Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.563581 | -10.7524 | 0 |
2 | 0.044775 | 0.8543 | 0.196761 |
3 | -0.010808 | -0.2062 | 0.41837 |
4 | -0.028004 | -0.5343 | 0.296736 |
5 | 0.525509 | 10.0261 | 0 |
6 | -0.92524 | -17.6525 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.563581 | -10.7524 | 0 |
2 | -0.399851 | -7.6287 | 0 |
3 | -0.350323 | -6.6837 | 0 |
4 | -0.408021 | -7.7845 | 0 |
5 | 0.686804 | 13.1034 | 0 |
6 | -0.678508 | -12.9451 | 0 |