Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.81020
10.6728185.25491e-06
20.2720972.12510.018816
3-0.066092-0.51620.696209
4-0.034108-0.26640.604581
50.1084420.8470.200165
60.2198511.71710.045518
70.1624141.26850.104721
80.0245980.19210.424144
9-0.027037-0.21120.583268
100.0817550.63850.262761
110.2293721.79150.03909
120.3094742.41710.009326
130.1295371.01170.157835
14-0.100968-0.78860.783296
15-0.294309-2.29860.987517
16-0.277278-2.16560.98287
17-0.156357-1.22120.886643
18-0.048867-0.38170.647982
19-0.030854-0.2410.594808
20-0.09063-0.70780.759131
21-0.070194-0.54820.707232
22-0.089732-0.70080.756963
23-0.064504-0.50380.69189
24-0.090772-0.7090.759473
25-0.087907-0.68660.752524
26-0.140054-1.09390.860841
27-0.1643-1.28320.897867
28-0.189585-1.48070.928084
29-0.154-1.20280.883146
30-0.11332-0.88510.810199
31-0.115633-0.90310.814994
32-0.170397-1.33080.905904
33-0.18887-1.47510.927338
34-0.174456-1.36250.910983
35-0.102413-0.79990.786556
36-0.042223-0.32980.62865
37-0.007262-0.05670.522521
38-0.058024-0.45320.673987
39-0.108814-0.84990.800638
40-0.149469-1.16740.876201
41-0.1341-1.04740.850465
42-0.099277-0.77540.779443
43-0.060992-0.47640.68224
44-0.037121-0.28990.613572
45-0.013334-0.10410.541299
460.0273470.21360.415791
470.0612150.47810.317144


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.6728185.25491e-06
1-0.329951-2.5770.9938
2-0.179551-1.40230.917058
30.3982663.11060.001419
40.0103010.08050.46807
5-0.07029-0.5490.707489
60.0127930.09990.460368
7-0.038341-0.29950.617194
80.1233510.96340.169575
90.1776561.38750.085163
10-0.000691-0.00540.502144
110.0860180.67180.252118
12-0.268382-2.09610.979887
13-0.060452-0.47210.680746
14-0.069624-0.54380.705713
15-0.132719-1.03660.847986
160.0090250.07050.472018
17-0.07969-0.62240.732001
180.0093340.07290.47106
190.0140410.10970.456517
200.1092110.8530.198508
21-0.256817-2.00580.975341
220.0190160.14850.441213
230.030920.24150.404991
240.0686080.53580.297006
25-0.078863-0.61590.729886
260.0061520.04810.480917
27-0.071143-0.55560.709758
280.0001980.00150.499387
29-0.043043-0.33620.631055
30-0.234249-1.82950.963897
31-0.066107-0.51630.696249
32-0.039585-0.30920.620876
330.0480080.3750.354497
34-0.004819-0.03760.51495
350.06330.49440.311405
36-0.065915-0.51480.695727
37-0.064091-0.50060.69076
38-0.029156-0.22770.589687
39-0.030818-0.24070.5947
40-0.047229-0.36890.643248
41-0.108207-0.84510.799327
420.1074780.83940.202253
430.0362530.28310.389012
440.0405260.31650.376344
45-0.09193-0.7180.76225
46-0.056854-0.4440.670708
470.0072840.05690.477409