Autocorrelation Function
Time lag kACF(k)T-STATP-value
016.92820
1-0.061895-0.42880.665013
2-0.019908-0.13790.554562
3-0.057043-0.39520.652779
4-0.039302-0.27230.606718
5-0.047137-0.32660.627295
6-0.205222-1.42180.919228
70.055960.38770.349974
80.0247860.17170.432188
90.1613651.1180.134572
10-0.027232-0.18870.574426
110.029760.20620.41876
12-0.351813-2.43740.990726
130.0067660.04690.481402
14-0.014951-0.10360.541035
15-0.023835-0.16510.565233
160.0312150.21630.414848


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.061895-0.42880.665013
1-0.02383-0.16510.56522
2-0.060043-0.4160.660365
3-0.047646-0.33010.62862
4-0.056229-0.38960.65071
5-0.220968-1.53090.933822
60.0163560.11330.455126
70.0075730.05250.479187
80.1412910.97890.166271
9-0.022766-0.15770.562334
100.0205610.14250.44366
11-0.403569-2.7960.99629
12-0.017741-0.12290.548654
13-0.033397-0.23140.591
140.0302120.20930.417545
15-0.031143-0.21580.584958
16-0.004671-0.03240.512841