Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.705659 | 9.6497 | 0 |
2 | 0.53662 | 7.3382 | 0 |
3 | 0.506422 | 6.9252 | 0 |
4 | 0.451951 | 6.1803 | 0 |
5 | 0.31378 | 4.2909 | 1.4e-05 |
6 | 0.190546 | 2.6057 | 0.004954 |
7 | 0.350658 | 4.7952 | 2e-06 |
8 | 0.463151 | 6.3335 | 0 |
9 | 0.482753 | 6.6015 | 0 |
10 | 0.501499 | 6.8579 | 0 |
11 | 0.62247 | 8.5122 | 0 |
12 | 0.781462 | 10.6863 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.705659 | 9.6497 | 0 |
2 | 0.077016 | 1.0532 | 0.14681 |
3 | 0.205518 | 2.8104 | 0.002737 |
4 | 0.032645 | 0.4464 | 0.327906 |
5 | -0.135586 | -1.8541 | 0.032649 |
6 | -0.110941 | -1.5171 | 0.065466 |
7 | 0.441646 | 6.0394 | 0 |
8 | 0.247495 | 3.3844 | 0.000434 |
9 | 0.186284 | 2.5474 | 0.005829 |
10 | 0.060765 | 0.831 | 0.203531 |
11 | 0.203169 | 2.7783 | 0.003011 |
12 | 0.435068 | 5.9495 | 0 |