Autocorrelation Function
Time lag kACF(k)T-STATP-value
015.91610
1-0.309961-1.83380.962397
2-0.174967-1.03510.846144
30.4737882.8030.0041
4-0.203145-1.20180.88125
50.0923980.54660.294048
6-0.134993-0.79860.785055
70.0550460.32570.373312
80.2221491.31430.098655
9-0.271298-1.6050.941262
100.1618610.95760.172421
11-0.024246-0.14340.556619
12-0.068152-0.40320.655371
130.0668410.39540.347459
14-0.224771-1.32980.903901


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.309961-1.83380.962397
1-0.299851-1.77390.957613
20.3772572.23190.016062
30.0357370.21140.416892
40.2515171.4880.072854
5-0.390833-2.31220.986615
60.1016370.60130.275759
70.0666310.39420.347914
80.1664680.98480.165731
90.0188270.11140.455975
10-0.214079-1.26650.893153
11-0.029247-0.1730.568188
12-0.101516-0.60060.724004
13-0.014215-0.08410.53327
14-0.048876-0.28920.612916