Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.3864632.99350.002
20.1513671.17250.122819
30.0609570.47220.319258
4-0.175153-1.35670.910024
5-0.263012-2.03730.97698
6-0.419162-3.24680.999044
7-0.329088-2.54910.993313
8-0.21567-1.67060.949992
9-0.057349-0.44420.67076
100.0069960.05420.478481
110.2056711.59310.058194
120.7069535.4760
130.2972032.30210.012407
140.1218570.94390.174502
150.0430340.33330.370019
16-0.178412-1.3820.913948
17-0.228253-1.7680.958931
18-0.356357-2.76030.996176
19-0.297509-2.30450.987664
20-0.177617-1.37580.913003
21-0.115162-0.8920.812033
22-0.067331-0.52150.698046
230.1152140.89240.187861
240.4836223.74610.000203
250.2118731.64120.052998
260.0963290.74620.229243
270.0010070.00780.496901
28-0.130383-1.00990.841711
29-0.146713-1.13640.869854
30-0.275562-2.13450.981551
31-0.195594-1.51510.932497
32-0.085884-0.66530.745781
33-0.022774-0.17640.569716
340.0067540.05230.479226
350.1006620.77970.219309
360.3664432.83850.003089
370.1976781.53120.065487
380.1418111.09850.138195
390.0849620.65810.256491
40-0.031162-0.24140.594959
41-0.063079-0.48860.68655
42-0.173353-1.34280.9078
43-0.118636-0.9190.819099
44-0.076835-0.59520.723014
45-0.06913-0.53550.702851
46-0.029938-0.23190.591297
47-0.017403-0.13480.55339


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3864632.99350.002
10.0023660.01830.49272
20.001980.01530.493909
3-0.23472-1.81810.962982
4-0.147813-1.1450.871613
5-0.31246-2.42030.990724
6-0.075135-0.5820.718625
7-0.092957-0.720.762853
80.0453830.35150.363208
9-0.120403-0.93260.822627
100.137241.06310.146009
110.6281844.86594e-06
12-0.320532-2.48280.992076
13-0.117408-0.90940.816621
14-0.119305-0.92410.82044
15-0.040783-0.31590.623414
16-0.043686-0.33840.631875
170.0828010.64140.261861
180.016170.12530.45037
19-0.018777-0.14540.557577
20-0.155402-1.20370.883291
21-0.047919-0.37120.644094
220.0004480.00350.49862
23-0.08481-0.65690.743134
24-0.068528-0.53080.701247
25-0.020034-0.15520.5614
26-0.148622-1.15120.872896
270.0787940.61030.271972
280.0142660.11050.456188
29-0.063269-0.49010.687067
300.0143750.11130.455857
31-0.03505-0.27150.606531
320.1385011.07280.143823
330.0334030.25870.39836
34-0.097521-0.75540.773517
35-0.02175-0.16850.566611
360.042140.32640.372624
370.096520.74760.228799
380.260622.01880.023994
390.0192440.14910.441001
40-0.067955-0.52640.699716
410.0340190.26350.396529
42-0.027576-0.21360.584209
43-0.043174-0.33440.630386
44-0.083871-0.64970.740805
45-0.007171-0.05550.522055
46-0.085173-0.65970.744029
47-0.105631-0.81820.791764