Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0181570.1530.439417
20.046170.3890.349207
30.0447060.37670.353761
40.0351480.29620.383986
5-0.085867-0.72350.235865
60.1083480.9130.182178
70.1347311.13530.130041
80.0818730.68990.24626
90.046550.39220.34803
100.1030760.86850.194014
11-0.049052-0.41330.340309
120.0780140.65740.256539
13-0.025715-0.21670.414539
14-0.063618-0.53610.296798
15-0.065372-0.55080.291738
160.0422860.35630.361334
170.1180760.99490.161576
18-0.039156-0.32990.371211
190.023230.19570.422687
20-0.16933-1.42680.07901
21-0.044865-0.3780.353265
22-0.210287-1.77190.04035
23-0.062376-0.52560.300407
24-0.092002-0.77520.22039
250.0487170.41050.34134
26-0.119328-1.00550.159042
270.0484970.40860.342016
28-0.075959-0.640.262103
29-0.034637-0.29190.385623
30-0.123001-1.03640.151761
31-0.013978-0.11780.453288
320.0240330.20250.420049
33-0.014388-0.12120.451924
340.0056420.04750.481107
350.124821.05170.148241
36-0.11725-0.9880.163262
37-0.004268-0.0360.485708
38-0.052892-0.44570.328595
39-0.062589-0.52740.299785
40-0.076061-0.64090.261825
410.0827040.69690.244079
420.0470790.39670.346391
43-0.062408-0.52590.300313
440.0985530.83040.204541
45-0.068829-0.580.281888
460.0076060.06410.47454
47-0.025079-0.21130.416621
48-0.038621-0.32540.372908


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0181570.1530.439417
20.0458550.38640.350184
30.0431780.36380.358534
40.0317310.26740.394978
5-0.091342-0.76970.222027
60.1076350.9070.18375
70.1387251.16890.123173
80.077080.64950.259059
90.0295370.24890.402086
100.0723680.60980.271977
11-0.050233-0.42330.33669
120.0822790.69330.245192
13-0.046924-0.39540.346871
14-0.103497-0.87210.193052
15-0.084336-0.71060.23982
160.0048620.0410.48372
170.1367421.15220.126551
18-0.059596-0.50220.308552
19-0.016801-0.14160.443913
20-0.200538-1.68980.04773
210.0063740.05370.478659
22-0.175667-1.48020.071622
23-0.058737-0.49490.311089
24-0.116031-0.97770.165773
250.0434950.36650.357543
26-0.087555-0.73780.231549
270.0872960.73560.232207
28-0.018854-0.15890.437114
29-0.00114-0.00960.496181
30-0.013005-0.10960.456524
310.0201520.16980.432825
320.174361.46920.0731
33-0.034118-0.28750.38729
340.0443760.37390.354788
350.0969540.81690.208346
36-0.073087-0.61580.269984
370.0128070.10790.457183
38-0.060898-0.51310.304725
39-0.054735-0.46120.323031
40-0.101268-0.85330.198181
410.0593140.49980.309385
42-0.052782-0.44470.328927
43-0.072272-0.6090.272242
44-0.050181-0.42280.336849
45-0.094073-0.79270.215305
460.0227530.19170.424255
47-0.006372-0.05370.478666
48-0.106793-0.89990.18562