Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.131749-1.11010.135343
20.1286591.08410.140994
3-0.132992-1.12060.133116
4-0.046603-0.39270.347864
5-0.308254-2.59740.005706
6-0.047846-0.40320.344022
70.0385430.32480.373157
80.0379210.31950.375132
90.03730.31430.37711
100.0366780.30910.379091
11-0.13061-1.10050.137408
120.1297981.09370.138892
13-0.218862-1.84420.034666
140.3099282.61150.005496
15-0.038732-0.32640.372554
160.2143231.80590.037585
17-0.047328-0.39880.345621
18-0.047949-0.4040.343703
19-0.135581-1.14240.128558
20-0.049192-0.41450.339878
21-0.027755-0.23390.407881
22-0.028376-0.23910.405858
230.0653650.55080.291758
240.0573910.48360.315084
25-0.03024-0.25480.399804
260.0561480.47310.318792
27-0.118493-0.99840.160729
280.0549050.46260.322518
29-0.032726-0.27580.39177
300.1406721.18530.11992
31-0.033969-0.28620.38777
32-0.03459-0.29150.385775
33-0.035211-0.29670.383783
34-0.035833-0.30190.381794
35-0.108758-0.91640.181277
36-0.02237-0.18850.425516
370.0787250.66330.254628
38-0.008906-0.0750.470194
39-0.009528-0.08030.468119
400.0768610.64760.259653
41-0.010771-0.09080.463972
42-0.011392-0.0960.4619
43-0.012013-0.10120.459828
44-0.012635-0.10650.457758
45-0.013256-0.11170.455689
46-0.013877-0.11690.453622
47-0.014499-0.12220.451555
48-0.022473-0.18940.425175


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.131749-1.11010.135343
20.1132680.95440.171557
3-0.106221-0.8950.186897
4-0.091243-0.76880.222272
5-0.311298-2.6230.005329
6-0.144333-1.21620.113974
70.0601810.50710.306829
8-0.003403-0.02870.488601
9-0.046076-0.38820.349499
10-0.083258-0.70150.242628
11-0.21967-1.8510.034166
120.128381.08180.141511
13-0.169136-1.42520.079245
140.2598732.18970.015916
150.0549630.46310.322345
160.0865570.72930.234096
170.0882050.74320.229898
18-0.139145-1.17250.122466
190.0252090.21240.416195
200.0849020.71540.238355
210.0399270.33640.368771
220.0120320.10140.459765
23-0.05195-0.43770.331453
24-0.052588-0.44310.329515
250.0679310.57240.28443
26-0.036557-0.3080.379478
270.0159040.1340.446886
28-0.072166-0.60810.272538
29-0.011801-0.09940.460535
300.1026780.86520.194926
31-0.074786-0.63020.265306
32-0.110286-0.92930.177944
33-0.029023-0.24460.403754
340.0187770.15820.437368
35-0.060695-0.51140.305321
36-0.066245-0.55820.289235
37-0.019184-0.16160.436021
38-0.054377-0.45820.324109
39-0.064291-0.54170.294851
40-0.006064-0.05110.479697
410.0150760.1270.449636
42-0.010132-0.08540.466101
430.0291210.24540.403437
44-0.108281-0.91240.182325
45-0.041985-0.35380.362279
46-0.020821-0.17540.430617
470.0293790.24750.402599
480.025510.21490.415212