Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1323891.37580.085861
2-0.020452-0.21250.416043
3-0.091719-0.95320.171316
4-0.171307-1.78030.038921
5-0.153163-1.59170.057186
6-0.159647-1.65910.049998
7-0.168103-1.7470.041742
8-0.190346-1.97810.02523
9-0.109638-1.13940.12853
10-0.052104-0.54150.294644
110.0977121.01550.156079
120.9007649.3610
130.1045581.08660.139816
14-0.029995-0.31170.377926
15-0.09292-0.96570.168187
16-0.160876-1.67190.048722
17-0.146921-1.52680.064861
18-0.152906-1.5890.057487
19-0.161322-1.67650.048266
20-0.176755-1.83690.034488
21-0.099689-1.0360.151258
22-0.053244-0.55330.290591
230.0811350.84320.200496
240.7966698.27920
250.0959930.99760.160354
26-0.017336-0.18020.428682
27-0.072269-0.7510.227131
28-0.130388-1.3550.089118
29-0.114962-1.19470.117406
30-0.12095-1.25690.105742
31-0.128542-1.33590.092203
32-0.148046-1.53850.063421
33-0.077453-0.80490.211318
34-0.045188-0.46960.319791
350.0707280.7350.231958
360.6769397.0350
370.0801540.8330.203346
38-0.017758-0.18450.426966
39-0.068216-0.70890.239951
40-0.116445-1.21010.114435
41-0.103603-1.07670.142012
42-0.111027-1.15380.12556
43-0.122005-1.26790.103777
44-0.137093-1.42470.078561
45-0.079369-0.82480.205644
46-0.053688-0.55790.28902
470.0498750.51830.302648
480.5318335.5270


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1323891.37580.085861
2-0.038656-0.40170.34434
3-0.085411-0.88760.188358
4-0.152222-1.58190.058294
5-0.122382-1.27180.103082
6-0.153171-1.59180.057176
7-0.188568-1.95970.026306
8-0.256059-2.6610.004489
9-0.229231-2.38220.009478
10-0.266712-2.77170.003284
11-0.192085-1.99620.024214
120.8608088.94580
13-0.315676-3.28060.000698
14-0.155262-1.61350.054774
15-0.058352-0.60640.272758
16-0.047606-0.49470.310896
17-0.090686-0.94240.174037
18-0.014141-0.1470.441719
190.0315290.32770.3719
200.0481020.49990.309086
21-0.010693-0.11110.455861
220.0108660.11290.45515
23-0.057927-0.6020.274219
24-0.203294-2.11270.018466
250.0766370.79640.213763
260.0624540.6490.258845
270.0196070.20380.419461
280.0320510.33310.369859
290.0974711.01290.156675
300.0482870.50180.308411
310.0307240.31930.375062
32-0.016433-0.17080.43236
330.0333440.34650.364814
340.0115910.12050.452171
350.0395170.41070.341064
36-0.107778-1.12010.132586
370.0610850.63480.263445
380.0171530.17830.429426
39-0.0067-0.06960.472309
400.0022150.0230.490837
41-0.022998-0.2390.405778
42-0.049587-0.51530.30369
43-0.080362-0.83510.20274
44-0.003133-0.03260.487043
45-0.07706-0.80080.212493
46-0.056169-0.58370.280311
47-0.022211-0.23080.408943
48-0.189927-1.97380.02548