Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.2841142.20070.015807
20.3550052.74990.003934
30.1863131.44320.077086
40.1783771.38170.086093
50.2514151.94740.028082
60.1847391.4310.078811
7-0.008919-0.06910.527425
80.1067650.8270.205757
90.0502870.38950.349135
100.0168380.13040.448333
11-0.010076-0.07810.530976
12-0.265097-2.05340.977801
13-0.062337-0.48290.684523
14-0.085395-0.66150.744577
150.0623640.48310.315403
16-0.077873-0.60320.725676
17-0.057745-0.44730.671862


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2841142.20070.015807
10.2983692.31120.012138
20.0367480.28470.388445
30.0352950.27340.392745
40.1736191.34490.091868
50.0533790.41350.340369
6-0.220211-1.70570.953386
70.0612970.47480.318326
80.0692640.53650.296794
9-0.107331-0.83140.795473
10-0.077367-0.59930.724379
11-0.255542-1.97940.973819
120.0767890.59480.277106
130.0485160.37580.354195
140.1591261.23260.111269
15-0.076767-0.59460.722837
160.0051170.03960.484258
170.1167640.90450.184687