Autocorrelation Function
Time lag kACF(k)T-STATP-value
016.92820
10.1866351.2930.101092
20.1874621.29880.100113
30.2611721.80950.038323
4-0.078519-0.5440.705519
50.0760680.5270.300304
60.0306460.21230.416378
7-0.092895-0.64360.738549
80.0541240.3750.354662
9-0.057899-0.40110.654949
10-0.040794-0.28260.610661
110.0035610.02470.49021
12-0.234953-1.62780.944943
13-0.092873-0.64340.7385
14-0.004766-0.0330.513102
15-0.07508-0.52020.697333
16-0.145553-1.00840.840845
170.0511850.35460.362213
180.0547860.37960.35297
19-0.101051-0.70010.756379
200.0216390.14990.440729
210.0554520.38420.35127
22-0.086575-0.59980.724274
230.0855420.59260.278099
24-0.037562-0.26020.602103
25-0.125059-0.86640.804718
260.0019010.01320.494773
27-0.143292-0.99280.837097
28-0.028302-0.19610.577314
29-0.022309-0.15460.561092
30-0.164698-1.14110.870247
310.0801680.55540.290592
32-0.01864-0.12910.551108
33-0.189933-1.31590.90277
34-0.054647-0.37860.646674
35-0.07963-0.55170.70814


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1866351.2930.101092
10.1581371.09560.139359
20.2148741.48870.071555
3-0.193965-1.34380.907339
40.0482370.33420.369843
5-0.004045-0.0280.511119
6-0.053573-0.37120.643925
70.033360.23110.4091
8-0.045233-0.31340.622327
90.000460.00320.498736
10-0.021705-0.15040.559451
11-0.212296-1.47080.926069
12-0.030578-0.21190.58344
130.0901530.62460.267597
140.049640.34390.366207
15-0.231533-1.60410.942375
160.1269410.87950.191763
170.1473421.02080.15623
18-0.167801-1.16260.874622
19-0.069028-0.47820.682674
200.157841.09350.139806
21-0.052172-0.36150.640329
22-0.006471-0.04480.517787
23-0.108733-0.75330.772534
24-0.102315-0.70890.759081
250.0383060.26540.395921
26-0.057303-0.3970.653438
27-0.102829-0.71240.760173
280.0293070.2030.419978
290.0373670.25890.398414
300.0023690.01640.493487
31-0.124145-0.86010.802996
32-0.073387-0.50840.693263
33-0.071828-0.49760.689494
340.009690.06710.473378
350.0899750.62340.267997