Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1683591.41860.080192
20.0055830.0470.481307
3-0.096521-0.81330.209383
4-0.085901-0.72380.235778
5-0.081408-0.6860.247487
6-0.094808-0.79890.213517
7-0.079163-0.6670.253453
8-0.107204-0.90330.184706
9-0.104264-0.87850.191306
10-0.032236-0.27160.39335
110.1352571.13970.129121
120.0824810.6950.244664
130.0643180.5420.294773
14-0.032178-0.27110.393537
15-0.052233-0.44010.330593
16-0.079749-0.6720.251889
17-0.035576-0.29980.382615
180.0081280.06850.472794
19-0.053665-0.45220.326256
20-0.078414-0.66070.255462
21-0.039198-0.33030.371077
22-0.03759-0.31670.376184
230.0584220.49230.312023
24-0.036615-0.30850.379295
250.0338330.28510.388205
26-0.015706-0.13230.447546
27-0.051745-0.4360.332075
28-0.00903-0.07610.469782
29-0.049985-0.42120.337449
300.1004130.84610.20017
310.0366550.30890.379166
320.0078150.06590.47384
33-0.017671-0.14890.441027
34-0.020262-0.17070.432461
350.0407730.34360.366096
360.0352510.2970.383656
370.0070740.05960.476317
380.0100070.08430.466518
390.0083070.070.472197
400.0055030.04640.481572
410.0447610.37720.353587
42-0.006613-0.05570.477861
430.0021570.01820.492776
44-0.010788-0.09090.463912
45-0.01908-0.16080.436364
46-0.008753-0.07380.470707
47-0.035798-0.30160.381905
480.0080730.0680.472978


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1683591.41860.080192
2-0.023426-0.19740.422042
3-0.09632-0.81160.209864
4-0.05533-0.46620.321243
5-0.060629-0.51090.305512
6-0.08446-0.71170.239499
7-0.067253-0.56670.286358
8-0.108557-0.91470.181718
9-0.106537-0.89770.186191
10-0.039529-0.33310.370028
110.105710.89070.188042
12-0.004562-0.03840.484721
130.0102290.08620.465777
14-0.062418-0.52590.300283
15-0.054165-0.45640.324747
16-0.075867-0.63930.262354
17-0.024529-0.20670.418425
180.0029270.02470.490196
19-0.068035-0.57330.284136
20-0.070081-0.59050.27836
21-0.031627-0.26650.395314
22-0.088532-0.7460.22907
230.0112340.09470.462426
24-0.128534-1.0830.141227
25-0.002727-0.0230.490866
26-0.063601-0.53590.296847
27-0.0834-0.70270.242258
28-0.041687-0.35130.363215
29-0.120412-1.01460.156868
300.0667410.56240.287817
31-0.035388-0.29820.383215
32-0.047079-0.39670.34639
33-0.044539-0.37530.35428
34-0.07825-0.65930.255903
350.020380.17170.432072
36-0.043694-0.36820.356919
37-0.031407-0.26460.396028
38-0.013168-0.1110.455981
39-0.011252-0.09480.462368
400.0014260.0120.495224
41-0.014726-0.12410.450799
42-0.046116-0.38860.349375
43-0.038926-0.3280.371941
44-0.022862-0.19260.423895
45-0.014937-0.12590.450097
46-0.040647-0.34250.366495
47-0.044965-0.37890.352952
48-0.038904-0.32780.372011