Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.81020
10.7153865.58730
20.314122.45340.008513
3-0.032114-0.25080.5986
4-0.265938-2.0770.978992
5-0.339972-2.65530.994952
6-0.346009-2.70240.995548
7-0.32532-2.54080.99319
8-0.280506-2.19080.983852
9-0.126278-0.98630.836049
100.0860610.67220.252011
110.3692332.88380.002711
120.5410524.22574e-05
130.3965153.09690.001477
140.1319061.03020.153487
15-0.100134-0.78210.781401
16-0.212547-1.660.948981


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.7153865.58730
1-0.40485-3.1620.998779
2-0.142536-1.11320.865014
3-0.128466-1.00340.840173
4-0.010039-0.07840.531121
5-0.166137-1.29760.90034
6-0.134037-1.04690.850352
7-0.104775-0.81830.79182
80.1560441.21870.113816
90.0775520.60570.27348
100.3344642.61220.005655
110.0425510.33230.370388
12-0.325782-2.54440.993254
13-0.029117-0.22740.589568
140.0800880.62550.266985
150.0914270.71410.238954
16-0.046091-0.360.639947