Autocorrelation Function
Time lag kACF(k)T-STATP-value
019.16520
10.4504644.12864.3e-05
20.3716253.4060.000507
30.2245272.05780.021354
4-0.006423-0.05890.523402
50.1352741.23980.109249
60.1209831.10880.135335
70.0346960.3180.375639
80.1601581.46790.072936
90.0332670.30490.380599
10-0.185364-1.69890.953479
11-0.229723-2.10540.98088
12-0.427008-3.91360.999908
13-0.246124-2.25580.986658
14-0.044674-0.40940.658372
150.0073550.06740.473207
160.0103790.09510.462223
170.0185490.170.432709
18-0.017476-0.16020.563435
19-0.049134-0.45030.673181
20-0.029394-0.26940.605859
21-0.04727-0.43320.667022
220.0426310.39070.348497
230.1846741.69260.047122
240.1918921.75870.041134
250.0912470.83630.202682
260.0554830.50850.306214
27-0.133164-1.22050.887149
28-0.053396-0.48940.687076
29-0.070575-0.64680.740246
30-0.131948-1.20930.885034
31-0.044931-0.41180.659231
32-0.047683-0.4370.668392
33-0.061972-0.5680.71422
34-0.127693-1.17030.877409
35-0.216854-1.98750.974937


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.4504644.12864.3e-05
10.2116551.93990.027877
2-0.003662-0.03360.513347
3-0.215168-1.97210.974053
40.2055891.88430.031495
50.1130011.03570.151663
6-0.127777-1.17110.877564
70.0970190.88920.18822
8-0.012305-0.11280.544762
9-0.343225-3.14570.998854
10-0.197983-1.81450.963418
11-0.152256-1.39550.916721
120.160541.47140.072464
130.1974771.80990.036943
140.1140511.04530.149443
15-0.164686-1.50940.932522
160.0276910.25380.40014
170.1818141.66640.049684
18-0.067874-0.62210.732212
19-0.061444-0.56310.712582
20-0.01463-0.13410.553173
21-0.11067-1.01430.843325
220.0250120.22920.409619
230.1213921.11260.134532
24-0.040244-0.36880.643412
250.0262130.24020.405362
26-0.12706-1.16450.876245
27-0.024323-0.22290.587932
28-0.039584-0.36280.641163
29-0.002212-0.02030.508063
30-0.063326-0.58040.718399
31-0.035864-0.32870.628399
320.0187490.17180.431989
33-0.15403-1.41170.919136
34-0.00019-0.00170.500693
35-0.162479-1.48910.929903