Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.30660
10.3206542.66360.004808
20.4370483.63040.00027
30.5324354.42271.8e-05
40.249292.07080.021062
50.2435182.02280.023485
60.1878941.56080.061577
7-0.072133-0.59920.724492
8-0.058594-0.48670.685999
9-0.045798-0.38040.647601
10-0.282547-2.3470.9891
11-0.154983-1.28740.898869
12-0.266494-2.21370.98492
13-0.230892-1.91790.97037
14-0.098451-0.81780.791855
15-0.141919-1.17890.87875
16-0.183263-1.52230.933748
170.0553270.45960.323631
180.0187930.15610.438204
19-0.045872-0.3810.647828
200.1764121.46540.073679
210.0782120.64970.259029
220.0371040.30820.379427
230.2470552.05220.021973
240.0296950.24670.402949
25-0.010909-0.09060.53597
260.1283731.06630.144992
27-0.004753-0.03950.515689
28-0.008199-0.06810.527051
290.0390880.32470.373201
30-0.152111-1.26350.894675
310.0421570.35020.363634
32-0.016314-0.13550.553702
33-0.141616-1.17640.878252
34-0.015516-0.12890.55109
35-0.052191-0.43350.667008
36-0.074273-0.6170.730354
370.0045440.03770.485001
38-0.020025-0.16630.565811
39-0.120752-1.0030.840327
400.0607850.50490.307614
41-0.036709-0.30490.619331
42-0.048173-0.40020.65486
43-0.001574-0.01310.505196
44-0.00365-0.03030.512048
45-0.050521-0.41970.661979
46-0.028539-0.23710.593345
47-0.027032-0.22450.588502


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3206542.66360.004808
10.3725323.09450.001423
20.420683.49440.000417
3-0.05521-0.45860.676021
4-0.161413-1.34080.907808
5-0.161093-1.33810.907378
6-0.322743-2.68090.995412
7-0.212753-1.76730.959196
80.0867730.72080.236736
9-0.00769-0.06390.525374
100.1312821.09050.13964
11-0.049933-0.41480.660202
120.0690890.57390.283952
130.1603951.33230.093566
140.1184650.9840.164265
15-0.160646-1.33440.906775
16-0.004132-0.03430.51364
170.0276790.22990.409418
18-0.15744-1.30780.902359
19-0.004108-0.03410.513563
200.0937410.77870.219418
21-0.076529-0.63570.736461
220.1284291.06680.144888
23-0.038699-0.32150.625582
24-0.146258-1.21490.88573
25-0.05147-0.42750.664841
260.1189330.98790.163319
270.104150.86510.194982
280.1033820.85880.196724
29-0.125319-1.0410.849241
300.0502550.41740.338823
31-0.044436-0.36910.643412
32-0.055455-0.46060.676749
33-0.124403-1.03340.84748
34-0.038335-0.31840.62444
350.036070.29960.382685
360.0041820.03470.486193
370.0670610.5570.289648
380.0450140.37390.354806
390.0137770.11440.45461
40-0.065996-0.54820.70734
41-0.017088-0.14190.55623
42-0.049029-0.40730.657463
430.017210.1430.44337
44-0.022573-0.18750.574093
45-0.155701-1.29340.899899
460.035050.29120.385905
47-0.040979-0.34040.632704