Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1853472.45890.007452
2-0.141008-1.87070.031524
30.0410750.54490.29325
40.2335183.0980.001134
50.0320120.42470.335793
6-0.286061-3.7950.000101
70.0429930.57040.284579
80.202982.69280.003885
90.012850.17050.432416
10-0.146686-1.9460.026623
110.1513642.00810.023082
120.79996110.61270
130.1367861.81470.035639
14-0.158822-2.1070.018267
150.0101270.13430.446641
160.1729662.29460.011467
170.0039050.05180.479369
18-0.295296-3.91756.4e-05
19-0.000863-0.01140.495441
200.1584312.10180.018496
21-0.015128-0.20070.420585
22-0.150342-1.99450.02382
230.1358161.80180.036644
240.7027049.32240
250.1014811.34630.089968
26-0.171725-2.27820.011959
27-0.03592-0.47650.317143
280.1553482.06090.020391
29-0.051143-0.67850.249177
30-0.322636-4.28021.5e-05
31-0.028421-0.3770.353298
320.1112311.47570.070912
33-0.063989-0.84890.198541
34-0.212963-2.82530.002635
350.1008131.33740.091404
360.6025167.99330
370.0575190.76310.22322
38-0.192574-2.55480.005736
39-0.080489-1.06780.143534
400.1419371.8830.030675
41-0.081686-1.08370.139992
42-0.339273-4.5016e-06
43-0.033585-0.44560.328233
440.1022611.35660.088316
45-0.118328-1.56980.05913
46-0.217989-2.89190.002156
470.0700380.92920.17704
480.5146936.82820


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1853472.45890.007452
2-0.1816-2.40920.008509
30.1131031.50050.067642
40.1883332.49850.006694
5-0.042053-0.55790.288812
6-0.249792-3.31390.000559
70.1592162.11220.018038
80.064240.85220.19762
9-0.012637-0.16760.433528
10-0.029498-0.39130.34801
110.1978212.62440.004722
120.7472899.91390
13-0.150629-1.99830.023611
14-0.044401-0.5890.278294
15-0.118886-1.57720.058272
16-0.159114-2.11090.018097
170.0259210.34390.365675
18-0.03269-0.43370.332526
19-0.084525-1.12140.131832
200.0222250.29490.384227
21-0.012819-0.17010.43258
220.0212890.28240.38897
230.0843671.11930.132278
240.1644262.18140.015242
25-0.06-0.7960.213554
26-0.015418-0.20450.41908
27-0.139221-1.8470.033215
280.0499850.66310.25406
29-0.138269-1.83430.034146
30-0.036472-0.48390.314543
31-0.000617-0.00820.496742
32-0.056886-0.75470.225726
33-0.03655-0.48490.31418
34-0.127669-1.69370.046043
35-0.008704-0.11550.454101
360.0488140.64760.259046
370.003320.0440.482459
380.0221350.29370.384682
39-0.063092-0.8370.201861
400.0540860.71750.236999
41-0.00844-0.1120.455489
420.0012660.01680.493312
430.0363150.48180.315282
440.0458860.60870.271738
45-0.173025-2.29540.011444
460.0928771.23220.109768
47-0.124486-1.65150.050211
48-0.024733-0.32810.371607