Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.24620
10.3584112.95550.002143
20.3907983.22260.000976
30.4173953.44190.000496
40.1975021.62860.054006
50.2913822.40280.009502
60.239011.97090.026402
70.0104470.08620.465799
80.1286781.06110.146198
90.0669160.55180.291445
100.0090370.07450.470406
110.0561810.46330.322323
12-0.100611-0.82970.795183
13-0.047363-0.39060.65133
140.0470170.38770.349719
150.0192490.15870.437177
16-0.032566-0.26850.605455
170.1038540.85640.197391
180.0369470.30470.380772


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3584112.95550.002143
10.3010062.48220.007767
20.2669842.20160.015545
3-0.082473-0.68010.750622
40.0921710.76010.224922
50.04750.39170.348255
6-0.214897-1.77210.95957
70.0005960.00490.498046
80.0322080.26560.395679
90.0049360.04070.483825
10-0.019045-0.15710.562166
11-0.127322-1.04990.851265
120.0181360.14960.440781
130.1085590.89520.18692
140.1094480.90250.184981
15-0.098569-0.81280.790421
160.1349251.11260.134895
170.0529580.43670.331856
18-0.029475-0.24310.595653