Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.436377-3.35190.000703
20.0948210.72830.234646
30.0219640.16870.433302
40.0707830.54370.29435
5-0.454907-3.49420.000454
60.7400955.68480
7-0.422538-3.24560.000967
80.0449940.34560.365433
9-0.016767-0.12880.448981
10-0.00167-0.01280.494905
11-0.364592-2.80050.003444
120.6477444.97543e-06
13-0.38532-2.95970.002214
140.0304930.23420.407811
150.0324330.24910.402064
16-0.012831-0.09860.460912
17-0.362743-2.78630.00358
180.5719454.39322.4e-05
19-0.329762-2.53290.006995
200.0068020.05220.479254
21-0.009698-0.07450.470435
220.0526640.40450.343647
23-0.316564-2.43160.009044
240.5133443.94310.000108
25-0.230853-1.77320.040677
260.0549560.42210.337235
27-0.004994-0.03840.484766
280.0149030.11450.454627
29-0.266777-2.04920.022451
300.4080223.13410.001343
31-0.222607-1.70990.046272
320.026910.20670.418478
330.0332870.25570.399542
340.0297080.22820.410143
35-0.201409-1.54710.063599
360.3505822.69290.004604
37-0.129961-0.99820.161118
380.0352590.27080.393734
390.0027180.02090.491707
400.0307580.23630.407027
41-0.149298-1.14680.128052
420.2383031.83040.036118
43-0.13769-1.05760.147271
440.0231290.17770.429802
45-0.031071-0.23870.406098
46-0.027481-0.21110.416773
47-0.096737-0.74310.230199
480.1502851.15440.126503


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.436377-3.35190.000703
2-0.118092-0.90710.184026
30.0209130.16060.436463
40.1263270.97030.167919
5-0.472439-3.62890.000298
60.5771514.43322.1e-05
7-0.077306-0.59380.277458
8-0.161353-1.23940.110057
9-0.137949-1.05960.146821
10-0.23053-1.77070.040885
110.0582450.44740.328118
120.2026561.55660.062453
13-0.044258-0.340.367549
14-0.154289-1.18510.120362
15-0.039702-0.3050.380735
160.0211640.16260.435709
17-0.154112-1.18380.120629
18-0.057381-0.44070.330503
19-0.018359-0.1410.444168
20-0.046393-0.35640.361424
21-0.179405-1.3780.086699
220.0598260.45950.323771
230.0246250.18920.425312
24-0.021513-0.16520.434657
250.1160570.89140.188155
260.0378290.29060.3862
27-0.025985-0.19960.421242
28-0.183525-1.40970.081942
29-0.009738-0.07480.470312
30-0.091734-0.70460.241908
31-0.095406-0.73280.233282
320.0288290.22140.412758
330.081310.62460.267335
340.0947590.72790.234789
350.1144120.87880.191534
360.007470.05740.47722
37-0.005917-0.04540.481951
380.0567270.43570.332311
39-0.025913-0.1990.421457
40-0.042065-0.32310.373878
410.0724640.55660.289952
420.0334860.25720.398955
430.0096630.07420.470543
44-0.030122-0.23140.408913
450.0187630.14410.442947
46-0.071131-0.54640.293438
470.0212480.16320.435455
48-0.110609-0.84960.199491