Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4638333.90830.000105
20.4085013.44210.000486
30.1793571.51130.067576
40.0804430.67780.250044
5-0.052863-0.44540.328682
6-0.115914-0.97670.166014
7-0.077837-0.65590.257014
80.0088060.07420.470531
9-0.029876-0.25170.400985
100.1178050.99260.162128
110.0805950.67910.249638
120.317082.67180.004676
130.1565961.31950.095621
140.1306371.10080.137358
150.0313230.26390.396298
16-0.023652-0.19930.421301
17-0.16015-1.34940.090741
18-0.249282-2.10050.019619


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4638333.90830.000105
20.2463632.07590.020763
3-0.105409-0.88820.188718
4-0.073674-0.62080.268363
5-0.097996-0.82570.205862
6-0.071404-0.60170.274658
70.0677350.57070.284987
80.1318531.1110.135155
9-0.074726-0.62970.265471
100.1277521.07650.142683
11-0.006866-0.05790.477013
120.2839052.39220.009698
13-0.093813-0.79050.215939
14-0.107988-0.90990.182971
15-0.051723-0.43580.332144
16-0.016111-0.13580.4462
17-0.110583-0.93180.177302
18-0.131731-1.110.135375