Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2139851.80310.03781
20.0944510.79590.214383
30.0158110.13320.447197
4-0.082545-0.69550.244496
5-0.260511-2.19510.015714
6-0.237686-2.00280.02451
7-0.121875-1.02690.153968
8-0.066757-0.56250.287773
9-0.056036-0.47220.319127
100.0612210.51590.303778
110.2988572.51820.007026
120.1171780.98740.163411
130.0266660.22470.411432
14-0.056889-0.47940.316579
15-0.091902-0.77440.220638
16-0.205931-1.73520.043522
17-0.192971-1.6260.05419
18-0.087995-0.74150.23043
19-0.10024-0.84460.200575
20-0.146937-1.23810.109876
21-0.029488-0.24850.402244
220.3182152.68130.004556
230.1829871.54190.063774
240.1343721.13220.130672
250.0487620.41090.341199
260.0310180.26140.397284
27-0.185878-1.56620.06087
28-0.140243-1.18170.120632
29-0.116048-0.97780.165736
30-0.104717-0.88240.190279
310.0246210.20750.418121
320.0459310.3870.349948
330.1782481.50190.068773
340.2046311.72430.044507
350.2485972.09470.019883
36-0.009828-0.08280.467118
370.0485880.40940.341736
38-0.146285-1.23260.110891
39-0.083926-0.70720.240886
40-0.12454-1.04940.148778
41-0.076999-0.64880.259279
42-0.026946-0.2270.410519
43-0.061111-0.51490.304101
440.0564680.47580.317835
450.0857650.72270.23613
460.0495820.41780.338682
470.0551680.46490.32173
480.0287940.24260.404497


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2139851.80310.03781
20.0509970.42970.334356
3-0.015007-0.12640.449867
4-0.092128-0.77630.220081
5-0.238886-2.01290.023959
6-0.146989-1.23860.109795
7-0.022565-0.19010.424873
8-0.015915-0.13410.446851
9-0.064373-0.54240.294615
100.0102690.08650.465646
110.2346561.97720.025949
12-0.028282-0.23830.406163
13-0.076239-0.64240.26134
14-0.124284-1.04720.149271
15-0.066839-0.56320.287539
16-0.077604-0.65390.257642
17-0.062535-0.52690.299942
18-0.017505-0.14750.441577
19-0.109626-0.92370.179379
20-0.180554-1.52140.066304
21-0.102631-0.86480.195034
220.2399472.02180.023482
230.049970.42110.337494
24-0.007492-0.06310.474922
25-0.103728-0.8740.192526
26-0.023732-0.20.421037
27-0.104002-0.87630.191901
280.0086390.07280.471087
29-0.060042-0.50590.307239
30-0.076407-0.64380.260884
310.1571391.32410.094862
320.0293360.24720.402737
33-0.049039-0.41320.34035
340.0085880.07240.471258
350.1455781.22670.112001
36-0.12214-1.02920.153446
370.0762830.64280.261221
38-0.027421-0.23110.408969
390.0750480.63240.264591
40-0.035768-0.30140.382
410.0022210.01870.492562
420.0563660.47490.318141
43-0.038115-0.32120.374516
44-0.017673-0.14890.441021
45-0.03634-0.30620.380172
46-0.098297-0.82830.205147
470.0796270.6710.252214
480.0003650.00310.498776