Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2072971.88860.031222
20.1187141.08150.141296
30.2251662.05140.021693
40.2709752.46870.007806
50.0323080.29430.384615
6-0.099904-0.91020.182684
70.0025490.02320.490763
80.1472091.34110.091767
9-0.026964-0.24570.403279
10-0.036653-0.33390.369639
110.0101270.09230.463357
120.250382.28110.012553
13-0.017531-0.15970.436747
14-0.000343-0.00310.498757
150.0306850.27960.390257
16-0.038071-0.34680.364792
17-0.040385-0.36790.356934
18-0.035704-0.32530.372894
19-0.06841-0.62320.267416
200.0624680.56910.28541
21-0.041918-0.38190.351759
22-0.059601-0.5430.294295
23-0.071359-0.65010.258707
24-0.024139-0.21990.413239
25-0.080716-0.73540.232098
26-0.065382-0.59570.276511
27-0.043151-0.39310.347617
280.0051770.04720.481246
29-0.013636-0.12420.450718
30-0.000947-0.00860.49657
31-0.028268-0.25750.398701
320.0141170.12860.448987
33-0.046189-0.42080.337493
34-0.055271-0.50350.30796
35-0.031705-0.28880.38671
36-0.097787-0.89090.187784
37-0.096414-0.87840.191138
38-0.050217-0.45750.324256
39-0.065183-0.59380.277114
40-0.025584-0.23310.408136
41-0.052499-0.47830.316851
420.0177640.16180.435913
43-0.030817-0.28080.389797
44-0.092126-0.83930.201854
45-0.076083-0.69310.245076
46-0.0564-0.51380.304369
47-0.01826-0.16640.434141
48-0.069746-0.63540.263452


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2072971.88860.031222
20.0791430.7210.236461
30.1956811.78270.039143
40.2033151.85230.03377
5-0.083348-0.75930.224901
6-0.186426-1.69840.046587
7-0.052371-0.47710.317265
80.1537421.40070.082522
90.0119760.10910.456689
100.0258430.23540.407222
11-0.042627-0.38840.349374
120.2094251.9080.029927
13-0.085884-0.78240.218092
140.0186930.17030.432594
15-0.064952-0.59170.277816
16-0.172275-1.56950.060169
170.0262570.23920.405766
180.0723080.65880.255939
19-0.008265-0.07530.47008
200.0845690.77050.221608
21-0.042359-0.38590.350275
22-0.102236-0.93140.17717
23-0.074872-0.68210.248531
24-0.064385-0.58660.279542
25-0.012608-0.11490.454414
260.0211480.19270.423845
270.0437180.39830.345718
280.0963010.87730.191417
290.0035980.03280.486966
30-0.011656-0.10620.457845
31-0.049843-0.45410.325473
32-0.108148-0.98530.163677
33-0.04892-0.44570.328492
340.0036820.03350.48666
350.0546980.49830.309787
36-0.025936-0.23630.406895
37-0.01371-0.12490.45045
38-0.0256-0.23320.40808
39-0.049368-0.44980.327027
40-0.01878-0.17110.432284
41-0.04256-0.38770.349601
420.0310920.28330.38884
43-0.015817-0.14410.442887
44-0.056004-0.51020.305626
45-0.03052-0.27810.390832
46-0.034978-0.31870.375392
470.035420.32270.373871
480.004560.04150.483481