Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.4578713.54670.000382
20.2092541.62090.055144
30.2073891.60640.056715
40.2026061.56940.060909
50.1768911.37020.087866
60.0439890.34070.367247
7-0.127742-0.98950.836801
8-0.109172-0.84560.799445
9-0.106245-0.8230.793107
10-0.083704-0.64840.740391
11-0.186031-1.4410.922607
12-0.392661-3.04150.998256
13-0.197971-1.53350.934792
14-0.003342-0.02590.510284
15-0.009892-0.07660.530412
16-0.158693-1.22920.888108
170.0276030.21380.415708
180.092380.71560.238516
190.1128980.87450.192665
200.0859670.66590.254013
210.0674070.52210.30175
220.0370990.28740.38741
230.0679070.5260.300411
240.1039680.80530.211903
250.0900670.69770.244043
260.0009540.00740.497066
27-0.011794-0.09140.536244
280.0315660.24450.403834
29-0.097919-0.75850.774433
30-0.141417-1.09540.861144
31-0.14116-1.09340.86071
32-0.084189-0.65210.741594
33-0.213394-1.65290.948217
34-0.219878-1.70320.953144
35-0.156963-1.21580.885594
36-0.195694-1.51580.932594
37-0.133266-1.03230.846957
38-0.118347-0.91670.818519
39-0.086636-0.67110.747627
40-0.000988-0.00770.503042
41-0.001089-0.00840.503351
420.0040520.03140.487532
430.0213050.1650.434738
44-0.017896-0.13860.554895
450.1232820.95490.171721
460.1326141.02720.154219
470.0568040.440.33076


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.4578713.54670.000382
1-0.000495-0.00380.501525
20.1414011.09530.138883
30.0729480.56510.287072
40.0554320.42940.334594
5-0.103617-0.80260.787318
6-0.189337-1.46660.926146
7-0.022698-0.17580.569485
8-0.067637-0.52390.698865
90.0294130.22780.410275
10-0.129749-1.0050.840541
11-0.279998-2.16890.982966
120.1437481.11350.134975
130.12690.9830.164786
140.045640.35350.362466
15-0.1723-1.33460.90648
160.2792362.1630.01727
17-0.036444-0.28230.610654
18-0.050951-0.39470.652754
19-0.029327-0.22720.589467
200.0399790.30970.378939
21-0.04025-0.31180.621854
22-0.086781-0.67220.747983
230.0119810.09280.463184
240.0739190.57260.284537
250.05980.46320.322445
26-0.030089-0.23310.59175
27-0.10137-0.78520.782291
28-0.02771-0.21460.584612
29-0.003114-0.02410.509582
30-0.084708-0.65610.742881
31-0.039482-0.30580.619603
32-0.136903-1.06040.853403
33-0.061183-0.47390.681362
34-0.016635-0.12890.551049
35-0.135049-1.04610.850141
360.1165620.90290.185098
37-0.076837-0.59520.723019
380.0667690.51720.303462
390.0187150.1450.442613
40-0.071883-0.55680.710133
41-0.071928-0.55720.710252
42-0.046125-0.35730.638933
43-0.012133-0.0940.537282
44-0.029257-0.22660.589257
450.0180940.14020.444503
460.002330.0180.492829
470.013850.10730.457461