8 | 0.659188 | 7.1302 | 0 |
9 | 0.627391 | 6.7863 | 0 |
10 | 0.591696 | 6.4002 | 0 |
11 | 0.557784 | 6.0334 | 0 |
12 | 0.526044 | 5.69 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.950864 | 10.2852 | 0 |
2 | 0.07339 | 0.7938 | 0.214451 |
3 | -0.081546 | -0.8821 | 0.189777 |
4 | 0.005461 | 0.0591 | 0.4765 |
5 | -0.012663 | -0.137 | 0.445645 |
6 | -0.082922 | -0.8969 | 0.185798 |
7 | 0.041278 | 0.4465 | 0.328034 |
8 | 0.071869 | 0.7774 | 0.219251 |
9 | -0.004925 | -0.0533 | 0.478805 |
10 | -0.065276 | -0.7061 | 0.240775 |
11 | -0.003214 | -0.0348 | 0.486164 |
12 | 0.003258 | 0.0352 | 0.485972 |