Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2293452.1020.019275
2-0.195231-1.78930.038583
30.0742430.68040.249046
40.1448731.32780.093923
5-0.150103-1.37570.086283
6-0.355228-3.25570.000816
7-0.230346-2.11120.018866
80.10380.95130.17208
90.01760.16130.436121
10-0.315647-2.8930.00243
110.0417330.38250.351531
120.6510815.96730
130.1409641.2920.099958
14-0.184913-1.69480.046913
15-0.011854-0.10860.456873
160.0600750.55060.291685
17-0.145315-1.33180.093259
18-0.293962-2.69420.004259
19-0.215344-1.97370.025854
200.0643180.58950.27856
210.0561070.51420.304221
22-0.222742-2.04150.022172
230.0732290.67120.251982
240.5609235.14091e-06
250.1527221.39970.08264
26-0.13258-1.21510.113863
27-0.022791-0.20890.417524
280.0629090.57660.282887
29-0.109239-1.00120.159805
30-0.249081-2.28290.012482
31-0.216314-1.98260.025343
320.0362930.33260.37012
330.042160.38640.350089
34-0.219192-2.00890.023878
35-0.007418-0.0680.472978
360.4603384.21913.1e-05
370.154191.41320.08065
38-0.076288-0.69920.243182
39-0.030339-0.27810.390825
400.0457460.41930.338045
41-0.012112-0.1110.455936
42-0.181478-1.66330.049992
43-0.209114-1.91660.029347
440.0695950.63780.262654
450.1045160.95790.170429
46-0.155902-1.42890.078375
47-0.001326-0.01220.495167
480.3611113.30960.000689


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2293452.1020.019275
2-0.26159-2.39750.009362
30.2161021.98060.025454
40.0075540.06920.472486
5-0.161825-1.48320.070888
6-0.273777-2.50920.00701
7-0.188497-1.72760.043867
80.1335411.22390.112201
9-0.039326-0.36040.359715
10-0.253911-2.32710.011183
110.1544091.41520.080356
120.5284914.84373e-06
13-0.237576-2.17740.016127
14-0.019616-0.17980.428878
15-0.181188-1.66060.05026
16-0.151093-1.38480.084893
17-0.11221-1.02840.153352
180.0974240.89290.187229
19-0.006196-0.05680.477424
20-0.108995-0.9990.160342
210.0715410.65570.256911
220.0444630.40750.342334
230.0933550.85560.197322
240.1221451.11950.133063
25-0.090235-0.8270.205284
26-0.133786-1.22620.111781
27-0.099297-0.91010.182695
280.0874560.80150.212538
29-0.010172-0.09320.462974
300.0090170.08260.467167
31-0.054971-0.50380.307853
32-0.04422-0.40530.34315
33-0.024069-0.22060.412972
340.015770.14450.442713
35-0.103098-0.94490.173707
360.0434330.39810.345795
37-0.065403-0.59940.275251
380.0978530.89680.186185
39-0.035894-0.3290.371497
40-0.005485-0.05030.480013
410.1009850.92550.178668
42-0.106236-0.97370.166509
430.0029780.02730.489144
440.0634880.58190.281105
450.0216990.19890.42142
46-0.011908-0.10910.456677
470.0528440.48430.314707
48-0.042788-0.39220.347969