Autocorrelation Function
Time lag kACF(k)T-STATP-value
0160
10.6990974.19468.5e-05
20.4348462.60910.00657
30.4316712.590.006883
40.3861152.31670.013162
50.3021931.81320.039076
60.2423751.45420.07727
70.1705571.02330.156488
8-0.000733-0.00440.501742
9-0.041143-0.24690.59679
100.0808870.48530.315195
11-0.008818-0.05290.520951
12-0.1908-1.14480.870077
13-0.20071-1.20430.881826
14-0.135246-0.81150.788788
15-0.130645-0.78390.780878
16-0.14365-0.86190.802776


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.6990974.19468.5e-05
1-0.105408-0.63240.734455
20.3348962.00940.02602
3-0.085686-0.51410.694843
40.0762020.45720.325133
5-0.053379-0.32030.624694
6-0.048231-0.28940.613026
7-0.278839-1.6730.948505
80.1448180.86890.195328
90.1302070.78120.219885
10-0.233864-1.40320.915436
11-0.112521-0.67510.748045
120.0091870.05510.478173
130.0740170.44410.329815
14-0.002719-0.01630.506463
15-0.035686-0.21410.584167
16-0.098429-0.59060.720753