Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.600863.60520.000469
20.3602222.16130.018699
30.1486770.89210.189141
40.0276580.16590.434563
5-0.156483-0.93890.17702
6-0.11341-0.68050.250283
7-0.023524-0.14110.444271
8-0.104251-0.62550.267793
9-0.141252-0.84750.201155
10-0.088432-0.53060.299479
11-0.065561-0.39340.348185
12-0.286813-1.72090.046929
13-0.193131-1.15880.127087
14-0.118054-0.70830.241652
15-0.038488-0.23090.40934
16-0.0638-0.38280.352061
17-0.005457-0.03270.487031


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.600863.60520.000469
2-0.001268-0.00760.496985
3-0.105292-0.63170.265771
4-0.033022-0.19810.422028
5-0.209035-1.25420.108924
60.1341650.8050.213056
70.1083560.65010.259866
8-0.242854-1.45710.076876
9-0.039013-0.23410.408126
100.0564360.33860.368434
11-0.022406-0.13440.446903
12-0.365931-2.19560.017325
130.1758131.05490.149255
140.0296410.17780.42992
150.0222580.13350.447252
16-0.086203-0.51720.304083
17-0.163737-0.98240.166224