Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.34850
10.9195326.75720
20.8413086.18230
30.7663215.63130
40.6942275.10152e-06
50.6267744.60581.3e-05
60.5624444.13316.3e-05
70.501583.68580.000265
80.4423473.25060.000993
90.3813482.80230.003515
100.3230872.37420.010586
110.2696621.98160.026312
120.2240181.64620.052767
130.1826511.34220.092572
140.1458711.07190.144259
150.1134510.83370.204063
160.0843950.62020.268875


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.9195326.75720
1-0.027391-0.20130.579383
2-0.02133-0.15670.561985
3-0.023193-0.17040.567347
4-0.011674-0.08580.534023
5-0.02002-0.14710.558205
6-0.017151-0.1260.549913
7-0.02826-0.20770.581864
8-0.050644-0.37220.644384
9-0.024702-0.18150.571682
10-0.011132-0.08180.532448
110.0097670.07180.471525
12-0.009076-0.06670.526466
13-0.004488-0.0330.513093
14-0.00345-0.02540.510067
15-0.006484-0.04760.518913
16-0.007403-0.05440.521592