Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.38501-3.98266.2e-05
2-0.212872-2.2020.014907
30.2121282.19430.015189
40.0006740.0070.497225
50.0310080.32070.374514
6-0.246642-2.55130.006073
70.0525490.54360.293935
8-0.041054-0.42470.335967
90.2312.38950.009311
10-0.246997-2.5550.006013
11-0.263431-2.72490.003757
120.7544347.80390
13-0.309997-3.20660.000886
14-0.129642-1.3410.091375
150.1416461.46520.0729
160.0307710.31830.375439
17-0.003644-0.03770.485001
18-0.17617-1.82230.0356
190.0140910.14580.442195
20-0.064027-0.66230.254601
210.2557412.64540.004694
22-0.257032-2.65880.004523
23-0.159889-1.65390.050539
240.5672765.8680
25-0.260251-2.69210.004122
26-0.062035-0.64170.261221
270.0939060.97140.166777
280.0238280.24650.402891
290.0028640.02960.488211
30-0.124559-1.28840.100185
31-0.020826-0.21540.414922
32-0.034743-0.35940.360007
330.2363142.44450.00807
34-0.284747-2.94550.001979
35-0.054807-0.56690.285976
360.4556514.71334e-06
37-0.266624-2.7580.003421
38-0.025654-0.26540.395618
390.1111231.14950.126464
40-0.01746-0.18060.428511
410.0022920.02370.490565
42-0.083204-0.86070.195671
43-0.009075-0.09390.462694
44-0.061444-0.63560.263202
450.2126732.19990.014982
46-0.249434-2.58020.005615
47-0.016468-0.17030.43253
480.3649963.77550.000131


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.38501-3.98266.2e-05
2-0.423948-4.38531.4e-05
3-0.09704-1.00380.158872
4-0.019125-0.19780.421778
50.1505231.5570.061209
6-0.218594-2.26120.012886
7-0.221857-2.29490.011845
8-0.424908-4.39531.3e-05
90.124641.28930.10004
10-0.133181-1.37760.085595
11-0.508864-5.26370
120.3798123.92887.6e-05
130.1440721.49030.069544
140.1722781.78210.038788
150.0527580.54570.293191
16-0.014605-0.15110.440099
17-0.104172-1.07760.141826
180.0048060.04970.480222
19-0.088342-0.91380.181434
20-0.099045-1.02450.153949
21-0.029624-0.30640.379934
22-0.006347-0.06570.473886
230.0558110.57730.28247
240.0643730.66590.253461
25-0.036337-0.37590.353877
26-0.026307-0.27210.393025
27-0.023296-0.2410.405016
28-0.082912-0.85760.196502
290.0094110.09740.461314
30-0.022809-0.23590.406965
31-0.018885-0.19530.422745
320.0868360.89820.185537
330.0784620.81160.209406
34-0.066206-0.68480.247462
35-0.002918-0.03020.487987
360.082720.85570.197048
37-0.042435-0.4390.33079
38-0.071138-0.73590.231713
390.0372440.38530.350408
40-0.042278-0.43730.331379
410.0266330.27550.391733
420.0036410.03770.485013
430.1092681.13030.130443
44-0.072907-0.75420.226205
45-0.048616-0.50290.308037
460.0121530.12570.450098
47-0.00824-0.08520.466115
48-0.024443-0.25280.400437