Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3127572.12120.019662
2-0.153965-1.04420.150915
3-0.535139-3.62950.000355
4-0.465015-3.15390.001419
5-0.191613-1.29960.10011
60.2376481.61180.056922
70.2685661.82150.037518
80.3234172.19350.016681
90.1556281.05550.148349
10-0.085593-0.58050.282199
11-0.248141-1.6830.049578
12-0.338521-2.2960.013142
13-0.20994-1.42390.080614
140.1730911.1740.123227
150.2430661.64860.053026
160.1897011.28660.102334
170.1005850.68220.249267
18-0.116295-0.78880.217151
19-0.140117-0.95030.173458
20-0.061371-0.41620.339585
21-0.04424-0.30010.382745
220.0411950.27940.390595
230.0905830.61440.271001
24-0.032685-0.22170.412772
25-0.001953-0.01320.494745
260.0989420.67110.25277
270.0375120.25440.400153
28-0.027337-0.18540.426862
29-0.093784-0.63610.26394
30-0.15042-1.02020.156485
310.0047690.03230.487169
320.0593590.40260.344555
330.0987880.670.2531
340.0581320.39430.347603
35-0.039086-0.26510.396061
36-0.05462-0.37050.356372


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3127572.12120.019662
2-0.279081-1.89280.032342
3-0.464305-3.14910.001438
4-0.290291-1.96890.027506
5-0.270386-1.83380.036575
6-0.061862-0.41960.338376
7-0.287417-1.94940.028683
80.0226080.15330.439403
90.1065230.72250.236831
100.0151720.10290.459244
110.0710150.48160.316169
12-0.14346-0.9730.167823
13-0.085768-0.58170.281803
140.1046220.70960.240773
15-0.199042-1.350.091815
16-0.176439-1.19670.118783
17-0.001667-0.01130.495514
18-0.116716-0.79160.216326
190.0296220.20090.420828
200.0630720.42780.335406
210.080880.54860.292981
220.1486781.00840.159272
230.0829910.56290.288128
24-0.114055-0.77360.221575
25-0.074991-0.50860.306726
260.1886211.27930.103606
27-0.002189-0.01480.494109
28-0.166706-1.13070.132031
290.0163960.11120.45597
30-0.024346-0.16510.434786
310.0506610.34360.366356
32-0.030819-0.2090.417676
330.0025650.01740.493097
340.0058640.03980.484223
35-0.075344-0.5110.305895
36-0.066213-0.44910.327742