Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1345660.92250.180481
20.2489181.70650.047258
30.3396732.32870.012114
40.2301851.57810.060629
50.0752050.51560.304282
60.191381.3120.09794
70.0510290.34980.364012
80.1683531.15420.127132
90.0294350.20180.420473
10-0.068755-0.47140.319783
110.3147332.15770.018047
12-0.153266-1.05070.149375
13-0.062419-0.42790.335331
140.0863740.59210.278295
150.0634070.43470.332886
16-0.065479-0.44890.327783
170.0640460.43910.331309
18-0.152196-1.04340.15105
19-0.022869-0.15680.438045
20-0.148765-1.01990.156503
21-0.213856-1.46610.074637
22-0.062969-0.43170.333969
23-0.193208-1.32460.09586
24-0.174013-1.1930.119434
25-0.12482-0.85570.198246
26-0.109814-0.75280.227648
27-0.228909-1.56930.061641
28-0.132983-0.91170.183293
29-0.157247-1.0780.143261
30-0.091276-0.62580.26725
31-0.068017-0.46630.321578
32-0.081637-0.55970.28918
33-0.030276-0.20760.418235
34-0.022299-0.15290.439575
35-0.020296-0.13910.444965
36-0.038556-0.26430.396342


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1345660.92250.180481
20.2350671.61150.056879
30.3044512.08720.021159
40.1519031.04140.15151
5-0.091334-0.62620.267123
60.0159990.10970.456563
7-0.079559-0.54540.294019
80.1239160.84950.199948
9-0.03081-0.21120.416813
10-0.175113-1.20050.117978
110.3261782.23620.015063
12-0.251841-1.72650.04541
13-0.078854-0.54060.295669
140.0273560.18750.426021
150.1173170.80430.212641
160.0833250.57120.285276
17-0.095659-0.65580.257573
18-0.193702-1.3280.095303
19-0.120242-0.82430.206956
20-0.067125-0.46020.323752
21-0.050048-0.34310.366522
22-0.08917-0.61130.271966
230.0352430.24160.405064
240.0558490.38290.351766
25-0.11003-0.75430.227209
26-0.03698-0.25350.400487
27-0.099226-0.68030.249839
28-0.049537-0.33960.367831
290.1330890.91240.183105
30-0.05235-0.35890.360642
310.0945120.64790.260087
32-0.00059-0.0040.498395
33-0.013035-0.08940.464587
340.0381160.26130.397499
350.0076990.05280.479065
360.0574340.39370.347773