Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.524437 | 7.4167 | 0 |
2 | 0.530031 | 7.4958 | 0 |
3 | 0.619105 | 8.7555 | 0 |
4 | 0.374317 | 5.2936 | 0 |
5 | 0.423664 | 5.9915 | 0 |
6 | 0.349223 | 4.9388 | 1e-06 |
7 | 0.128294 | 1.8144 | 0.035561 |
8 | 0.131238 | 1.856 | 0.032463 |
9 | 0.059818 | 0.846 | 0.199296 |
10 | -0.059098 | -0.8358 | 0.202139 |
11 | -0.081615 | -1.1542 | 0.124895 |
12 | -0.261471 | -3.6978 | 0.00014 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.524437 | 7.4167 | 0 |
2 | 0.351736 | 4.9743 | 1e-06 |
3 | 0.400529 | 5.6643 | 0 |
4 | -0.137339 | -1.9423 | 0.026754 |
5 | 0.042046 | 0.5946 | 0.276386 |
6 | -0.091936 | -1.3002 | 0.097519 |
7 | -0.256753 | -3.631 | 0.000179 |
8 | -0.171392 | -2.4238 | 0.008123 |
9 | -0.048329 | -0.6835 | 0.247551 |
10 | -0.026522 | -0.3751 | 0.354 |
11 | -0.041831 | -0.5916 | 0.277401 |
12 | -0.24247 | -3.429 | 0.000368 |