Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.42610
10.0137140.11560.454166
2-0.034906-0.29410.61524
3-0.044053-0.37120.644201
4-0.051106-0.43060.665976
50.0919360.77470.220553
60.0337710.28460.388406
70.0138540.11670.453701
8-0.030551-0.25740.601205
9-0.051242-0.43180.666392
10-0.053732-0.45280.673946
110.0186250.15690.437869
120.0229530.19340.423598
130.0064590.05440.478374
14-0.035211-0.29670.616216
15-0.064933-0.54710.707001
16-0.045062-0.37970.647348
17-0.059394-0.50050.690851
18-0.036533-0.30780.620443
190.0127340.10730.457429
20-0.05156-0.43450.667362
21-0.045866-0.38650.649849
22-0.038059-0.32070.625306
23-0.007617-0.06420.525497
24-0.025147-0.21190.583599
25-0.029336-0.24720.597263
26-0.023537-0.19830.578321
27-0.015389-0.12970.551402
28-0.008723-0.07350.529194
29-0.008496-0.07160.528433
300.320162.69770.004358
310.0336970.28390.388643
32-0.029673-0.250.598357
33-0.017528-0.14770.558498
34-0.024086-0.2030.580123
350.0212320.17890.429262
360.0193050.16270.435622
37-0.00543-0.04580.518181
38-0.023345-0.19670.57769
39-0.023955-0.20180.579693
40-0.028992-0.24430.596146
410.0023650.01990.492077
420.0034740.02930.488364
43-0.007149-0.06020.523931
44-0.02829-0.23840.593862
45-0.039908-0.33630.631171
46-0.035057-0.29540.615723
47-0.033968-0.28620.612227


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0137140.11560.454166
1-0.035101-0.29580.615864
2-0.043137-0.36350.641337
3-0.051327-0.43250.666653
40.090630.76370.2238
50.02630.22160.412628
60.0150720.1270.449651
7-0.024455-0.20610.581334
8-0.038459-0.32410.626579
9-0.059509-0.50140.69119
100.0112320.09460.462433
110.0097890.08250.467246
120.002910.02450.490252
13-0.029877-0.25170.599017
14-0.04902-0.41310.659593
15-0.044528-0.37520.645686
16-0.070478-0.59390.722754
17-0.054236-0.4570.675468
180.0012450.01050.495831
19-0.054789-0.46170.677133
20-0.041913-0.35320.637494
21-0.032613-0.27480.607867
22-0.009327-0.07860.531212
23-0.048407-0.40790.657709
24-0.043026-0.36250.640988
25-0.03435-0.28940.613454
26-0.023585-0.19870.57848
27-0.022518-0.18970.574972
28-0.01848-0.15570.56165
290.318182.6810.00456
300.0254780.21470.415315
31-0.021082-0.17760.570245
32-0.002022-0.0170.506774
33-0.006243-0.05260.520903
34-0.062467-0.52640.699861
35-0.021683-0.18270.572223
36-0.023555-0.19850.578379
37-0.023403-0.19720.577882
38-0.014185-0.11950.547402
39-0.010599-0.08930.535455
40-0.026055-0.21950.586572
41-0.040431-0.34070.632822
42-0.037782-0.31840.624427
43-0.026782-0.22570.588947
44-0.022233-0.18730.574034
45-0.025769-0.21710.585636
46-0.004592-0.03870.515379
47-0.016569-0.13960.555319