Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.449973-3.45630.000511
20.0813510.62490.267234
30.002160.01660.49341
40.0650840.49990.309496
5-0.441406-3.39050.000625
60.7385215.67270
7-0.434862-3.34020.000728
80.048240.37050.356155
9-0.021884-0.16810.433541
100.0068760.05280.479029
11-0.345973-2.65750.005057
120.6594865.06562e-06
13-0.402704-3.09320.001512
140.0313210.24060.405357
150.0121920.09370.462851
16-0.014659-0.11260.455365
17-0.346393-2.66070.005014


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.449973-3.45630.000511
2-0.151877-1.16660.124036
3-0.030823-0.23680.406832
40.0847890.65130.258698
5-0.478981-3.67910.000254
60.561394.31213.1e-05
7-0.077893-0.59830.275962
8-0.147541-1.13330.130839
9-0.12417-0.95380.172047
10-0.212937-1.63560.053624
110.0074730.05740.477209
120.2048021.57310.06052
13-0.029957-0.23010.409403
14-0.14977-1.15040.127309
15-0.075215-0.57770.282819
16-0.058112-0.44640.328484
17-0.18545-1.42450.07979