Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3147482.15780.018043
20.0933290.63980.262695
3-0.257607-1.76610.04194
4-0.239008-1.63860.053992
5-0.166732-1.14310.129402
6-0.172813-1.18470.121037
7-0.108032-0.74060.231302
8-0.081022-0.55550.290608
90.0800440.54880.292885
10-0.02305-0.1580.437557
110.040850.28010.390333
12-0.129157-0.88550.190209
130.1492741.02340.155686
140.0198480.13610.446174
150.0998890.68480.248416
160.0288520.19780.422029
17-0.015592-0.10690.457665


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3147482.15780.018043
2-0.006368-0.04370.48268
3-0.316534-2.170.017545
4-0.082731-0.56720.286648
5-0.022887-0.15690.437996
6-0.201618-1.38220.086718
7-0.107836-0.73930.231704
8-0.07688-0.52710.300314
90.0325150.22290.412286
10-0.199517-1.36780.088937
11-0.037422-0.25660.399322
12-0.198397-1.36010.090137
130.1908731.30860.098523
14-0.166528-1.14170.129689
15-0.007156-0.04910.48054
160.0163830.11230.455526
17-0.031783-0.21790.414228