Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.36660
1-0.475617-3.97930.999917
2-0.020099-0.16820.566528
3-0.000647-0.00540.502151
4-0.076451-0.63960.737751
50.1019430.85290.198308
6-0.019322-0.16170.56398
70.0123870.10360.458877
8-0.01196-0.10010.539711
9-0.00876-0.07330.52911
10-0.037922-0.31730.624011
110.0345390.2890.386727
120.0101630.0850.466242
130.0125070.10460.458479
14-0.005969-0.04990.519842
15-0.024709-0.20670.581588
160.0173330.1450.442557
17-0.017238-0.14420.557132


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.475617-3.97930.999917
1-0.318316-2.66320.995202
2-0.236769-1.9810.974237
3-0.303013-2.53520.993262
4-0.185843-1.55490.937757
5-0.148184-1.23980.890405
6-0.094776-0.7930.784758
7-0.074974-0.62730.733742
8-0.051574-0.43150.666285
9-0.115155-0.96350.830681
10-0.101625-0.85030.80096
11-0.08621-0.72130.763431
12-0.049526-0.41440.660061
13-0.030722-0.2570.601048
14-0.035904-0.30040.617617
15-0.012407-0.10380.541191
16-0.028636-0.23960.594325
17-0.070636-0.5910.721781