Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.354054.05234.3e-05
20.1520261.740.042103
30.1431021.63790.051924
40.0968161.10810.134923
50.1108571.26880.103378
60.1206741.38120.084787
70.057340.65630.256395
80.0822450.94130.174131
90.02620.29990.382375
10-0.091271-1.04460.149056
110.0004690.00540.497861
120.072310.82760.204694
130.1012661.1590.124275
140.076850.87960.190348
15-0.081913-0.93750.175103
16-0.010017-0.11470.454448
17-0.064801-0.74170.229804
18-0.193982-2.22020.014061
19-0.131048-1.49990.068021
20-0.025774-0.2950.384231
21-0.048812-0.55870.288669
220.0011910.01360.494572
230.0050280.05760.477097
24-0.017929-0.20520.418863
250.075670.86610.194015
260.1042051.19270.117575
270.0279490.31990.37478
280.0680550.77890.218716
290.1257651.43950.076204
300.0805850.92230.179025
310.021540.24650.402828
320.0195970.22430.411437
330.0937161.07260.142704
340.0838790.960.169401
350.0481350.55090.291311
360.0363210.41570.33915
370.0376830.43130.333478
380.0576730.66010.255176
390.0123590.14150.443866
400.0188910.21620.414579
410.0332980.38110.35187
420.001220.0140.494442
430.0200830.22990.40928
44-0.004826-0.05520.478016
45-0.009478-0.10850.456892
46-0.031057-0.35550.361409
47-0.027024-0.30930.37879
48-0.055762-0.63820.262222


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.354054.05234.3e-05
20.0304970.34910.363803
30.0916891.04940.147956
40.0182130.20850.417596
50.0678240.77630.219491
60.0561080.64220.260939
7-0.019433-0.22240.412168
80.0528770.60520.273044
9-0.042515-0.48660.313676
10-0.12269-1.40420.081306
110.0566560.64850.258913
120.0688180.78770.216161
130.0772150.88380.189221
140.0105780.12110.451912
15-0.142969-1.63640.052083
160.0580050.66390.253961
17-0.105532-1.20790.114636
18-0.166876-1.910.029161
19-0.030431-0.34830.364088
200.0485940.55620.289519
21-0.001028-0.01180.495317
220.0695050.79550.213875
230.0668310.76490.222849
240.0099090.11340.45494
250.0589820.67510.250406
260.0796340.91150.181865
27-0.05098-0.58350.280282
280.0102190.1170.453536
290.0996561.14060.128055
300.0190580.21810.413834
31-0.003588-0.04110.48365
320.0121510.13910.444802
330.0614240.7030.241641
34-0.00814-0.09320.462955
35-0.013817-0.15810.437292
36-0.049586-0.56750.285658
37-0.029366-0.33610.368664
380.0248460.28440.388286
39-0.050159-0.57410.283444
400.0414070.47390.318172
410.0341950.39140.348075
42-0.064325-0.73620.231453
430.0761020.8710.192666
440.0370540.42410.336094
45-0.028223-0.3230.373594
46-0.060199-0.6890.246017
470.0309130.35380.362024
48-0.019053-0.21810.413858