Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.95-4.24850.000197
20.94.02490.000332
3-0.85-3.80130.00056
40.83.57770.000942
5-0.75-3.35410.001579
60.73.13050.002634
7-0.65-2.90690.004359
80.62.68330.007145
9-0.55-2.45970.011569
100.52.23610.018452
11-0.45-2.01250.028917
120.41.78890.044398
13-0.35-1.56520.066605


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.95-4.24850.000197
2-0.025641-0.11470.454925
30.0263160.11770.453744
4-0.027027-0.12090.452501
50.0277780.12420.451188
6-0.028571-0.12780.449801
70.0294120.13150.448334
8-0.030303-0.13550.446778
90.031250.13980.445126
10-0.032258-0.14430.443369
110.0333330.14910.441495
12-0.034483-0.15420.439494
130.0357140.15970.437352