Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0871110.93820.175042
20.3388753.64980.000197
30.5341015.75240
40.3040423.27460.000698
50.3565633.84031e-04
60.3430933.69520.000168
70.3307293.56210.000267
80.2779012.99310.001688
90.4507764.8552e-06
100.2518712.71270.003845
110.0069660.0750.470164
120.7793328.39370
13-0.001186-0.01280.494914
140.2160422.32680.010854
150.3872194.17052.9e-05
160.1909652.05680.020976
170.2302372.47970.007292
180.2157772.3240.010934
190.2048562.20640.014664
200.1666521.79490.037637
210.3055123.29050.000663
220.1425711.53550.063687
23-0.080524-0.86730.193793
240.5929756.38650
25-0.075372-0.81180.20929
260.1019511.0980.13723
270.2584542.78360.003139
280.0908750.97880.16487
290.1195661.28780.100196
300.1039591.11970.132584
310.0934741.00670.158076
320.0548790.59110.277813
330.1888192.03360.022134
340.0370660.39920.345235
35-0.156171-1.6820.047628
360.4211384.53587e-06
37-0.152467-1.64210.051637
38-0.000906-0.00980.496117
390.1282591.38140.084906
40-0.018217-0.19620.422396
410.0016520.01780.492918
42-1.1e-05-1e-040.499952
43-0.021385-0.23030.409124
44-0.055714-0.60010.274818
450.0725230.78110.218169
46-0.074079-0.79790.213292
47-0.240435-2.58960.00542
480.2609422.81040.002905


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0871110.93820.175042
20.3338193.59530.000239
30.5504025.9280
40.359433.87129e-05
50.2214052.38460.00936
60.0147920.15930.43685
7-0.045512-0.49020.312468
8-0.132758-1.42980.077724
90.2121372.28480.012072
100.1561671.6820.047633
11-0.549254-5.91570
120.5312855.72210
13-0.07665-0.82550.205379
14-0.093369-1.00560.158347
15-0.185529-1.99820.024017
160.0444630.47890.316463
17-0.00561-0.06040.47596
18-0.005863-0.06310.474879
19-0.019043-0.20510.418926
200.0146320.15760.437526
21-0.037505-0.40390.343499
220.0060690.06540.473998
23-0.003405-0.03670.485403
240.0557810.60080.27458
250.0168980.1820.427953
26-0.041141-0.44310.329257
27-0.051254-0.5520.290997
28-0.025527-0.27490.391929
29-0.011509-0.1240.450782
30-0.023884-0.25720.398726
31-0.03201-0.34480.365451
32-0.080077-0.86250.195109
330.0337860.36390.358304
340.0002970.00320.498725
350.0435950.46950.319784
36-0.040689-0.43820.331016
37-0.029271-0.31530.376566
38-0.01043-0.11230.455377
39-0.022298-0.24020.405316
40-0.06439-0.69350.244691
41-0.07383-0.79520.214068
420.0099660.10730.457355
43-0.003873-0.04170.483401
44-0.005309-0.05720.477249
45-0.009151-0.09860.460828
46-0.014588-0.15710.437713
47-0.034365-0.37010.355981
480.0006780.00730.497092