Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4183743.550.000342
20.0413870.35120.363239
30.1023890.86880.193923
4-0.014414-0.12230.4515
50.3064722.60050.005645
60.7031555.96650
70.3105182.63480.00515
8-0.067111-0.56950.285409
90.0202210.17160.432124
10-0.033558-0.28470.388327
110.2438652.06930.021056
120.6507715.5220
130.2857742.42490.008912
14-0.026861-0.22790.410176
15-0.038518-0.32680.372369
16-0.157419-1.33570.09292
170.1124730.95440.171547
180.4444553.77130.000165
190.1455691.23520.110387
20-0.114783-0.9740.166668
21-0.0852-0.72290.236028
22-0.198335-1.68290.04836
230.0415460.35250.362736
240.4159633.52960.000365
250.1114960.94610.173637
26-0.113231-0.96080.169934
27-0.118781-1.00790.158442
28-0.258449-2.1930.015769
29-0.056771-0.48170.315734
300.2043231.73370.043623
310.0195490.16590.434357
32-0.198982-1.68840.047829
33-0.16975-1.44040.077048
34-0.259099-2.19850.015563
35-0.124157-1.05350.147816
360.1581461.34190.091921
370.0057120.04850.480739
38-0.183862-1.56010.061558
39-0.169634-1.43940.077186
40-0.243304-2.06450.021287
41-0.154786-1.31340.096608
420.034960.29660.383797
43-0.070021-0.59420.277137
44-0.216241-1.83490.035328
45-0.184832-1.56840.060592
46-0.229245-1.94520.027827
47-0.141653-1.2020.116658
480.0153590.13030.448337


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4183743.550.000342
2-0.162007-1.37470.086748
30.1867861.58490.058682
4-0.174093-1.47720.071988
50.540264.58439e-06
60.4665383.95878.7e-05
7-0.167555-1.42180.079708
8-0.285304-2.42090.009003
90.1319711.11980.133259
100.0052260.04430.482377
110.1543821.310.097184
120.2014541.70940.045843
13-0.073006-0.61950.268779
140.068770.58350.28068
15-0.206417-1.75150.042058
16-0.225472-1.91320.02985
17-0.027011-0.22920.409684
18-0.046763-0.39680.346346
19-0.085988-0.72960.23399
200.0401350.34060.367215
210.1070910.90870.18327
22-0.013227-0.11220.455476
23-0.056929-0.48310.31526
240.0723190.61360.270691
25-0.097507-0.82740.205379
26-0.001485-0.01260.49499
27-0.091899-0.77980.219036
280.048920.41510.339651
29-0.035247-0.29910.38287
30-0.20787-1.76380.041001
310.0712410.60450.273707
32-0.071814-0.60940.2721
330.053750.45610.32485
34-0.028366-0.24070.405238
35-0.077294-0.65590.257002
360.0161510.1370.44569
370.0544570.46210.322708
38-0.173335-1.47080.072852
390.1151450.9770.165911
400.0958070.8130.209463
41-0.045849-0.3890.349196
42-0.113105-0.95970.170203
43-0.042539-0.3610.359595
440.0441810.37490.354423
45-0.035945-0.3050.380623
46-0.078942-0.66980.25255
470.1301661.10450.136529
48-0.027623-0.23440.407674