Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.30660
10.6197995.14841e-06
20.4711973.91410.000105
30.4291873.56510.000333
40.4528933.7620.000175
50.3438352.85610.002831
60.2032741.68850.047913
70.1299941.07980.141993
8-0.011284-0.09370.537203
90.1077220.89480.187
10-0.00195-0.01620.50644
11-0.074133-0.61580.729972
12-0.233684-1.94110.971836
13-0.133712-1.11070.864723
14-0.075873-0.63020.734692
15-0.076823-0.63810.737253
16-0.021156-0.17570.569493
17-0.05723-0.47540.681994
180.0830620.690.246266
190.087740.72880.234287
200.1531761.27240.103755
210.1168490.97060.167563
220.1210431.00550.159094
230.1091520.90670.183865
240.0970540.80620.21145
250.1285831.06810.144601
260.0166040.13790.445351
270.0467410.38830.34951
28-0.043437-0.36080.640329
29-0.021829-0.18130.571679
30-0.082134-0.68230.751319
31-0.07012-0.58250.718923
32-0.138663-1.15180.873315
33-0.190857-1.58540.941273
34-0.073208-0.60810.727445
35-0.128556-1.06790.855348
36-0.17235-1.43160.92162
37-0.205031-1.70310.953476
38-0.120138-0.99790.839102
39-0.144891-1.20360.883562
40-0.139112-1.15560.874075
41-0.133283-1.10710.863959
42-0.134618-1.11820.866325
43-0.09828-0.81640.791452
44-0.076894-0.63870.737444
45-0.098645-0.81940.792312
46-0.166045-1.37930.913867
47-0.12481-1.03670.848263


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.6197995.14841e-06
10.1413451.17410.122196
20.1504661.24990.107786
30.1889911.56990.060509
4-0.06776-0.56290.712321
5-0.138156-1.14760.872453
6-0.072327-0.60080.725026
7-0.242069-2.01080.975871
80.2724862.26340.013378
9-0.14719-1.22270.887189
10-0.02104-0.17480.569116
11-0.226283-1.87960.967811
120.1315941.09310.139076
130.0583530.48470.314707
140.1183290.98290.164542
150.1432991.19030.118998
16-0.010599-0.0880.534951
170.0946730.78640.217158
18-0.041717-0.34650.635001
19-0.027013-0.22440.58844
200.0966670.8030.212374
21-0.115783-0.96180.830237
22-0.06236-0.5180.696941
23-0.093814-0.77930.78076
240.0162160.13470.446622
25-0.060004-0.49840.690116
260.0793560.65920.255986
27-0.074652-0.62010.731384
280.0413280.34330.366209
29-0.017281-0.14350.556863
300.0774110.6430.26117
31-0.121524-1.00950.841859
320.0341390.28360.388792
330.0784910.6520.258284
34-0.088207-0.73270.766889
35-0.206321-1.71380.954476
360.0371540.30860.379269
37-0.101221-0.84080.798319
380.061010.50680.306961
39-0.121093-1.00590.841005
400.054150.44980.327132
410.0263950.21930.41355
42-0.020454-0.16990.567209
430.0273730.22740.410403
44-0.11287-0.93760.824131
450.0320890.26660.395304
46-0.040861-0.33940.632336
47-0.057-0.47350.681317