Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1485981.01870.156771
20.2341171.6050.057594
30.3184332.18310.01703
40.2256421.54690.064295
50.0848360.58160.281806
60.1632711.11930.134344
70.0221350.15170.440017
80.1570341.07660.143584
90.0439510.30130.382254
10-0.04843-0.3320.370676
110.3130542.14620.018526
12-0.065284-0.44760.328261
13-0.014012-0.09610.461941
140.1166140.79950.214022
150.0540040.37020.356437
16-0.033172-0.22740.410543
170.1027160.70420.242397
18-0.131299-0.90010.186317
190.0443520.30410.381213
20-0.078343-0.53710.29687
21-0.216853-1.48670.07189
22-0.091392-0.62660.266993
23-0.08969-0.61490.270798
24-0.216832-1.48650.071909
25-0.155607-1.06680.145759
26-0.144028-0.98740.16425
27-0.211328-1.44880.077018
28-0.133981-0.91850.181517
29-0.145869-10.161209
30-0.08716-0.59750.276509
31-0.043139-0.29570.384364
32-0.136566-0.93620.176966
33-0.017344-0.11890.452928
340.0233160.15980.436843
35-0.033314-0.22840.410167
36-0.043913-0.30110.382352


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1485981.01870.156771
20.2168231.48650.071917
30.2778781.9050.031452
40.1433580.98280.165365
5-0.063681-0.43660.332208
60.0096630.06620.473731
7-0.108867-0.74640.229584
80.1121150.76860.222981
90.0018990.0130.494834
10-0.110531-0.75780.226188
110.3260362.23520.015097
12-0.171489-1.17570.122824
13-0.054441-0.37320.355327
140.0185730.12730.44961
150.0076830.05270.479107
160.0322350.2210.413028
170.0128220.08790.465164
18-0.139968-0.95960.171091
19-0.016667-0.11430.454758
20-0.083776-0.57430.284238
21-0.151237-1.03680.15256
22-0.144372-0.98980.163678
230.0874380.59940.275878
24-0.01898-0.13010.448514
25-0.135608-0.92970.178643
26-0.031756-0.21770.414299
27-0.10064-0.690.246808
28-0.072883-0.49970.309822
290.1379250.94560.174603
30-0.010628-0.07290.471112
310.0958310.6570.257197
320.0088580.06070.475917
330.0431610.29590.384306
34-0.016319-0.11190.455699
350.0971120.66580.254408
360.0328610.22530.411367