Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.024915-0.72980.232852
20.1122293.28740.000526
30.0488711.43150.076325
40.1202263.52160.000226
5-0.018618-0.54540.292825
60.0441661.29370.098062
70.0118650.34760.364132
8-0.022785-0.66740.252345
90.0619611.8150.03494
100.0615331.80240.035917
11-0.006263-0.18350.427243
12-0.020492-0.60030.274246


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.024915-0.72980.232852
20.1116773.27120.000557
30.0548551.60680.054234
40.1121043.28370.000533
5-0.023774-0.69640.243187
60.0157810.46230.322008
70.0057760.16920.43285
8-0.040546-1.18770.117648
90.0616061.80450.035748
100.0655521.92010.027587
11-0.012456-0.36480.357658
12-0.034887-1.02190.153561