Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2225621.87530.032429
20.0251490.21190.416392
3-0.0465-0.39180.348183
4-0.038399-0.32360.373612
5-0.080765-0.68050.249188
6-0.071875-0.60560.273345
7-0.071902-0.60590.27327
8-0.048482-0.40850.342063
9-0.042101-0.35480.361913
10-0.021724-0.18310.42764
110.0112780.0950.462279
120.061770.52050.302173
130.1612741.35890.089236
140.1693711.42710.078961
150.0121770.10260.459282
16-0.035573-0.29970.382623
17-0.040132-0.33820.368122
18-0.069149-0.58270.280984
19-0.072332-0.60950.272076
20-0.037222-0.31360.377357
21-0.034017-0.28660.387613
22-0.041427-0.34910.364033
23-0.008872-0.07480.470309
240.1157520.97530.16635
250.1202671.01340.157158
260.0089540.07550.470034
27-0.018229-0.15360.43918
28-0.002238-0.01890.492503
29-0.069599-0.58650.279716
30-0.058634-0.49410.311394
31-0.073456-0.6190.268965
32-0.059919-0.50490.307601
33-0.112944-0.95170.172244
340.0779540.65690.256699
35-0.040085-0.33780.368271
360.0099630.08390.466668
370.0866790.73040.233784
380.129211.08870.139975
39-0.038373-0.32330.373696
40-0.04215-0.35520.361762
41-0.050308-0.42390.33646
42-0.057489-0.48440.314793
43-0.06147-0.5180.303049
44-0.062163-0.52380.301026
45-0.051586-0.43470.332558
46-0.050294-0.42380.336502
47-0.031762-0.26760.39488
480.0206890.17430.431053


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2225621.87530.032429
2-0.025655-0.21620.414736
3-0.048988-0.41280.340505
4-0.017494-0.14740.441616
5-0.071511-0.60260.274361
6-0.043073-0.36290.358864
7-0.051254-0.43190.333571
8-0.0309-0.26040.397668
9-0.035292-0.29740.383525
10-0.019338-0.16290.435513
110.0070620.05950.47636
120.0449120.37840.353117
130.1333421.12360.132492
140.1056440.89020.188189
15-0.051547-0.43430.332678
16-0.019168-0.16150.436076
17-0.009164-0.07720.469334
18-0.041079-0.34610.365132
19-0.02446-0.20610.418651
200.0037510.03160.487436
21-0.016957-0.14290.443393
22-0.030574-0.25760.398722
230.0043770.03690.485341
240.1143540.96360.169268
250.0556860.46920.320176
26-0.071971-0.60640.273079
27-0.048222-0.40630.342862
280.0003670.00310.498769
29-0.056226-0.47380.318558
30-0.012291-0.10360.458905
31-0.037129-0.31290.377653
32-0.020649-0.1740.431183
33-0.098439-0.82950.204813
340.132221.11410.134496
35-0.08706-0.73360.23281
360.0131740.1110.455963
370.049310.41550.339516
380.0295830.24930.401937
39-0.107743-0.90790.183512
400.0037270.03140.487518
41-0.023413-0.19730.422084
42-0.035902-0.30250.381572
43-0.006069-0.05110.47968
44-0.027813-0.23440.407691
45-0.026252-0.22120.412784
46-0.017203-0.1450.442579
47-0.022826-0.19230.424015
48-0.018689-0.15750.437658