Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.649612-5.51210
20.2020611.71450.045365
3-0.009466-0.08030.468104
4-0.073787-0.62610.266614
50.0369710.31370.377325
60.029040.24640.403031
7-0.025003-0.21220.416291
8-0.012847-0.1090.456749
90.0235280.19960.421163
10-0.042527-0.36090.359634
110.1420191.20510.116061
12-0.217793-1.8480.034352
130.1314641.11550.13417
140.02540.21550.414982
15-0.062882-0.53360.297642
160.0429090.36410.358426
17-0.082671-0.70150.242631
180.1167770.99090.16253
19-0.09338-0.79240.215379


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.649612-5.51210
2-0.380507-3.22870.000937
3-0.152616-1.2950.09973
4-0.160367-1.36080.088917
5-0.17724-1.50390.068486
6-0.073658-0.6250.266972
7-0.007847-0.06660.473549
8-0.047705-0.40480.343416
9-0.043469-0.36880.356664
10-0.080135-0.680.249353
110.1700491.44290.07669
12-0.029884-0.25360.400274
13-0.121272-1.0290.153457
140.0564220.47880.316782
150.1202011.01990.155586
160.0654520.55540.290179
17-0.136052-1.15440.126069
180.0384460.32620.3726
190.0727830.61760.269398