Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.285856 | 3.8352 | 8.7e-05 |
2 | 0.036347 | 0.4877 | 0.313195 |
3 | 0.147017 | 1.9724 | 0.025046 |
4 | 0.187426 | 2.5146 | 0.006397 |
5 | -0.003235 | -0.0434 | 0.482714 |
6 | -0.217583 | -2.9192 | 0.001979 |
7 | -0.026964 | -0.3618 | 0.358976 |
8 | 0.149539 | 2.0063 | 0.023162 |
9 | 0.114916 | 1.5418 | 0.062445 |
10 | -0.030374 | -0.4075 | 0.342061 |
11 | 0.176949 | 2.374 | 0.009324 |
12 | 0.728102 | 9.7685 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.285856 | 3.8352 | 8.7e-05 |
2 | -0.049403 | -0.6628 | 0.254149 |
3 | 0.164005 | 2.2004 | 0.014527 |
4 | 0.110876 | 1.4876 | 0.069309 |
5 | -0.092106 | -1.2357 | 0.109084 |
6 | -0.227951 | -3.0583 | 0.001283 |
7 | 0.065163 | 0.8743 | 0.191571 |
8 | 0.147147 | 1.9742 | 0.024945 |
9 | 0.129265 | 1.7343 | 0.042291 |
10 | -0.036647 | -0.4917 | 0.311774 |
11 | 0.167483 | 2.247 | 0.012927 |
12 | 0.666831 | 8.9465 | 0 |