Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.42610
10.1085760.91490.181677
2-0.053514-0.45090.673288
30.1318151.11070.135223
4-0.023439-0.19750.578
5-0.149072-1.25610.893401
6-0.007258-0.06120.524296
7-0.045352-0.38210.648253
80.1210531.020.155593
90.0087510.07370.470712
100.1143260.96330.169326
110.2379042.00460.024409
120.024330.2050.419077
13-0.191852-1.61660.944797
14-0.005117-0.04310.517137
15-0.226312-1.90690.969712
16-0.152848-1.28790.899023
17-0.128316-1.08120.858369


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1085760.91490.181677
1-0.066082-0.55680.710297
20.1475611.24340.108911
3-0.062811-0.52930.70086
4-0.124259-1.0470.85068
50.0021560.01820.49278
6-0.055281-0.46580.678609
70.1805671.52150.06629
8-0.049705-0.41880.661695
90.1475111.24290.108988
100.1730111.45780.07465
11-0.017905-0.15090.559748
12-0.174248-1.46820.926772
13-0.033592-0.28310.611021
14-0.223528-1.88350.968135
15-0.028782-0.24250.595464
16-0.159161-1.34110.907921
170.0854650.72010.236901