Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2776312.42030.008947
20.2297292.00270.024386
3-0.131974-1.15050.126768
4-0.248477-2.16620.016717
5-0.412365-3.59490.000287
6-0.331555-2.89040.002506
7-0.336216-2.93110.00223
8-0.248679-2.16790.016647
90.045810.39940.345374
100.1114250.97140.167221
110.3393832.95870.002059
120.434243.78560.000152
130.3230292.81610.003095
140.1193971.04090.150615
150.0738120.64350.260925
16-0.268925-2.34440.010835
17-0.265657-2.31590.01163
18-0.316891-2.76260.003594
19-0.269873-2.35270.010613
20-0.096581-0.8420.201222
21-0.008652-0.07540.470037
220.100880.87950.190965
230.1252111.09160.139237
240.3343562.91480.002337
250.2601212.26770.013095
260.1871871.63190.053424
270.0809750.70590.241197
28-0.143177-1.24820.107897
29-0.233386-2.03460.022689
30-0.219101-1.91010.029948
31-0.203046-1.77010.04036
32-0.178178-1.55330.062251
330.0190550.16610.434253
340.0027180.02370.490578
350.2006971.74960.042109
360.1929591.68220.04832
370.2481792.16360.01682
380.0473820.41310.340362
390.1010160.88060.190645
40-0.162632-1.41780.080169
41-0.154769-1.34920.090632
42-0.146908-1.28070.102094
43-0.141575-1.23420.110461
44-0.101156-0.88190.190316
45-0.011124-0.0970.461499
460.0511410.44580.328492
470.0580170.50580.307238
480.1890381.6480.051741


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2776312.42030.008947
20.1653991.44190.076718
3-0.257471-2.24460.013852
4-0.229665-2.00220.024417
5-0.26946-2.34910.010709
6-0.155065-1.35180.09022
7-0.237549-2.07090.020882
8-0.325671-2.83910.0029
9-0.045968-0.40070.344869
10-0.161201-1.40530.082001
11-0.025738-0.22440.411533
120.1565941.36520.088116
130.0041130.03590.485745
14-0.073326-0.63920.262295
150.1440371.25570.106538
16-0.12773-1.11350.134496
17-2.2e-05-2e-040.499922
180.0047090.04110.483679
19-0.052494-0.45760.324262
200.1365081.190.118866
21-0.094775-0.82620.20563
22-0.073544-0.64110.261681
23-0.117664-1.02580.154126
240.0045020.03920.484398
250.1367191.19190.118506
26-0.066164-0.57680.282888
270.0449980.39230.347973
280.0119650.10430.4586
29-0.07057-0.61520.270124
300.0902030.78640.217049
310.0362910.31640.376293
32-0.119686-1.04340.150035
330.1356761.18280.120289
34-0.075181-0.65540.257091
350.1047920.91360.18192
360.0156170.13610.446032
37-0.049379-0.43050.334035
38-0.023247-0.20270.41997
39-0.029315-0.25560.399491
40-0.136978-1.19410.118068
410.0239870.20910.417459
42-0.033168-0.28920.386625
430.0880080.76720.222658
44-0.046518-0.40550.343114
45-0.122827-1.07080.143829
460.0400350.3490.364021
47-0.123582-1.07740.142364
480.0062420.05440.478373