Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.019373-0.14880.441107
2-0.019696-0.15130.440133
3-0.002139-0.01640.493474
4-0.002421-0.01860.492613
5-0.002744-0.02110.491628
6-0.003067-0.02360.490643
7-0.00339-0.0260.489658
8-0.003713-0.02850.488673
9-0.001151-0.00880.496488
10-0.002188-0.01680.493324
11-0.002511-0.01930.492338
12-0.031632-0.2430.404435
13-0.003144-0.02420.490407
14-0.003467-0.02660.489422
15-0.003944-0.03030.487966
16-0.00436-0.03350.486698
17-0.004683-0.0360.485713
18-0.005006-0.03850.484729
19-0.005329-0.04090.483744
20-0.005652-0.04340.48276
21-0.008259-0.06340.474815
22-0.007878-0.06050.475977
23-0.008201-0.0630.474994
240.0416370.31980.375117
25-0.008859-0.0680.472989
26-0.009182-0.07050.472006
27-0.008865-0.06810.47297
28-0.009041-0.06940.472436
29-0.009364-0.07190.471453
30-0.009687-0.07440.470471
31-0.010009-0.07690.469488
32-0.010332-0.07940.468506
33-0.009868-0.07580.469917
34-0.010191-0.07830.468935
35-0.010514-0.08080.467953
36-0.100212-0.76970.222262
37-0.011173-0.08580.465951
38-0.011495-0.08830.46497
39-0.013313-0.10230.459449
40-0.013721-0.10540.45821
41-0.014044-0.10790.45723
42-0.014367-0.11040.456251
43-0.01469-0.11280.455272
44-0.015013-0.11530.454293
45-0.015583-0.11970.452565
46-0.015906-0.12220.451587
47-0.016229-0.12470.45061
480.1039140.79820.213983


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.019373-0.14880.441107
2-0.020079-0.15420.438978
3-0.002919-0.02240.491093
4-0.002919-0.02240.491094
5-0.002953-0.02270.490991
6-0.003295-0.02530.489946
7-0.003646-0.0280.488876
8-0.004005-0.03080.487782
9-0.001478-0.01140.495489
10-0.002441-0.01880.492552
11-0.002716-0.02090.491712
12-0.031916-0.24510.403596
13-0.004589-0.03520.486
14-0.004981-0.03830.484806
15-0.004516-0.03470.486223
16-0.004971-0.03820.484835
17-0.005338-0.0410.483715
18-0.005737-0.04410.4825
19-0.006129-0.04710.481307
20-0.006525-0.05010.4801
21-0.009049-0.06950.472411
22-0.008886-0.06830.472906
23-0.009355-0.07190.471481
240.0397080.3050.38072
25-0.008188-0.06290.475033
26-0.008553-0.06570.473922
27-0.010018-0.0770.469462
28-0.010282-0.0790.468659
29-0.010698-0.08220.467395
30-0.011084-0.08510.466221
31-0.011494-0.08830.464974
32-0.011907-0.09150.46372
33-0.011938-0.09170.463624
34-0.012195-0.09370.462843
35-0.012607-0.09680.461592
36-0.100124-0.76910.222461
37-0.01746-0.13410.446886
38-0.01808-0.13890.44501
39-0.017125-0.13150.447897
40-0.017812-0.13680.445822
41-0.018415-0.14140.443999
42-0.019073-0.14650.442011
43-0.019735-0.15160.440016
44-0.020425-0.15690.437936
45-0.020648-0.15860.437263
46-0.021666-0.16640.434199
47-0.022424-0.17220.43192
480.0926650.71180.239705