Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.97471810.67750
20.94913110.39720
30.92337610.11510
40.8995469.8540
50.8760189.59630
60.8523849.33740
70.8279739.070
80.8029558.79590
90.7793228.5370
100.7527178.24560
110.7257577.95030
120.7008617.67750
130.6744867.38860
140.6472687.09050
150.6198326.78990
160.5958696.52740
170.5723066.26930
180.5475315.99790
190.521345.7110
200.4947265.41950
210.4703835.15281e-06
220.4470544.89722e-06
230.4243324.64834e-06
240.4013984.39711.2e-05
250.3778214.13883.3e-05
260.3537593.87528.7e-05
270.327163.58390.000245
280.3021623.310.000616
290.2766793.03090.001494
300.2511982.75170.003424
310.2243312.45740.007712
320.1962132.14940.016805
330.1694841.85660.03291
340.1484621.62630.053252
350.1278711.40080.081933
360.1108981.21480.113409
370.0935481.02480.153768
380.0754740.82680.205003
390.0577970.63310.263925
400.0417660.45750.324063
410.0257590.28220.389146
420.0098660.10810.457057
43-0.00653-0.07150.471545
44-0.023746-0.26010.397606
45-0.040635-0.44510.328511
46-0.051855-0.5680.285532
47-0.064104-0.70220.241949
48-0.076643-0.83960.201407


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.97471810.67750
2-0.018922-0.20730.418072
3-0.016454-0.18020.428632
40.0252350.27640.391346
5-0.006964-0.07630.46966
6-0.015036-0.16470.434723
7-0.026952-0.29520.384161
8-0.02488-0.27250.392837
90.0140810.15420.438838
10-0.07437-0.81470.208433
11-0.022836-0.25020.401448
120.0286610.3140.377045
13-0.04912-0.53810.295758
14-0.033811-0.37040.355877
15-0.017667-0.19350.423434
160.0529420.57990.281519
17-0.007529-0.08250.467201
18-0.045858-0.50240.30817
19-0.035761-0.39170.34797
20-0.018533-0.2030.419731
210.0204760.22430.41145
220.000920.01010.495987
23-0.003129-0.03430.486355
24-0.014797-0.16210.435751
25-0.034669-0.37980.352388
26-0.027881-0.30540.380287
27-0.062487-0.68450.247486
280.0107940.11820.453036
29-0.0322-0.35270.362454
30-0.029534-0.32350.373429
31-0.042336-0.46380.321827
32-0.043082-0.47190.318915
330.0025360.02780.488944
340.0889310.97420.165962
35-0.017594-0.19270.423747
360.0692050.75810.224939
37-0.015162-0.16610.434181
38-0.031711-0.34740.364457
39-0.001252-0.01370.494541
400.0098240.10760.457242
41-0.01613-0.17670.430023
42-0.019648-0.21520.414978
43-0.036764-0.40270.343931
44-0.02588-0.28350.388639
45-0.015079-0.16520.434541
460.0841640.9220.179198
47-0.043008-0.47110.319204
48-0.022978-0.25170.400848