Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.778923 | 3.4834 | 0.001172 |
2 | 0.500141 | 2.2367 | 0.018429 |
3 | 0.296886 | 1.3277 | 0.099614 |
4 | 0.245367 | 1.0973 | 0.14277 |
5 | 0.173542 | 0.7761 | 0.223384 |
6 | 0.060785 | 0.2718 | 0.394266 |
7 | -0.075513 | -0.3377 | 0.369552 |
8 | -0.092225 | -0.4124 | 0.342202 |
9 | -0.102682 | -0.4592 | 0.325519 |
10 | -0.111425 | -0.4983 | 0.311851 |
11 | -0.204348 | -0.9139 | 0.185835 |
12 | -0.331436 | -1.4822 | 0.076933 |
13 | -0.424616 | -1.8989 | 0.036048 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.778923 | 3.4834 | 0.001172 |
2 | -0.271003 | -1.212 | 0.119826 |
3 | 0.035207 | 0.1575 | 0.438234 |
4 | 0.203774 | 0.9113 | 0.186494 |
5 | -0.206736 | -0.9246 | 0.18311 |
6 | -0.086767 | -0.388 | 0.351045 |
7 | -0.07529 | -0.3367 | 0.369923 |
8 | 0.150173 | 0.6716 | 0.254763 |
9 | -0.174397 | -0.7799 | 0.222283 |
10 | -0.001356 | -0.0061 | 0.497611 |
11 | -0.165277 | -0.7391 | 0.234204 |
12 | -0.237999 | -1.0644 | 0.149924 |
13 | -0.057567 | -0.2574 | 0.399732 |