Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3253664.03774.2e-05
20.1608411.9960.023849
30.0045520.05650.477513
40.0045520.05650.477514
5-0.077624-0.96330.168456
60.0292950.36350.358351
70.0814451.01070.156872
80.0478870.59430.276604
90.0891351.10610.135197
10-0.044528-0.55260.290678
11-0.077897-0.96670.167611
12-0.461706-5.72960
13-0.294324-3.65250.000178
14-0.169914-2.10860.0183
15-0.033811-0.41960.337685
160.0035360.04390.482527
170.0501770.62270.267208
180.0119320.14810.441239
19-0.005095-0.06320.474834
20-0.011465-0.14230.443523
21-0.047814-0.59340.276907
22-0.006678-0.08290.467031


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3253664.03774.2e-05
20.0614880.7630.223302
3-0.072487-0.89950.184884
40.0149830.18590.42637
5-0.081144-1.0070.157764
60.083441.03550.151038
70.077790.96530.167942
8-0.022509-0.27930.390182
90.076520.94960.171903
10-0.114543-1.42140.078604
11-0.050249-0.62360.266916
12-0.452431-5.61450
13-0.047547-0.590.278014
140.0353150.43830.330909
150.0026960.03350.486677
160.046540.57750.282209
17-0.027483-0.34110.366763
180.0260570.32340.373429
190.0760740.94410.173311
200.0011750.01460.494191
210.0457230.56740.285631
22-0.029491-0.3660.357442