Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.81020
10.1129010.88180.190678
2-0.035308-0.27580.608171
30.4053913.16620.001206
4-0.165741-1.29450.89981
50.0067050.05240.479203
60.4725413.69070.000239
7-0.123928-0.96790.831544
8-0.076504-0.59750.723813
90.2927282.28630.012862
10-0.247857-1.93580.971236
110.0291350.22750.410379
120.535954.18594.6e-05
13-0.082222-0.64220.738416
14-0.010074-0.07870.531228
150.2031511.58670.05888
16-0.240332-1.87710.967352


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1129010.88180.190678
1-0.048675-0.38020.647429
20.4214243.29140.00083
3-0.337178-2.63340.994652
40.2246991.7550.042144
50.2780362.17150.016895
6-0.149395-1.16680.876086
7-0.078005-0.60920.727685
80.0952670.74410.229848
9-0.144707-1.13020.868592
100.1621021.26610.105154
110.3406052.66020.004982
12-0.048512-0.37890.646959
13-0.102473-0.80030.78669
14-0.146884-1.14720.872111
150.0995650.77760.219897
16-0.106204-0.82950.794967