Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9210826.9540
20.8156026.15770
30.720415.4391e-06
40.622314.69838e-06
50.5326994.02188.6e-05
60.4116923.10820.001467
70.2670632.01630.024246
80.1531281.15610.126233
90.0647440.48880.313427
10-0.017236-0.13010.448462
11-0.090664-0.68450.248217
12-0.168583-1.27280.104133
13-0.226519-1.71020.046336
14-0.244314-1.84450.035152
15-0.260664-1.9680.026971
16-0.2977-2.24760.014245
17-0.351818-2.65620.005116


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9210826.9540
2-0.216278-1.63290.054005
30.040880.30860.37936
4-0.104196-0.78670.21737
50.0177030.13370.447074
6-0.308922-2.33230.01162
7-0.163861-1.23710.110557
80.1081440.81650.208816
90.0224680.16960.432952
10-0.081557-0.61570.270258
11-0.003933-0.02970.488209
12-0.059869-0.4520.326491
130.0312990.23630.407023
140.0681370.51440.304474
15-0.102592-0.77460.220903
16-0.192432-1.45280.075878
17-0.176468-1.33230.094031