Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2766462.33110.011297
20.0410980.34630.365071
3-0.358873-3.02390.001736
4-0.110208-0.92860.178114
5-0.137852-1.16160.124653
6-0.07448-0.62760.266146
70.0295970.24940.401891
80.209191.76270.04113
90.407343.43230.000501
100.1715631.44560.076342
11-0.01212-0.10210.459471
12-0.241979-2.0390.02259
13-0.044269-0.3730.355123
14-0.092226-0.77710.219837
150.0822380.69290.245301
16-0.01259-0.10610.457906
170.0927460.78150.218556
180.0135650.11430.454661
190.0458110.3860.350321
200.0070220.05920.476491
21-0.044323-0.37350.354954
220.0636060.5360.296833
230.0055890.04710.481286
240.0319750.26940.39419
25-0.09193-0.77460.220569
26-0.017171-0.14470.442683
27-0.048936-0.41230.340667
28-0.002677-0.02260.491033
29-0.016296-0.13730.445585
300.0205540.17320.431498
31-0.004148-0.03490.48611
320.0095250.08030.468129
330.0158050.13320.447216
34-0.040129-0.33810.368131
35-0.054328-0.45780.324257
36-0.013599-0.11460.454547
370.0073960.06230.475242
380.0293580.24740.402667
390.0101220.08530.466135
40-0.028223-0.23780.406357
41-0.069701-0.58730.27943
42-0.063324-0.53360.297649
43-0.036524-0.30780.379583
44-0.016937-0.14270.44346
45-0.018933-0.15950.436851
460.0669310.5640.287276
470.0380810.32090.374624
480.0361140.30430.380893


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2766462.33110.011297
2-0.038372-0.32330.3737
3-0.39048-3.29020.00078
40.1183570.99730.161004
5-0.122991-1.03630.15178
6-0.195548-1.64770.051915
70.1615941.36160.088812
80.140271.18190.120588
90.2800882.36010.010512
100.0128030.10790.457197
11-0.000965-0.00810.496766
12-0.000131-0.00110.49956
130.1214051.0230.154897
14-0.071391-0.60160.274693
150.1000020.84260.201133
16-0.032183-0.27120.393519
17-0.102646-0.86490.195
18-0.092551-0.77980.219037
19-0.013362-0.11260.455335
200.0579940.48870.313291
21-0.035241-0.29690.383687
220.1198731.01010.157946
23-0.000125-0.00110.499582
24-0.075334-0.63480.263808
250.0051180.04310.48286
260.0040210.03390.486535
270.0221260.18640.426317
28-0.068128-0.57410.283872
29-0.023195-0.19540.422803
30-0.03627-0.30560.380395
31-0.113007-0.95220.17211
32-0.007213-0.06080.475855
330.0734650.6190.268939
34-0.026285-0.22150.412676
35-0.061968-0.52210.301596
360.1097510.92480.179107
37-0.04267-0.35950.360128
380.0542840.45740.324389
390.0365830.30830.379397
40-0.024725-0.20830.417782
41-0.053009-0.44670.32824
42-0.101633-0.85640.197336
43-0.019618-0.16530.434588
44-0.02055-0.17320.431511
45-0.089131-0.7510.227558
460.093020.78380.217882
47-0.008052-0.06780.473049
48-0.007338-0.06180.475435