Autocorrelation Function
Time lag kACF(k)T-STATP-value
016.85570
10.0897170.61510.270737
2-0.221101-1.51580.931866
3-0.054195-0.37150.644049
4-0.132042-0.90520.815021
50.1027410.70440.242344
6-0.105213-0.72130.762852
7-0.010519-0.07210.528592
8-0.151173-1.03640.847339
9-0.130076-0.89180.811466
100.3002172.05820.02257
110.157171.07750.143377
120.1022950.70130.243288
13-0.104851-0.71880.762095
14-0.139735-0.9580.828512
150.0236660.16220.435903
16-0.073144-0.50140.690802
170.0218610.14990.440754
18-0.110409-0.75690.773564
19-0.120963-0.82930.79443
200.0882830.60520.273966
210.0803590.55090.292151
220.0689690.47280.319262
23-0.07212-0.49440.688348
24-0.034742-0.23820.593611
250.005470.03750.485121
26-0.02019-0.13840.554749
27-0.039287-0.26930.605576
28-0.097765-0.67020.74701
29-0.03181-0.21810.585844
300.0376470.25810.39873
310.0453870.31120.378529
32-0.021145-0.1450.557321
33-0.058989-0.40440.656127
34-0.018279-0.12530.549596
350.0129910.08910.464705


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0897170.61510.270737
1-0.23101-1.58370.940019
2-0.009638-0.06610.526202
3-0.187612-1.28620.897664
40.1337720.91710.181888
5-0.234968-1.61090.943047
60.1076090.73770.232172
7-0.342484-2.3480.988431
80.0442240.30320.381544
90.1117210.76590.223776
100.1544781.05910.147495
110.0899110.61640.270303
12-0.058925-0.4040.655966
13-0.014631-0.10030.539736
14-0.062471-0.42830.664799
15-0.029247-0.20050.579027
16-0.048361-0.33150.629146
17-0.056545-0.38770.649988
18-0.051852-0.35550.63809
190.0263430.18060.428729
20-0.015973-0.10950.543367
21-0.084081-0.57640.716463
22-0.077926-0.53420.702152
23-0.001577-0.01080.50429
24-0.029156-0.19990.578782
250.0295030.20230.420293
26-0.144775-0.99250.836989
27-0.005924-0.04060.516113
28-0.068441-0.46920.679455
290.0644140.44160.330403
30-0.089649-0.61460.729108
31-0.077196-0.52920.700431
32-0.088585-0.60730.726716
33-0.040831-0.27990.609618
34-0.028437-0.1950.576867
35-0.147916-1.01410.842127