Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.155932.95860.001648
20.1709343.24320.000646
30.1941813.68430.000132
40.1174632.22870.013225
50.1163712.2080.013938
60.1486382.82020.002533
70.0298610.56660.285679
80.0702921.33370.091572
90.0411580.78090.217683
10-0.033488-0.63540.262786
11-0.004035-0.07660.469507
12-0.247479-4.69562e-06
130.0085560.16230.435562
140.0193140.36650.357116
15-0.016992-0.32240.373665
16-0.016333-0.30990.378411
17-0.002062-0.03910.484409
18-0.031274-0.59340.276648
19-0.004885-0.09270.463103
200.010370.19680.422063
210.0155440.29490.384108
22-0.053923-1.02310.153468
230.0946471.79580.036683
24-0.122153-2.31770.010513
25-0.06363-1.20730.114054


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.155932.95860.001648
20.1502742.85120.002303
30.1552982.94660.001711
40.0535981.01690.15493
50.050420.95660.169694
60.0861171.6340.05157
7-0.044055-0.83590.201888
80.0134130.25450.399629
9-0.01162-0.22050.412813
10-0.069742-1.32330.093295
11-0.024884-0.47210.318556
12-0.275451-5.22630
130.0837081.58830.056554
140.0811491.53970.062257
150.0551591.04660.147998
160.0118810.22540.410888
170.0132940.25220.400503
180.0240040.45540.324535
19-0.028948-0.54920.291588
200.0223840.42470.335653
210.023330.44270.329141
22-0.110654-2.09950.018234
230.1101682.09030.018646
24-0.252031-4.7821e-06
25-0.000577-0.0110.495634