Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2079561.75230.042023
20.185251.56090.061492
30.1608221.35510.089839
40.2460222.0730.020901
5-0.138647-1.16830.123305
6-0.089272-0.75220.227202
70.1392841.17360.122233
8-0.075848-0.63910.262406
9-0.15168-1.27810.102692
10-0.138076-1.16340.124272
110.032260.27180.393273
12-0.091109-0.76770.222606
13-0.124596-1.04990.14867
14-0.228824-1.92810.028921
15-0.104889-0.88380.18989
16-0.343835-2.89720.002501
17-0.285837-2.40850.009308
18-0.242335-2.0420.022436
190.027240.22950.40956
20-0.070771-0.59630.276428
21-0.057387-0.48350.315097
220.1592311.34170.091984
230.0486740.41010.34147
240.023210.19560.422752
25-0.035059-0.29540.38427
260.1556251.31130.096988
27-0.043511-0.36660.357493
28-0.054723-0.46110.323067
290.0514160.43320.333076
300.0176940.14910.440951
310.00790.06660.473555
320.1190561.00320.159589
330.1540091.29770.099296
340.0653060.55030.291927
350.0798120.67250.25172
360.0563490.47480.31819
37-0.035498-0.29910.382863
38-0.014019-0.11810.453149
390.0076770.06470.474301
40-0.011861-0.09990.460336
41-0.026999-0.22750.410345
420.0417360.35170.363064
430.0400430.33740.368403
440.0355290.29940.382767
450.0482760.40680.342695
460.0376870.31760.375876
47-0.000372-0.00310.498753
48-0.022149-0.18660.426241


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2079561.75230.042023
20.1484231.25060.107587
30.103830.87490.192294
40.1883551.58710.058467
5-0.272582-2.29680.012291
6-0.115132-0.97010.167641
70.2185581.84160.034855
8-0.129172-1.08840.140045
9-0.072891-0.61420.270527
10-0.110799-0.93360.176835
110.0093960.07920.468561
120.0908850.76580.223164
13-0.077282-0.65120.258513
14-0.323385-2.72490.004047
15-0.04892-0.41220.340715
16-0.25515-2.14990.017484
17-0.095412-0.8040.212052
18-0.074877-0.63090.265057
190.0942310.7940.214919
200.081410.6860.247483
21-0.038461-0.32410.373416
220.0845630.71250.239234
23-0.116215-0.97920.165391
24-0.077448-0.65260.258065
25-0.07735-0.65180.258328
26-0.0811-0.68340.248302
27-0.065895-0.55520.290237
28-0.075863-0.63920.262365
290.0447040.37670.353767
30-0.150446-1.26770.104527
31-0.075657-0.63750.262926
320.0594770.50120.308905
33-0.075388-0.63520.26366
34-0.087509-0.73740.231665
350.0336320.28340.388851
36-0.040075-0.33770.368302
37-0.048021-0.40460.343483
380.0664370.55980.288687
39-0.095619-0.80570.211554
400.0372470.31380.377278
41-0.101838-0.85810.196862
42-0.01695-0.14280.443419
430.0296670.250.401663
44-0.066178-0.55760.289428
450.0088930.07490.470238
46-0.057108-0.48120.315928
47-0.015732-0.13260.447458
48-0.012867-0.10840.456986