Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.901525 | 4.0317 | 0.000327 |
2 | 0.766992 | 3.4301 | 0.001325 |
3 | 0.60878 | 2.7225 | 0.006557 |
4 | 0.445973 | 1.9945 | 0.029957 |
5 | 0.292424 | 1.3078 | 0.102894 |
6 | 0.145675 | 0.6515 | 0.261077 |
7 | 0.003813 | 0.0171 | 0.493281 |
8 | -0.127099 | -0.5684 | 0.288044 |
9 | -0.241228 | -1.0788 | 0.146757 |
10 | -0.331355 | -1.4819 | 0.07698 |
11 | -0.390819 | -1.7478 | 0.047918 |
12 | -0.424312 | -1.8976 | 0.036141 |
13 | -0.436781 | -1.9533 | 0.032456 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.901525 | 4.0317 | 0.000327 |
2 | -0.244348 | -1.0928 | 0.143745 |
3 | -0.178075 | -0.7964 | 0.217583 |
4 | -0.092324 | -0.4129 | 0.342041 |
5 | -0.047517 | -0.2125 | 0.416932 |
6 | -0.094938 | -0.4246 | 0.337839 |
7 | -0.120011 | -0.5367 | 0.298696 |
8 | -0.088664 | -0.3965 | 0.347961 |
9 | -0.065652 | -0.2936 | 0.386042 |
10 | -0.039662 | -0.1774 | 0.4305 |
11 | -0.009818 | -0.0439 | 0.482706 |
12 | -0.03511 | -0.157 | 0.438403 |
13 | -0.046839 | -0.2095 | 0.418101 |