Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.970536 | 14.6548 | 0 |
2 | 0.953254 | 14.3938 | 0 |
3 | 0.929701 | 14.0382 | 0 |
4 | 0.907669 | 13.7055 | 0 |
5 | 0.889238 | 13.4272 | 0 |
6 | 0.875 | 13.2122 | 0 |
7 | 0.866622 | 13.0857 | 0 |
8 | 0.86308 | 13.0322 | 0 |
9 | 0.861398 | 13.0068 | 0 |
10 | 0.861696 | 13.0113 | 0 |
11 | 0.85583 | 12.9228 | 0 |
12 | 0.855178 | 12.9129 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.970536 | 14.6548 | 0 |
2 | 0.194855 | 2.9422 | 0.001797 |
3 | -0.077118 | -1.1645 | 0.122729 |
4 | -0.02046 | -0.3089 | 0.378823 |
5 | 0.064142 | 0.9685 | 0.166906 |
6 | 0.092037 | 1.3897 | 0.082983 |
7 | 0.120651 | 1.8218 | 0.034899 |
8 | 0.117851 | 1.7795 | 0.038244 |
9 | 0.065544 | 0.9897 | 0.161686 |
10 | 0.059279 | 0.8951 | 0.18584 |
11 | -0.070239 | -1.0606 | 0.145001 |
12 | 0.089856 | 1.3568 | 0.088094 |