Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1083790.91320.182108
20.0933520.78660.217068
3-0.106965-0.90130.185238
4-0.0697-0.58730.279431
5-0.128857-1.08580.140627
6-0.042314-0.35650.361246
7-0.087766-0.73950.231013
8-0.030029-0.2530.400488
90.0008240.00690.49724
10-0.030031-0.2530.400483
11-0.037045-0.31210.377922
12-0.058617-0.49390.311445
13-0.029989-0.25270.40062
140.0638830.53830.29603
150.0161520.13610.446064
16-0.060014-0.50570.307321
170.0272830.22990.409419
18-0.006951-0.05860.47673
19-0.046016-0.38770.349686
200.00390.03290.486938
21-0.02147-0.18090.428477
220.0380570.32070.374699
230.0104960.08840.464888
240.0167490.14110.444082
250.0651570.5490.292355
260.2909672.45170.00834
27-0.192169-1.61920.054915
280.0067620.0570.477361
29-0.108319-0.91270.182242
30-0.075682-0.63770.262858
31-0.05583-0.47040.319744
320.0385160.32450.373241
33-0.03376-0.28450.388442
34-0.02393-0.20160.420388
35-0.018494-0.15580.438303
36-0.016505-0.13910.444894
37-0.019474-0.16410.435064
38-0.005805-0.04890.480564
390.045570.3840.351071
400.1973621.6630.050361
410.0299220.25210.400836
420.0352360.29690.383705
430.0041410.03490.486133
44-0.020493-0.17270.431699
45-0.008337-0.07020.472096
460.041390.34880.364152
47-0.003847-0.03240.487115
48-0.004563-0.03850.484718


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1083790.91320.182108
20.0825760.69580.244414
3-0.127554-1.07480.143054
4-0.054898-0.46260.32254
5-0.097273-0.81960.207584
6-0.021787-0.18360.427431
7-0.077364-0.65190.25829
8-0.038917-0.32790.371968
90.0020270.01710.49321
10-0.061091-0.51480.304159
11-0.055526-0.46790.320654
12-0.069667-0.5870.279525
13-0.036186-0.30490.380665
140.0584280.49230.312005
15-0.02747-0.23150.408809
16-0.106042-0.89350.187297
170.0286540.24140.404954
18-0.014936-0.12590.450101
19-0.077401-0.65220.258192
200.0004770.0040.498401
21-0.02907-0.24490.403603
220.0256110.21580.414879
23-0.025299-0.21320.415902
24-0.014743-0.12420.450745
250.0746850.62930.265583
260.2928712.46780.008004
27-0.296493-2.49830.007398
280.0087530.07380.470708
290.0209860.17680.430071
30-0.075897-0.63950.262272
31-0.010378-0.08740.465283
320.0196360.16550.434528
33-0.009712-0.08180.467504
34-0.072346-0.60960.272038
35-0.055627-0.46870.320352
36-0.001953-0.01650.49346
37-0.005395-0.04550.481933
38-0.002589-0.02180.491329
39-0.005751-0.04850.480742
400.1525241.28520.101451
41-0.001178-0.00990.496055
420.0198230.1670.433909
43-0.029697-0.25020.401564
440.0488990.4120.34078
450.0634040.53430.297418
46-3e-0600.499988
470.0220280.18560.426641
48-0.001035-0.00870.496534