Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.28010
10.1949021.41890.08089
20.1231560.89660.186997
3-0.49259-3.58610.999634
4-0.224751-1.63620.94614
5-0.196895-1.43340.921194
60.031130.22660.41079
70.1760921.2820.102716
80.3112242.26570.013789
90.2890642.10440.020051
10-0.130671-0.95130.827114
11-0.372493-2.71180.995499
12-0.516354-3.75910.999787
13-0.104955-0.76410.775897
140.1032430.75160.227802
150.270741.9710.026977
160.1525731.11070.135845
170.0188410.13720.44571
18-0.051788-0.3770.646169
19-0.20796-1.5140.932013
20-0.184466-1.34290.907492
21-0.033903-0.24680.596997
220.0992130.72230.236648
230.2844032.07050.021647
240.1045930.76140.224882
250.1047860.76290.224466
26-0.105266-0.76630.776566
27-0.014047-0.10230.540534
28-0.145435-1.05880.852749
290.0775110.56430.287468
30-0.009671-0.07040.527931
310.1563851.13850.130016
320.0108520.0790.468664
330.0269560.19620.422584
34-0.049327-0.35910.639529
35-0.07205-0.52450.698952
36-0.031581-0.22990.590477
37-0.100385-0.73080.765943
38-0.003754-0.02730.510851
39-0.041879-0.30490.619176
400.0427750.31140.378356
41-0.024501-0.17840.570445
420.0269950.19650.422475
43-0.023372-0.17020.567231
440.0214620.15620.438218
45-0.008935-0.06510.525811
46-0.004484-0.03260.51296
470.002420.01760.493005


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1949021.41890.08089
10.0885320.64450.261008
2-0.557085-4.05560.999918
3-0.041722-0.30370.618743
40.0314680.22910.40984
5-0.23415-1.70460.952941
60.148541.08140.142211
70.2942832.14240.018386
80.0829930.60420.274145
9-0.330868-2.40880.990242
10-0.220791-1.60740.943044
11-0.148357-1.08010.857496
12-0.019062-0.13880.554924
13-0.025825-0.1880.574207
14-0.143953-1.0480.850302
15-0.071028-0.51710.696379
16-0.158187-1.15160.872676
17-0.013028-0.09480.537601
180.0378230.27540.392057
19-0.019622-0.14290.556526
200.1525241.11040.135922
21-0.262731-1.91270.969403
22-0.100017-0.72810.765133
230.0096930.07060.472004
240.135610.98730.164002
250.0875490.63740.263316
26-0.004721-0.03440.513645
27-0.150684-1.0970.861199
280.0548540.39930.345622
29-0.011893-0.08660.534336
300.0076210.05550.477981
310.1090040.79360.215496
320.04640.33780.368425
33-0.110992-0.8080.788658
34-0.076284-0.55540.709507
350.0814280.59280.277917
360.0776880.56560.287033
37-0.016761-0.1220.548328
38-0.077409-0.56350.712279
39-0.083023-0.60440.725926
40-0.057874-0.42130.662392
410.061670.4490.327644
420.1049630.76410.224086
430.0191580.13950.444804
440.0604190.43990.330915
45-0.034073-0.24810.597476
46-0.106438-0.77490.779072
470.0184030.1340.446966