Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.971988 | 11.1673 | 0 |
2 | 0.941231 | 10.8139 | 0 |
3 | 0.910309 | 10.4587 | 0 |
4 | 0.879423 | 10.1038 | 0 |
5 | 0.851598 | 9.7841 | 0 |
6 | 0.818985 | 9.4094 | 0 |
7 | 0.786507 | 9.0363 | 0 |
8 | 0.763775 | 8.7751 | 0 |
9 | 0.745909 | 8.5698 | 0 |
10 | 0.734473 | 8.4385 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.971988 | 11.1673 | 0 |
2 | -0.063904 | -0.7342 | 0.232064 |
3 | -0.016463 | -0.1891 | 0.425135 |
4 | -0.01537 | -0.1766 | 0.430049 |
5 | 0.039163 | 0.45 | 0.326742 |
6 | -0.107608 | -1.2363 | 0.109266 |
7 | -0.006624 | -0.0761 | 0.469726 |
8 | 0.160877 | 1.8483 | 0.033396 |
9 | 0.062785 | 0.7213 | 0.235988 |
10 | 0.088785 | 1.0201 | 0.154783 |