Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.258848-2.0050.024739
2-0.136624-1.05830.147083
30.0795770.61640.269982
4-0.085683-0.66370.254713
5-0.066777-0.51730.30344
60.0992730.7690.222464
7-0.004392-0.0340.486488
80.0588630.4560.325035
90.0017120.01330.494732
100.0181980.1410.444187
110.0693270.5370.296625
12-0.036137-0.27990.390253
13-0.025213-0.19530.422909
14-0.138422-1.07220.143959
15-0.050881-0.39410.347445
160.2400571.85950.033932
17-0.124752-0.96630.168881


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.258848-2.0050.024739
2-0.21825-1.69060.048055
3-0.022509-0.17440.431088
4-0.10901-0.84440.200903
5-0.126035-0.97630.166426
60.010160.07870.468767
70.0021430.01660.493406
80.0880760.68220.248858
90.0393240.30460.380862
100.073610.57020.285342
110.1359121.05280.148334
120.0651190.50440.307911
130.0350320.27140.393523
14-0.16702-1.29370.100358
15-0.175179-1.35690.089944
160.1272170.98540.164189
17-0.083089-0.64360.261143