Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.019086-0.20820.417713
2-0.019245-0.20990.417037
3-0.006998-0.07630.469639
4-0.007119-0.07770.469113
5-0.007278-0.07940.468425
6-0.007437-0.08110.467736
7-0.007596-0.08290.467048
8-0.007756-0.08460.46636
9-0.007067-0.07710.469338
10-0.007197-0.07850.468775
11-0.007356-0.08020.468087
120.0503620.54940.291885
13-0.007675-0.08370.46671
14-0.007834-0.08550.466022
15-0.007455-0.08130.46766
16-0.007604-0.0830.467015
17-0.007763-0.08470.466327
18-0.007922-0.08640.465639
19-0.008081-0.08820.46495
20-0.00824-0.08990.464263
21-0.008317-0.09070.46393
22-0.007817-0.08530.466094
23-0.007976-0.0870.465406
240.0780220.85110.198207
25-0.008303-0.09060.463993
26-0.008462-0.09230.463305
27-0.007974-0.0870.465413
28-0.008068-0.0880.465009
29-0.008227-0.08970.464321
30-0.008386-0.09150.463633
31-0.008545-0.09320.462945
32-0.008704-0.09490.462257
33-0.008227-0.08970.46432
34-0.008386-0.09150.463632
35-0.008545-0.09320.462945
360.025240.27530.391769
37-0.008863-0.09670.461569
38-0.009022-0.09840.460882
39-0.008981-0.0980.46106
40-0.009151-0.09980.460327
41-0.00931-0.10160.459639
42-0.009469-0.10330.458952
43-0.009628-0.1050.458265
44-0.009787-0.10680.457578
45-0.008194-0.08940.464465
46-0.008353-0.09110.463777
47-0.008512-0.09290.463089
480.1007921.09950.136882


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.019086-0.20820.417713
2-0.019617-0.2140.41546
3-0.007753-0.08460.466372
4-0.007791-0.0850.466205
5-0.007866-0.08580.465884
6-0.00809-0.08830.464911
7-0.008321-0.09080.463912
8-0.008558-0.09340.462888
9-0.00795-0.08670.465516
10-0.008132-0.08870.464731
11-0.008344-0.0910.463813
120.0493750.53860.29558
13-0.006523-0.07120.471698
14-0.006705-0.07310.470907
15-0.007765-0.08470.466319
16-0.007983-0.08710.465377
17-0.008207-0.08950.464408
18-0.008422-0.09190.463476
19-0.008642-0.09430.462527
20-0.008865-0.09670.461561
21-0.009106-0.09930.460519
22-0.008719-0.09510.462193
23-0.008929-0.09740.461285
240.0741030.80840.210246
25-0.00612-0.06680.473444
26-0.006267-0.06840.472804
27-0.007835-0.08550.466014
28-0.007988-0.08710.465354
29-0.008193-0.08940.464469
30-0.008378-0.09140.463668
31-0.008569-0.09350.46284
32-0.008765-0.09560.461994
33-0.008467-0.09240.46328
34-0.008834-0.09640.461694
35-0.009026-0.09850.460865
360.0157620.17190.431889
37-0.00846-0.09230.463311
38-0.008644-0.09430.462519
39-0.009295-0.10140.459704
40-0.00953-0.1040.458688
41-0.009741-0.10630.457778
42-0.009948-0.10850.456884
43-0.010159-0.11080.455974
44-0.010376-0.11320.455037
45-0.008937-0.09750.461251
46-0.009316-0.10160.459614
47-0.009484-0.10350.458886
480.0909250.99190.161637