Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.119895-1.01030.157903
20.1224541.03180.15283
30.0940060.79210.215468
40.0322740.27190.393226
50.0318840.26870.394486
60.0626130.52760.299715
70.0797360.67190.251925
80.0141510.11920.452713
90.1217341.02580.154245
10-0.196091-1.65230.051445
110.2179541.83650.035234
12-0.074083-0.62420.267238
13-0.037571-0.31660.376247
14-0.023158-0.19510.422924
15-0.011161-0.0940.462669
16-0.103244-0.870.193629
17-0.026364-0.22210.41242
18-0.12498-1.05310.147932


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.119895-1.01030.157903
20.1096560.9240.179314
30.1234631.04030.150861
40.0451990.38090.352225
50.015210.12820.449192
60.0491570.41420.339987
70.0833750.70250.242324
80.0152520.12850.449051
90.0971690.81880.207831
10-0.205111-1.72830.044141
110.1494551.25930.106018
12-0.026111-0.220.413244
13-0.067809-0.57140.284777
14-0.07127-0.60050.275032
15-0.016834-0.14180.4438
16-0.095231-0.80240.212491
17-0.024033-0.20250.420051
18-0.150093-1.26470.105056