Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.68110
1-0.389102-2.98880.997961
2-0.00923-0.07090.528141
30.0979650.75250.227377
4-0.192469-1.47840.927688
50.1070090.8220.207206
60.0505090.3880.349717
7-0.138571-1.06440.854253
80.0833910.64050.262152
9-0.109455-0.84070.798057
100.1662661.27710.103283
110.0741540.56960.285561
12-0.33308-2.55840.993449
130.1405491.07960.142361
14-0.088608-0.68060.75061
15-0.074647-0.57340.715714
160.1205380.92590.179143
17-0.058944-0.45280.673807


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.389102-2.98880.997961
1-0.189289-1.4540.924372
20.0244940.18810.425707
3-0.170846-1.31230.902749
4-0.033912-0.26050.6023
50.0634330.48720.313949
6-0.080561-0.61880.730785
7-0.031754-0.24390.595925
8-0.121664-0.93450.823078
90.134551.03350.152794
100.1833961.40870.082087
11-0.262532-2.01650.975849
12-0.143865-1.10510.863188
13-0.113882-0.87470.807369
14-0.142409-1.09390.860769
15-0.147761-1.1350.869511
16-0.050053-0.38450.648992
170.0954670.73330.233141