Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0206670.21970.413254
20.1290771.37210.086374
30.1387051.47450.07157
4-0.004117-0.04380.482585
50.0626620.66610.253351
60.0336050.35720.360795
7-0.011163-0.11870.452878
80.0439120.46680.320775
9-0.019156-0.20360.419503
10-0.147471-1.56760.059881
11-0.188607-2.00490.023681
12-0.414313-4.40421.2e-05
13-0.053948-0.57350.28373
14-0.045498-0.48360.314786
15-0.051289-0.54520.293342
16-0.11756-1.24970.106999
17-0.022727-0.24160.404768
18-0.013184-0.14020.444395
19-0.046531-0.49460.310911
200.0174420.18540.426621
210.0688120.73150.233
220.0962481.02310.154216
230.2000172.12620.017831
240.1076061.14390.127549
25-0.02683-0.28520.388002
260.0310580.33020.370948
270.0932160.99090.161925
280.0175090.18610.426343
290.0274930.29230.385313
300.0623130.66240.254532
31-0.061102-0.64950.258658
320.0232720.24740.402531
33-0.193996-2.06220.020741
34-0.062355-0.66280.254391
35-0.026055-0.2770.391155
36-0.151043-1.60560.055576
370.085390.90770.182982
38-0.055101-0.58570.279611
39-0.216508-2.30150.011598
40-0.00445-0.04730.481178
41-0.046585-0.49520.31071
42-0.146975-1.56240.060499
430.1269111.34910.090003
44-0.018012-0.19150.42425
450.0883580.93930.174801
46-0.023664-0.25150.400923
47-0.011076-0.11770.45324
48-0.021253-0.22590.410835


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0206670.21970.413254
20.1287051.36820.08699
30.1360311.4460.075468
4-0.024143-0.25660.398959
50.0287070.30520.380402
60.0187060.19880.421369
7-0.019767-0.21010.416973
80.0261510.2780.390764
9-0.021642-0.23010.40923
10-0.158964-1.68980.046911
11-0.206968-2.20010.014918
12-0.417182-4.43471.1e-05
13-0.032979-0.35060.363281
140.1006491.06990.143469
150.1165311.23870.109005
16-0.105841-1.12510.131464
17-0.011602-0.12330.451032
180.0562180.59760.275649
190.0313930.33370.369606
200.0641740.68220.248262
210.0676790.71940.236678
22-0.047289-0.50270.308081
230.0014490.01540.49387
24-0.084646-0.89980.185069
25-0.082462-0.87660.191286
26-0.033508-0.35620.361178
270.089410.95040.171957
28-0.070415-0.74850.227852
29-0.034068-0.36210.35896
300.0786630.83620.202404
31-0.046326-0.49240.311679
320.0439330.4670.320693
33-0.133291-1.41690.079632
340.0176260.18740.425854
350.0978281.03990.150297
36-0.136325-1.44920.075032
370.0360090.38280.3513
38-0.022644-0.24070.405107
39-0.164369-1.74730.041654
40-0.072521-0.77090.221184
410.0059670.06340.474768
42-0.073873-0.78530.216966
430.0800880.85130.198188
44-0.019144-0.20350.419552
45-0.035187-0.3740.354538
46-0.082216-0.8740.191994
470.0191850.20390.419386
48-0.082136-0.87310.192225