Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.914276 | 5.4857 | 2e-06 |
2 | 0.790996 | 4.746 | 1.6e-05 |
3 | 0.649941 | 3.8996 | 0.000202 |
4 | 0.494828 | 2.969 | 0.002644 |
5 | 0.345083 | 2.0705 | 0.022818 |
6 | 0.18721 | 1.1233 | 0.134381 |
7 | 0.048668 | 0.292 | 0.385979 |
8 | -0.080152 | -0.4809 | 0.316744 |
9 | -0.211395 | -1.2684 | 0.106403 |
10 | -0.275725 | -1.6544 | 0.053375 |
11 | -0.303663 | -1.822 | 0.038387 |
12 | -0.317021 | -1.9021 | 0.032589 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.914276 | 5.4857 | 2e-06 |
2 | -0.273646 | -1.6419 | 0.054662 |
3 | -0.13805 | -0.8283 | 0.20648 |
4 | -0.147327 | -0.884 | 0.191291 |
5 | -0.038374 | -0.2302 | 0.409604 |
6 | -0.178404 | -1.0704 | 0.145776 |
7 | 0.017529 | 0.1052 | 0.45841 |
8 | -0.115228 | -0.6914 | 0.246885 |
9 | -0.176186 | -1.0571 | 0.148751 |
10 | 0.304181 | 1.8251 | 0.038147 |
11 | 0.000862 | 0.0052 | 0.49795 |
12 | -0.117091 | -0.7025 | 0.243429 |