Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3145812.8660.002633
20.1281061.16710.123256
30.0748560.6820.248577
40.0715310.65170.258204
5-0.049854-0.45420.325439
6-0.044161-0.40230.344239
7-0.10033-0.91410.181669
8-0.23586-2.14880.017282
9-0.059983-0.54650.293105
10-0.160203-1.45950.074098
110.0601090.54760.29271
12-0.136778-1.24610.108116
13-0.194654-1.77340.039916
14-0.114886-1.04670.149147
150.0621420.56610.286412
160.0657830.59930.275298
170.0126270.1150.454348
180.0814820.74230.229989
190.015640.14250.443522
200.0500090.45560.324932
21-0.068859-0.62730.266082
22-0.08649-0.7880.216482
23-0.059021-0.53770.296108
24-0.160944-1.46630.073177
25-0.15804-1.43980.076841
26-0.138626-1.26290.105073
27-0.017573-0.16010.436596
28-0.091634-0.83480.203106
29-0.071102-0.64780.259461
30-0.080818-0.73630.231816
310.1170021.06590.14477
320.1545721.40820.081401
330.0851210.77550.220129
340.0954050.86920.193628
350.1031770.940.174977
360.0678950.61860.268953
370.0639520.58260.280861
380.1748561.5930.05748
390.0174610.15910.436997
40-0.026005-0.23690.406654
41-0.037793-0.34430.365741
420.0152950.13930.444758
43-0.007753-0.07060.47193
44-0.073129-0.66620.253553
45-0.220266-2.00670.024018
46-0.097029-0.8840.189631
47-0.043283-0.39430.347177
48-0.045975-0.41890.338203


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3145812.8660.002633
20.0323450.29470.384487
30.0285360.260.397764
40.0409250.37280.355109
5-0.09814-0.89410.186927
6-0.011436-0.10420.458636
7-0.086057-0.7840.217631
8-0.19994-1.82150.036064
90.1007350.91770.180707
10-0.16481-1.50150.068511
110.206951.88540.031437
12-0.231857-2.11230.018832
13-0.1511-1.37660.086171
140.0291670.26570.395556
150.0508320.46310.322253
160.0659280.60060.274862
17-0.038279-0.34870.364084
180.0011060.01010.495994
190.0380380.34650.364905
20-0.110193-1.00390.15917
21-0.088376-0.80510.211518
22-0.149228-1.35950.08883
230.0782610.7130.238926
24-0.153612-1.39950.0827
25-0.083338-0.75920.224928
26-0.136169-1.24060.109131
270.0394270.35920.36018
28-0.038856-0.3540.362121
29-0.126526-1.15270.126169
30-0.11104-1.01160.157329
310.2009541.83080.035361
320.0288440.26280.396686
33-0.022227-0.20250.420012
34-0.182117-1.65920.050429
350.1009790.920.180129
36-0.053129-0.4840.314821
370.0420060.38270.351463
38-0.030261-0.27570.391736
39-0.006894-0.06280.475036
400.0363320.3310.370739
41-0.001763-0.01610.493612
42-0.132101-1.20350.116103
430.0329320.30.382455
44-0.037636-0.34290.366279
45-0.107578-0.98010.164947
46-0.072469-0.66020.255468
47-0.069844-0.63630.263163
480.027210.24790.402412