Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4700685.14931e-06
20.2634492.88590.002314
30.1373931.50510.067467
4-0.048318-0.52930.298789
5-0.149293-1.63540.052291
6-0.277304-3.03770.001463
7-0.193611-2.12090.017994
8-0.097985-1.07340.14263
90.0286970.31440.376897
100.0930561.01940.155036
110.2722212.9820.001734
120.726297.95610
130.2932463.21230.000845
140.1368231.49880.068274
150.0467420.5120.304785
16-0.110833-1.21410.113543
17-0.160419-1.75730.040708
18-0.293747-3.21780.000831
19-0.216268-2.36910.009714
20-0.110613-1.21170.114002


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4700685.14931e-06
20.0545350.59740.275681
3-0.006859-0.07510.470116
4-0.156277-1.71190.044747
5-0.105641-1.15720.124737
6-0.188293-2.06270.020652
70.0546360.59850.275316
80.0552190.60490.273196
90.1200161.31470.095557
100.0132810.14550.442285
110.2143162.34770.010263
120.6738967.38220
13-0.565816-6.19820
14-0.140631-1.54050.063031
150.0551790.60450.27334
160.0337310.36950.356202
170.0241520.26460.395895
18-0.041503-0.45460.325095
190.0120370.13190.447658
20-0.004244-0.04650.481497