Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.519492 | 3.5991 | 0.000377 |
2 | 0.614779 | 4.2593 | 4.7e-05 |
3 | 0.657379 | 4.5545 | 1.8e-05 |
4 | 0.353614 | 2.4499 | 0.008994 |
5 | 0.403817 | 2.7977 | 0.003693 |
6 | 0.337202 | 2.3362 | 0.011852 |
7 | 0.116608 | 0.8079 | 0.211572 |
8 | 0.202962 | 1.4062 | 0.083058 |
9 | 0.038017 | 0.2634 | 0.396688 |
10 | 0.027666 | 0.1917 | 0.424403 |
11 | 0.08391 | 0.5813 | 0.281865 |
12 | -0.063451 | -0.4396 | 0.331098 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.519492 | 3.5991 | 0.000377 |
2 | 0.472393 | 3.2728 | 0.000989 |
3 | 0.429254 | 2.974 | 0.002294 |
4 | -0.290359 | -2.0117 | 0.024944 |
5 | -0.217548 | -1.5072 | 0.069154 |
6 | -0.021898 | -0.1517 | 0.440025 |
7 | -0.121794 | -0.8438 | 0.201479 |
8 | 0.049696 | 0.3443 | 0.36606 |
9 | -0.080936 | -0.5607 | 0.288791 |
10 | 0.118103 | 0.8182 | 0.208631 |
11 | 0.164134 | 1.1372 | 0.13056 |
12 | -0.061246 | -0.4243 | 0.336612 |