Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.5786764.00920.000106
20.3335222.31070.012595
30.1553531.07630.143583
40.0696550.48260.315792
5-0.142691-0.98860.16391
6-0.118092-0.81820.208654
7-0.023847-0.16520.434732
8-0.081861-0.56720.286627
9-0.172742-1.19680.118632
10-0.068238-0.47280.319262
11-0.077173-0.53470.297673
12-0.277188-1.92040.030379
13-0.241165-1.67080.050631
14-0.114315-0.7920.216129
15-0.027771-0.19240.424118
16-0.07665-0.5310.298917
17-0.033479-0.2320.408781


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5786764.00920.000106
2-0.002021-0.0140.494443
3-0.05543-0.3840.351325
40.0024470.0170.493272
5-0.256687-1.77840.040838
60.1120070.7760.220775
70.114730.79490.2153
8-0.18785-1.30150.099656
9-0.103982-0.72040.237384
100.1277750.88530.190217
11-0.123348-0.85460.198515
12-0.302178-2.09350.020804
130.1274090.88270.190894
140.0305650.21180.416595
150.0415680.2880.387296
16-0.070573-0.48890.313555
17-0.174551-1.20930.11623