Autocorrelation Function
Time lag kACF(k)T-STATP-value
016.92820
10.1440050.99770.161714
20.053470.37050.356337
30.2013141.39470.084757
40.0090450.06270.475147
50.0765410.53030.299177
60.1440960.99830.161563
7-0.163556-1.13310.86861
80.0052030.0360.485696
90.1856071.28590.10232
10-0.158944-1.10120.861848
11-0.115718-0.80170.786666
12-0.178473-1.23650.888855
13-0.111832-0.77480.778869
140.0967860.67060.252859
15-0.114129-0.79070.783499
16-0.127459-0.88310.809197
170.1086020.75240.227737
18-0.016244-0.11250.544569
19-0.146798-1.0170.842884
200.0122510.08490.466356
21-0.067651-0.46870.679298
22-0.122562-0.84910.799988
230.079110.54810.293084
24-0.251648-1.74350.956173
25-0.180541-1.25080.89147
26-0.047742-0.33080.628868
27-0.008267-0.05730.522719
28-0.045161-0.31290.622137
290.0748910.51890.303121
300.0089990.06230.475272
310.0224730.15570.438461
320.0424320.2940.385022
33-0.128348-0.88920.81084
340.0601750.41690.339304
350.0301850.20910.417616


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1440050.99770.161714
10.0334260.23160.408923
20.1932771.33910.093428
3-0.0487-0.33740.631359
40.0747410.51780.303482
50.0913260.63270.264958
6-0.204731-1.41840.918736
70.0311420.21580.415046
80.1640371.13650.130698
9-0.170365-1.18030.878157
10-0.118721-0.82250.792576
11-0.206857-1.43310.920851
120.0619140.4290.334938
130.124140.86010.197014
14-0.140758-0.97520.832825
150.0207720.14390.443085
160.1287860.89230.188354
17-0.036418-0.25230.599062
18-0.196132-1.35880.909726
190.024190.16760.433804
200.1217090.84320.201643
21-0.236708-1.640.946224
22-0.07039-0.48770.686001
23-0.175556-1.21630.885089
24-0.025686-0.1780.570248
25-0.14809-1.0260.844983
260.0975810.67610.251122
270.1242730.8610.196762
280.1233540.85460.198503
29-0.023829-0.16510.565219
30-0.080714-0.55920.710688
310.0019110.01320.494744
32-0.112983-0.78280.781196
33-0.051022-0.35350.637367
34-0.05773-0.40.654521
35-0.028493-0.19740.577829