Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1543011.17510.122374
20.2719912.07140.021389
30.3119512.37570.010419
40.2345461.78620.039643
50.0839350.63920.262594
60.1638761.2480.108515
70.0127280.09690.461556
80.1203690.91670.181547
90.0236140.17980.428953
10-0.067774-0.51610.303856
110.2862512.180.016664
12-0.074042-0.56390.287503
13-0.010284-0.07830.468922
140.172091.31060.09758
150.0700660.53360.297825
16-0.007303-0.05560.477919
170.08080.61540.270363
18-0.083882-0.63880.262725
190.0450170.34280.36648
20-0.049086-0.37380.354948
21-0.16101-1.22620.112536
22-0.054512-0.41510.339782
23-0.126178-0.96090.170285
24-0.220097-1.67620.04954
25-0.089155-0.6790.249924
26-0.189082-1.440.077621
27-0.211203-1.60850.056581
28-0.15972-1.21640.114382
29-0.113887-0.86730.194667
30-0.104432-0.79530.214833
31-0.011893-0.09060.464071
32-0.137173-1.04470.150253
33-0.005577-0.04250.483135
34-0.036259-0.27610.391711
350.0127370.0970.461529
36-0.026448-0.20140.420536


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1543011.17510.122374
20.2542351.93620.028861
30.2644022.01360.024348
40.1388811.05770.147292
5-0.084446-0.64310.261339
60.0014080.01070.49574
7-0.113636-0.86540.195186
80.0703340.53560.297126
9-0.001933-0.01470.494153
10-0.119155-0.90750.183959
110.3355272.55530.006627
12-0.136727-1.04130.151034
13-0.063192-0.48130.316073
140.1260220.95980.170581
150.0030270.02310.490845
160.016290.12410.450849
17-0.076254-0.58070.281834
18-0.125666-0.9570.171258
190.0209630.15960.436857
20-0.046045-0.35070.363553
21-0.069594-0.530.299063
22-0.140118-1.06710.145173
230.0027350.02080.491728
24-0.051392-0.39140.348472
25-0.093864-0.71480.238785
26-0.058501-0.44550.328799
27-0.075284-0.57330.284313
28-0.077298-0.58870.279179
290.1205910.91840.181107
30-0.015744-0.11990.452487
310.1147420.87380.192903
32-0.009565-0.07280.471089
33-0.008222-0.06260.475143
34-0.024142-0.18390.427382
350.1242820.94650.17391
360.0136120.10370.458897