Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.24620
10.4209053.47090.000453
20.292812.41460.009225
30.378723.1230.001315
40.361862.9840.001975
50.2987682.46370.008143
60.2127861.75470.04191
70.1702851.40420.082405
80.0480230.3960.34667
90.1107080.91290.182254
100.0863130.71180.239526
110.0592880.48890.313242
12-0.070835-0.58410.719465
130.0220210.18160.428223
140.1573331.29740.099438
150.0724390.59740.276129
160.009030.07450.470429
17-0.037195-0.30670.620001
180.0485340.40020.345125
190.0443330.36560.357907
200.0736430.60730.272845
210.090690.74780.228565
220.0547080.45110.326665
230.0026910.02220.49118
24-0.0665-0.54840.707385
250.1170940.96560.168837
260.0784410.64680.259957
27-0.058493-0.48230.684445
280.0287540.23710.40664
290.0700070.57730.282823
30-0.038262-0.31550.623331
31-0.082653-0.68160.751087
32-0.055859-0.46060.676732
33-0.112407-0.92690.821381
34-0.07085-0.58420.719506
35-0.037888-0.31240.622165


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.4209053.47090.000453
10.1405481.1590.125257
20.2648692.18420.016201
30.15251.25750.106429
40.0741820.61170.271382
5-0.036881-0.30410.61902
6-0.04856-0.40040.654955
7-0.178738-1.47390.92744
80.0396910.32730.372224
9-0.011336-0.09350.537102
100.0551070.45440.325486
11-0.135281-1.11560.86573
120.0978020.80650.211384
130.1784441.47150.072886
140.0443540.36580.357841
15-0.052247-0.43080.666028
16-0.126881-1.04630.850434
17-0.004598-0.03790.515068
18-0.011037-0.0910.536127
190.0586730.48380.31503
200.1127350.92960.177923
210.0623480.51410.304413
22-0.082886-0.68350.751692
23-0.222706-1.83650.964671
240.138551.14250.128624
250.1116010.92030.180339
26-0.090941-0.74990.772055
270.0220450.18180.428146
280.0120220.09910.46066
29-0.090374-0.74520.770653
30-0.091611-0.75540.773704
31-0.057245-0.47210.680801
32-0.012506-0.10310.540919
330.0300080.24750.402651
34-0.00497-0.0410.516286
35-0.108591-0.89550.813152