Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.923907 | 7.8396 | 0 |
2 | 0.847565 | 7.1918 | 0 |
3 | 0.761347 | 6.4602 | 0 |
4 | 0.691749 | 5.8697 | 0 |
5 | 0.633577 | 5.3761 | 0 |
6 | 0.58784 | 4.988 | 2e-06 |
7 | 0.563297 | 4.7797 | 5e-06 |
8 | 0.541104 | 4.5914 | 9e-06 |
9 | 0.520484 | 4.4165 | 1.7e-05 |
10 | 0.491995 | 4.1747 | 4.1e-05 |
11 | 0.453454 | 3.8477 | 0.000128 |
12 | 0.379677 | 3.2217 | 0.000957 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.923907 | 7.8396 | 0 |
2 | -0.04125 | -0.35 | 0.363674 |
3 | -0.108898 | -0.924 | 0.179279 |
4 | 0.065927 | 0.5594 | 0.288808 |
5 | 0.041502 | 0.3522 | 0.362874 |
6 | 0.034416 | 0.292 | 0.385552 |
7 | 0.116987 | 0.9927 | 0.162099 |
8 | 0.002141 | 0.0182 | 0.492777 |
9 | -0.005985 | -0.0508 | 0.47982 |
10 | -0.034616 | -0.2937 | 0.384908 |
11 | -0.065187 | -0.5531 | 0.290944 |
12 | -0.247414 | -2.0994 | 0.019645 |