Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.057960.56190.287745
20.090350.8760.191639
3-0.035307-0.34230.366439
40.1005770.97510.165998
5-0.099536-0.9650.1685
6-0.064376-0.62410.267022
7-0.142862-1.38510.084651
8-0.043699-0.42370.336386
9-0.088893-0.86190.195481
100.0332910.32280.373792
11-0.075181-0.72890.233936
120.0266650.25850.398284
130.0146070.14160.44384
14-0.088786-0.86080.195765
15-0.009021-0.08750.465245
16-0.121163-1.17470.121537
17-0.056888-0.55160.291281
180.0430370.41730.338721
19-0.003113-0.03020.487994


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.057960.56190.287745
20.0872830.84620.199783
3-0.045646-0.44250.329554
40.0984080.95410.17124
5-0.106328-1.03090.152619
6-0.072057-0.69860.243258
7-0.113027-1.09580.137974
8-0.037733-0.36580.357657
9-0.051579-0.50010.309093
100.0440250.42680.335237
11-0.061463-0.59590.276334
120.0044930.04360.482672
130.0162270.15730.437663
14-0.147024-1.42550.078669
150.0050120.04860.480675
16-0.144899-1.40480.081681
17-0.0624-0.6050.27332
180.0827780.80260.212125
19-0.032721-0.31720.375883