Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.570374 | -10.792 | 0 |
2 | 0.184937 | 3.4992 | 0.000263 |
3 | -0.122624 | -2.3201 | 0.010447 |
4 | 0.059094 | 1.1181 | 0.132136 |
5 | -0.033502 | -0.6339 | 0.263277 |
6 | 0.069254 | 1.3103 | 0.09546 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.570374 | -10.792 | 0 |
2 | -0.208086 | -3.9372 | 5e-05 |
3 | -0.176429 | -3.3382 | 0.000466 |
4 | -0.111244 | -2.1048 | 0.018001 |
5 | -0.081384 | -1.5399 | 0.062238 |
6 | 0.02778 | 0.5256 | 0.299738 |