Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.28010
10.2627831.91310.030573
20.0960990.69960.243614
3-0.102981-0.74970.771629
4-0.319563-2.32650.988075
5-0.319684-2.32730.9881
6-0.161082-1.17270.876919
7-0.005578-0.04060.516119
80.1273840.92740.178969
90.1566631.14050.129598
100.0868410.63220.264982
110.0202380.14730.441714
12-0.030643-0.22310.587837
13-0.080926-0.58910.720868
14-0.068135-0.4960.689038
15-0.053014-0.38590.64946
160.0092610.06740.473249
170.0671080.48860.313587
18-0.005639-0.04110.516296
19-0.004467-0.03250.512912
200.0885790.64490.260899
210.069860.50860.306574
22-0.009269-0.06750.526773
23-0.07067-0.51450.695475
24-0.09639-0.70170.75704
25-0.089132-0.64890.740394
26-0.041886-0.30490.619194
270.0345010.25120.401328
280.0393380.28640.38785
290.0219470.15980.436831
30-0.016533-0.12040.547675
31-0.052833-0.38460.648974
32-0.042698-0.31080.621431
330.0024190.01760.493009
340.0261730.19050.424807
350.021490.15650.438135
360.0201060.14640.442092
370.0126140.09180.463588
38-0.015451-0.11250.544569
39-0.036886-0.26850.605334
40-0.034361-0.25020.598281
41-0.013729-0.09990.539618
420.0118960.08660.465655
430.0265860.19360.423634
440.0227470.16560.43455
450.0024520.01790.492912
46-0.014975-0.1090.543202
47-0.017997-0.1310.551871


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2627831.91310.030573
10.029050.21150.416658
2-0.145281-1.05770.852497
3-0.28668-2.08710.979146
4-0.190496-1.38680.914351
5-0.022451-0.16340.564606
60.0273480.19910.421474
70.0280810.20440.419401
8-0.022184-0.16150.563843
9-0.064593-0.47020.679945
10-0.024648-0.17940.570863
110.019150.13940.444825
12-0.007516-0.05470.521714
13-0.015946-0.11610.545991
14-0.043651-0.31780.624052
150.0076220.05550.47798
160.0468460.3410.367208
17-0.071775-0.52250.69826
18-0.041768-0.30410.61887
190.1157160.84240.201668
200.0892810.650.259257
21-0.049038-0.3570.638747
22-0.115936-0.8440.798776
23-0.05205-0.37890.646872
240.0183680.13370.447064
250.031010.22580.411129
260.0182810.13310.447314
27-0.077399-0.56350.712256
28-0.096494-0.70250.757274
29-0.051963-0.37830.646638
30-0.012257-0.08920.535385
310.0054290.03950.484311
320.0058240.04240.48317
33-0.015328-0.11160.544216
34-0.033579-0.24450.59609
35-0.033875-0.24660.59692
36-0.023015-0.16760.566214
37-0.001673-0.01220.504837
380.0108790.07920.468585
39-0.011653-0.08480.533643
40-0.041501-0.30210.618133
41-0.028629-0.20840.582152
420.0042590.0310.487692
430.0159780.11630.453918
440.0048790.03550.4859
45-0.016579-0.12070.547805
46-0.029689-0.21610.585144
47-0.025355-0.18460.572872