Autocorrelation Function
Time lag kACF(k)T-STATP-value
0111.83220
10.317953.7620.000124
20.1026291.21430.113335
30.0979111.15850.124317
4-0.063666-0.75330.773736
5-0.234806-2.77830.996892
6-0.129779-1.53560.93655
7-0.074969-0.8870.811713
8-0.07924-0.93760.824962
9-0.009676-0.11450.545493
100.1015141.20110.115865
110.138321.63660.051978
120.1412961.67180.048395
130.2109522.4960.00686
140.1395771.65150.050439
15-0.076897-0.90990.817769
16-0.003376-0.03990.515905
17-0.038346-0.45370.67463
180.0503750.5960.276053
190.0940561.11290.133833
200.1187751.40540.081065


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.317953.7620.000124
10.0017090.02020.491946
20.0720790.85290.197599
3-0.129135-1.52790.935608
4-0.207224-2.45190.992279
50.0026170.0310.48767
6-0.003166-0.03750.514913
7-0.017184-0.20330.580411
80.0056410.06670.473442
90.0666140.78820.215959
100.0836390.98960.16203
110.0649450.76840.221762
120.1312371.55280.061362
130.0269770.31920.375028
14-0.139605-1.65180.949595
150.0843190.99770.16008
16-0.007606-0.090.53579
170.2055122.43170.008147
180.0921871.09080.138625
190.0453590.53670.296167
200.0201190.23810.406094