Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.073380.66850.252826
20.1150191.04790.14887
3-0.054792-0.49920.309487
4-0.06278-0.5720.284449
5-0.328025-2.98840.001844
60.0015280.01390.494464
7-0.274251-2.49850.007222
8-0.049099-0.44730.327908
90.0842820.76780.22238
100.0801020.72980.233793
110.039730.3620.359152
120.2484112.26310.013119
130.0133090.12130.451891
14-0.074719-0.68070.248971
15-0.048894-0.44540.328579
16-0.141643-1.29040.100243
17-0.117867-1.07380.143007
18-0.066933-0.60980.271835
19-0.058882-0.53640.296546
200.077470.70580.241149
210.0357240.32550.372826
220.0463730.42250.336885
230.1160481.05720.146733
24-0.016036-0.14610.442101
250.0389330.35470.36186
26-0.063185-0.57560.283206
27-0.025063-0.22830.409973
280.0028530.0260.489661
290.1488631.35620.089356
300.0040830.03720.48521
31-0.005187-0.04730.481211
320.042640.38850.349331
330.0288010.26240.396836
34-0.020958-0.19090.42452
350.0703750.64110.261596
36-0.135495-1.23440.110265
37-0.025712-0.23420.407685
38-0.020838-0.18980.424949
39-0.018318-0.16690.433935
40-0.068439-0.62350.26733
410.0654540.59630.276293
42-0.03172-0.2890.386657
430.0204110.1860.426468
44-0.044228-0.40290.344017
450.0178660.16280.435547
460.0053350.04860.480677
470.0122840.11190.455583
48-0.037806-0.34440.365697


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.073380.66850.252826
20.1102281.00420.159095
3-0.071642-0.65270.25788
4-0.068266-0.62190.267845
5-0.312803-2.84980.002758
60.0571070.52030.302131
7-0.242903-2.2130.014823
8-0.061544-0.56070.288258
90.1138851.03750.151248
10-0.053285-0.48550.314318
110.0198490.18080.428468
120.112141.02160.154959
13-0.021456-0.19550.422751
14-0.113597-1.03490.151856
15-0.048154-0.43870.331008
16-0.071282-0.64940.258934
170.0025880.02360.490624
18-0.093321-0.85020.198831
19-0.033569-0.30580.380252
200.1054430.96060.169764
21-0.144897-1.32010.09522
22-0.017296-0.15760.437587
230.0808640.73670.231689
24-0.148269-1.35080.090216
250.0933240.85020.198824
26-0.094128-0.85750.196807
270.0394840.35970.359986
280.1230031.12060.132842
290.0793650.72310.235841
300.0983020.89560.186536
31-0.106098-0.96660.168276
320.0247910.22590.410934
330.0934460.85130.198518
340.0024410.02220.491155
350.0865820.78880.216238
36-0.083402-0.75980.224756
370.0227340.20710.418213
380.0095230.08680.465535
39-0.005235-0.04770.481038
40-0.064777-0.59010.278348
41-0.010244-0.09330.462936
42-0.014598-0.1330.447261
43-0.001737-0.01580.493706
44-0.040274-0.36690.357307
45-0.02605-0.23730.406494
460.1217421.10910.13529
47-0.088597-0.80720.210942
480.0027180.02480.490153