Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4673034.15354.1e-05
20.3452713.06880.001472
30.0473890.42120.337376
40.0703650.62540.266751
5-0.045368-0.40320.34393
60.0453590.40320.343961
7-0.029667-0.26370.396355
8-0.012729-0.11310.455105
90.0809760.71970.236907
100.0465930.41410.339952
11-0.072319-0.64280.261113
12-0.141771-1.26010.105674
13-0.095138-0.84560.200164
14-0.05066-0.45030.326871
15-0.014235-0.12650.449821
16-0.022847-0.20310.419803
17-0.073743-0.65540.257043
18-0.09362-0.83210.203928
190.0278950.24790.402414
20-0.053559-0.4760.31768
21-0.098334-0.8740.19238
22-0.089094-0.79190.215401
230.0163190.1450.442523
240.1008350.89620.186424
250.1084720.96410.168963
260.0563290.50070.309
27-0.097228-0.86420.195052
280.0501850.44610.328388
290.0857220.76190.22419
300.1511061.34310.091549
310.0292080.25960.397922
320.0500550.44490.328804
33-0.09409-0.83630.202757
34-0.097489-0.86650.19442
35-0.17798-1.58190.058831
36-0.18856-1.6760.04885
37-0.18368-1.63260.053268
38-0.091802-0.8160.208491
39-0.060987-0.54210.294649
40-0.046507-0.41340.340231
41-0.090965-0.80850.210611
42-0.073367-0.65210.258113
43-0.017899-0.15910.437003
440.0059980.05330.47881
45-0.012153-0.1080.457129
46-0.084575-0.75170.227227
47-0.082265-0.73120.233414
48-0.036233-0.3220.374134


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4673034.15354.1e-05
20.1623531.4430.076484
3-0.215013-1.91110.029811
40.090270.80230.212382
5-0.058365-0.51880.30269
60.0691280.61440.27035
7-0.044302-0.39380.347408
8-0.04324-0.38430.350886
90.1934111.71910.044758
10-0.084032-0.74690.228672
11-0.187485-1.66640.049797
12-0.035512-0.31560.376554
130.0702270.62420.26715
140.0421750.37490.354384
15-0.062696-0.55730.289464
16-0.030224-0.26860.394454
17-0.030772-0.27350.39259
18-0.062683-0.55710.289503
190.1358751.20770.115387
20-0.11723-1.0420.150303
21-0.095919-0.85250.198244
220.0775450.68920.246348
230.0631070.56090.288223
240.1097230.97520.16621
25-0.078485-0.69760.243742
26-0.023775-0.21130.416591
27-0.097065-0.86270.195447
280.1650141.46670.073217
290.0998750.88770.188696
300.0066570.05920.476484
31-0.072013-0.64010.261991
32-0.041939-0.37280.355161
33-0.147449-1.31060.096902
34-0.074653-0.66350.25446
35-0.041809-0.37160.355591
360.012180.10830.457031
37-0.006247-0.05550.477931
38-0.125118-1.11210.13474
39-0.043285-0.38470.350736
400.0638190.56720.28608
41-0.027746-0.24660.402923
420.0007730.00690.497267
430.0696640.61920.268787
44-0.022209-0.19740.422012
45-0.056379-0.50110.308846
46-0.050838-0.45190.326303
47-0.053293-0.47370.318517
480.0113660.1010.459894