Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3814022.92960.00241
20.1384551.06350.145946
30.1937171.4880.071042
40.1092580.83920.202366
5-0.033563-0.25780.398728
6-0.099437-0.76380.224019
70.0488320.37510.354471
80.0928410.71310.239289
9-0.039878-0.30630.380224
10-0.060752-0.46660.321236
110.0664230.51020.305906
120.0188110.14450.442803
13-0.010037-0.07710.469404
140.0900010.69130.246041
150.0094390.07250.471225
16-0.016822-0.12920.448814
17-0.019542-0.15010.440596
18-0.084983-0.65280.25822
19-0.040132-0.30830.379484
20-0.05798-0.44540.328848
21-0.101003-0.77580.220478
22-0.074668-0.57350.284231
23-0.174448-1.340.092699
24-0.141075-1.08360.141471
250.0173080.13290.447344
26-0.031893-0.2450.403662
270.0477460.36670.35756
280.2015391.54810.063479
290.0422860.32480.373238
30-0.061815-0.47480.318339
31-0.085381-0.65580.257244
32-0.065354-0.5020.30877
33-0.066574-0.51140.305502
34-0.093037-0.71460.238828
35-0.105716-0.8120.210023
36-0.089363-0.68640.247571


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3814022.92960.00241
2-0.008206-0.0630.474977
30.1680641.29090.100882
4-0.023504-0.18050.428675
5-0.09312-0.71530.238632
6-0.096402-0.74050.230975
70.1316311.01110.158054
80.0703350.54030.295528
9-0.07788-0.59820.275996
10-0.056833-0.43650.332019
110.076390.58680.2798
12-0.024918-0.19140.424434
130.0488380.37510.354454
140.0929780.71420.238966
15-0.122452-0.94060.17538
16-0.005009-0.03850.48472
170.0019880.01530.493934
18-0.087404-0.67140.252305
190.0317950.24420.403954
20-0.021688-0.16660.434133
21-0.088156-0.67710.250483
22-0.031159-0.23930.405837
23-0.139138-1.06870.144771
24-0.007484-0.05750.477176
250.1268310.97420.166966
26-0.026966-0.20710.41831
270.0938980.72120.236805
280.1436491.10340.13717
29-0.143054-1.09880.138156
30-0.082571-0.63420.264188
31-0.052152-0.40060.345087
32-0.008022-0.06160.475538
33-0.009263-0.07120.471759
340.0313070.24050.4054
35-0.126058-0.96830.16843
36-0.119291-0.91630.181623