Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.68110
10.3625242.78460.003596
20.4042463.10510.001461
30.4462633.42780.000558
40.2898022.2260.014923
50.3329012.55710.006574
60.2233291.71540.045758
70.2365821.81720.037131
80.198191.52230.066634
90.0832960.63980.262388
100.1879921.4440.077015
11-0.007714-0.05930.523524
120.0271650.20870.417717
130.1163960.89410.187462
14-0.054821-0.42110.662389
150.042350.32530.373054
16-0.066315-0.50940.693804


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3625242.78460.003596
10.3141022.41270.009481
20.2961822.2750.013277
30.0220910.16970.43292
40.0818270.62850.266043
5-0.060105-0.46170.676994
60.0327220.25130.401212
7-0.011212-0.08610.53417
8-0.103217-0.79280.784472
90.0742430.57030.285328
10-0.157584-1.21040.884529
11-0.02886-0.22170.587336
120.1106540.850.199394
13-0.062744-0.48190.684185
140.0308790.23720.406667
15-0.1001-0.76890.777484
160.143361.10120.137648