Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.561515-3.89030.000154
20.0191050.13240.447626
30.0482270.33410.369869
40.0552590.38280.351762
5-0.034775-0.24090.405319
60.0068380.04740.481207
70.0051090.03540.485955
8-0.026041-0.18040.428793
9-0.015579-0.10790.457248
10-0.022164-0.15360.439301
110.2993092.07370.021749
12-0.504178-3.4930.000518
130.2720311.88470.032767
140.0125690.08710.465485
15-0.035463-0.24570.403484
16-0.04666-0.32330.373948
170.0358240.24820.402522


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.561515-3.89030.000154
2-0.43259-2.99710.002153
3-0.322171-2.23210.015157
4-0.134146-0.92940.178668
5-0.018677-0.12940.448793
60.0633550.43890.331339
70.0990080.68590.248024
80.0406210.28140.389795
9-0.069312-0.48020.316631
10-0.213524-1.47930.072792
110.3356642.32550.012158
12-0.1352-0.93670.176803
13-0.152869-1.05910.147426
14-0.126482-0.87630.192618
15-0.094183-0.65250.258591
16-0.06253-0.43320.333397
17-0.034735-0.24060.405426