Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.726876 | 8.3512 | 0 |
2 | 0.474588 | 5.4526 | 0 |
3 | 0.242591 | 2.7872 | 0.003051 |
4 | -0.005761 | -0.0662 | 0.473662 |
5 | -0.144331 | -1.6582 | 0.049822 |
6 | -0.211878 | -2.4343 | 0.008129 |
7 | -0.133464 | -1.5334 | 0.063787 |
8 | 0.034676 | 0.3984 | 0.345489 |
9 | 0.252129 | 2.8967 | 0.002208 |
10 | 0.410636 | 4.7178 | 3e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.726876 | 8.3512 | 0 |
2 | -0.113985 | -1.3096 | 0.096305 |
3 | -0.126403 | -1.4523 | 0.074401 |
4 | -0.221135 | -2.5407 | 0.006111 |
5 | 0.001827 | 0.021 | 0.491643 |
6 | -0.020357 | -0.2339 | 0.407718 |
7 | 0.200597 | 2.3047 | 0.011373 |
8 | 0.184607 | 2.121 | 0.017897 |
9 | 0.24633 | 2.8301 | 0.002691 |
10 | 0.069163 | 0.7946 | 0.214131 |