Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.84266 | 6.5814 | 0 |
2 | 0.636226 | 4.9691 | 3e-06 |
3 | 0.529187 | 4.1331 | 5.5e-05 |
4 | 0.548333 | 4.2826 | 3.3e-05 |
5 | 0.638853 | 4.9896 | 3e-06 |
6 | 0.683904 | 5.3415 | 1e-06 |
7 | 0.604917 | 4.7245 | 7e-06 |
8 | 0.459583 | 3.5895 | 0.000331 |
9 | 0.338687 | 2.6452 | 0.005184 |
10 | 0.317357 | 2.4786 | 0.007985 |
11 | 0.336308 | 2.6267 | 0.005444 |
12 | 0.346642 | 2.7074 | 0.004393 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.84266 | 6.5814 | 0 |
2 | -0.254719 | -1.9894 | 0.025572 |
3 | 0.262423 | 2.0496 | 0.022356 |
4 | 0.280867 | 2.1936 | 0.016041 |
5 | 0.269342 | 2.1036 | 0.019771 |
6 | 0.051683 | 0.4037 | 0.343939 |
7 | -0.161316 | -1.2599 | 0.106249 |
8 | -0.116504 | -0.9099 | 0.183222 |
9 | -0.127042 | -0.9922 | 0.162503 |
10 | 0.018476 | 0.1443 | 0.44287 |
11 | -0.146335 | -1.1429 | 0.12877 |
12 | 0.015751 | 0.123 | 0.451247 |