Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2543721.97040.026708
20.0050890.03940.484342
30.1456431.12810.131874
40.0593330.45960.323736
50.281782.18270.016493
60.3092252.39520.009874
70.172751.33810.092954
8-0.016668-0.12910.448853
9-0.095778-0.74190.230522
10-0.292433-2.26520.013563
11-0.007281-0.05640.477607
120.4266823.30510.000803
13-0.055901-0.4330.33328
14-0.265259-2.05470.022136
15-0.214391-1.66070.050999
16-0.137985-1.06880.144714
170.0394360.30550.380533
180.0059570.04610.481675
190.0022350.01730.493124
20-0.15174-1.17540.122245
21-0.215518-1.66940.050124
22-0.260848-2.02050.0239
23-0.073796-0.57160.284858
240.2361331.82910.036179
25-0.057526-0.44560.328746
26-0.275762-2.1360.018383
27-0.19485-1.50930.068235
28-0.10784-0.83530.203425
29-0.02139-0.16570.434481
30-0.003039-0.02350.490648
31-0.012363-0.09580.462014
32-0.148007-1.14650.128079
33-0.160941-1.24660.108687
34-0.131768-1.02070.155754
35-0.080011-0.61980.268882
360.1854831.43670.077992


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2543721.97040.026708
2-0.06374-0.49370.31165
30.1722821.33450.093543
4-0.027591-0.21370.415746
50.3182272.4650.008291
60.153231.18690.11997
70.1284360.99490.1619
8-0.156189-1.20980.115544
9-0.12208-0.94560.174065
10-0.494008-3.82660.000156
110.0157770.12220.45157
120.4115373.18780.001139
13-0.077934-0.60370.274167
14-0.175058-1.3560.090091
15-0.108977-0.84410.200974
160.1911911.4810.071925
17-0.000164-0.00130.499497
18-0.20349-1.57620.060116
19-0.03327-0.25770.398756
20-0.089193-0.69090.246151
210.0226350.17530.430705
220.0544430.42170.337369
23-0.07424-0.57510.283699
24-0.075858-0.58760.279506
25-0.025453-0.19720.422186
260.020630.15980.436789
270.0499460.38690.350106
28-0.167621-1.29840.099561
29-0.145929-1.13040.131412
30-0.001323-0.01020.495929
310.0463330.35890.360466
32-0.054639-0.42320.33682
33-0.082532-0.63930.262534
340.1045840.81010.210541
35-0.098081-0.75970.225194
36-0.012614-0.09770.461244