Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.250134-3.53740.000251
2-0.112684-1.59360.056304
30.0122570.17330.431282
4-0.091686-1.29660.098124
5-0.022753-0.32180.373978
6-0.032484-0.45940.323226
70.0676920.95730.169784
8-0.114209-1.61520.053927
90.0550570.77860.218561
100.0455480.64410.260109
11-0.100759-1.42490.077866
120.0546930.77350.220076
130.0211790.29950.382429
140.035790.50610.306657
15-0.090668-1.28220.100622
160.0779991.10310.135661
170.0443150.62670.265782
18-0.169081-2.39120.008861
190.0544740.77040.220994
200.0220230.31150.377889
210.0224580.31760.37556
22-0.045492-0.64340.260364
230.0452810.64040.261331


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.250134-3.53740.000251
2-0.186947-2.64380.004424
3-0.075122-1.06240.144672
4-0.144787-2.04760.020954
5-0.112497-1.5910.0566
6-0.126628-1.79080.03742
7-0.013781-0.19490.42284
8-0.16268-2.30060.011221
9-0.049296-0.69720.243259
10-0.020302-0.28710.38716
11-0.121898-1.72390.043136
12-0.045712-0.64650.259359
13-0.024916-0.35240.362466
140.0226790.32070.374374
15-0.09513-1.34530.090019
160.0188880.26710.394829
170.0555170.78510.216652
18-0.127114-1.79770.036869
19-0.058973-0.8340.202635
20-0.015527-0.21960.413208
210.0221760.31360.377069
22-0.067421-0.95350.170748
23-0.009145-0.12930.448615