Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0411080.28480.38851
20.2196311.52160.067329
30.2938782.0360.023642
40.0421830.29230.385677
50.1446121.00190.160708
60.1522071.05450.148461
7-0.044488-0.30820.379624
80.0552120.38250.351881
90.1007990.69840.244161
10-0.123143-0.85320.198904
110.0474520.32880.371884
12-0.039094-0.27090.393833
13-0.057409-0.39770.346291
14-0.081314-0.56340.287907
15-0.005151-0.03570.48584
16-0.176523-1.2230.113653
17-0.040313-0.27930.390609
18-0.034305-0.23770.406574
19-0.174644-1.210.116107
20-0.068567-0.4750.318453
21-0.084081-0.58250.281469
22-0.260341-1.80370.038778
230.1064410.73740.23222
24-0.248063-1.71860.046063
25-0.135165-0.93640.176865
26-0.011126-0.07710.46944
27-0.140499-0.97340.167616
28-0.09311-0.64510.260973
29-0.07098-0.49180.312563
30-0.131806-0.91320.182856
31-0.130914-0.9070.184469
32-0.025343-0.17560.430681
33-0.17395-1.20520.117025
34-0.013034-0.09030.464212
35-0.057134-0.39580.34699
360.0356250.24680.403051


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0411080.28480.38851
20.218311.51250.068483
30.2922452.02470.024239
4-0.007371-0.05110.47974
50.0232040.16080.436477
60.0736380.51020.306132
7-0.095722-0.66320.255193
8-0.047185-0.32690.37258
90.0793590.54980.292497
10-0.108123-0.74910.228727
11-0.012015-0.08320.467003
12-0.03491-0.24190.404959
130.0084920.05880.476665
14-0.110892-0.76830.223041
150.0350690.2430.404534
16-0.10953-0.75880.225827
17-0.020886-0.14470.442775
180.0294310.20390.419646
19-0.068815-0.47680.317846
20-0.074285-0.51470.304575
21-0.016331-0.11310.455195
22-0.18575-1.28690.102148
230.1870961.29620.100546
24-0.193888-1.34330.092747
25-0.019917-0.1380.445413
26-0.043053-0.29830.383389
270.034780.2410.405305
28-0.070912-0.49130.31273
29-0.073819-0.51140.305696
30-0.060764-0.4210.337822
31-0.085881-0.5950.277319
32-0.068911-0.47740.317613
33-0.032155-0.22280.412329
34-0.026405-0.18290.427809
35-0.001314-0.00910.496387
360.0522880.36230.359373