Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.945875 | 7.3267 | 0 |
2 | 0.888171 | 6.8797 | 0 |
3 | 0.834078 | 6.4607 | 0 |
4 | 0.767736 | 5.9469 | 0 |
5 | 0.708534 | 5.4883 | 0 |
6 | 0.652193 | 5.0519 | 2e-06 |
7 | 0.584738 | 4.5294 | 1.4e-05 |
8 | 0.507962 | 3.9347 | 0.00011 |
9 | 0.430284 | 3.333 | 0.000738 |
10 | 0.346113 | 2.681 | 0.004733 |
11 | 0.25715 | 1.9919 | 0.025471 |
12 | 0.186169 | 1.4421 | 0.077242 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.945875 | 7.3267 | 0 |
2 | -0.061806 | -0.4787 | 0.316929 |
3 | 0.00493 | 0.0382 | 0.484832 |
4 | -0.148545 | -1.1506 | 0.127225 |
5 | 0.040999 | 0.3176 | 0.375955 |
6 | -0.021372 | -0.1655 | 0.434536 |
7 | -0.125199 | -0.9698 | 0.168023 |
8 | -0.142 | -1.0999 | 0.137879 |
9 | -0.062385 | -0.4832 | 0.315345 |
10 | -0.104013 | -0.8057 | 0.211805 |
11 | -0.106168 | -0.8224 | 0.207061 |
12 | 0.089993 | 0.6971 | 0.244221 |