Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2593942.36320.010228
2-0.105257-0.95890.170188
3-0.230339-2.09850.019451
4-0.332157-3.02610.001649
5-0.073228-0.66710.253268
6-0.006483-0.05910.476522
7-0.06824-0.62170.267922
8-0.265907-2.42250.008795
9-0.229866-2.09420.019647
10-0.081807-0.74530.229098
110.2648112.41250.009023
120.7196526.55630
130.28142.56370.00608
14-0.093311-0.85010.198857
15-0.232947-2.12220.018399
16-0.252877-2.30380.011866
17-0.051193-0.46640.321078
18-0.020621-0.18790.42572
19-0.047341-0.43130.333685
20-0.212878-1.93940.027924
21-0.169238-1.54180.063459
22-0.057867-0.52720.299732
230.2519772.29560.01211
240.5368844.89122e-06
250.2575222.34610.010677
26-0.066654-0.60730.272671
27-0.259697-2.36590.010157
28-0.198733-1.81050.036915
29-0.040986-0.37340.354902
30-0.023258-0.21190.416358
31-0.023229-0.21160.416457
32-0.121075-1.1030.136597
33-0.176581-1.60870.055737
340.0081340.07410.470554
350.1846821.68250.048112
360.3787873.45090.000441
370.2966952.7030.004166
38-0.068427-0.62340.267366
39-0.252107-2.29680.012075
40-0.17755-1.61760.054776
41-0.028418-0.25890.398176
42-0.044807-0.40820.342084
43-0.009906-0.09020.464154
44-0.044395-0.40450.343457
45-0.158466-1.44370.076294
460.0122020.11120.455878
470.18791.71180.045329
480.2200172.00440.024141


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2593942.36320.010228
2-0.184989-1.68530.047841
3-0.166519-1.51710.066526
4-0.273277-2.48970.007391
50.0315830.28770.387132
6-0.125985-1.14780.127178
7-0.180505-1.64450.05193
8-0.421783-3.84260.000119
9-0.301406-2.74590.003698
10-0.415269-3.78330.000146
11-0.180872-1.64780.051585
120.4025173.66710.000216
13-0.015747-0.14350.443138
14-0.120567-1.09840.1376
15-0.110288-1.00480.158964
160.0466060.42460.336114
17-0.004042-0.03680.485356
18-0.128559-1.17120.12243
19-0.056218-0.51220.304946
20-0.054115-0.4930.311654
210.0675790.61570.269896
22-0.072492-0.66040.255402
230.0036780.03350.486675
24-0.046544-0.4240.336317
250.0370440.33750.368302
260.0003630.00330.498686
27-0.097367-0.88710.188807
28-0.026593-0.24230.404584
29-0.016898-0.15390.439014
30-0.021929-0.19980.42107
31-0.020418-0.1860.426442
320.0827960.75430.2264
33-0.113835-1.03710.151354
340.1148141.0460.149298
35-0.104972-0.95630.170839
36-0.033162-0.30210.381657
370.1199671.0930.138789
380.0033290.03030.487939
390.0013280.01210.49519
40-0.035996-0.32790.371891
410.1349111.22910.111253
42-0.078086-0.71140.239417
430.0411020.37450.354508
440.0468320.42670.335367
450.0221260.20160.420371
460.0102410.09330.462945
470.1268371.15550.125593
48-0.102255-0.93160.177125