Autocorrelation Function
Time lag kACF(k)T-STATP-value
016.92820
10.4872253.37560.000733
20.5477093.79460.000207
30.5244943.63380.000339
40.3490632.41840.009716
50.4355123.01730.002036
60.368592.55370.006945
70.1568391.08660.141317
80.2147641.48790.071655
90.1794841.24350.109861
10-0.021464-0.14870.558796
110.0202720.14040.444446
12-0.126436-0.8760.807297
13-0.098118-0.67980.750047
14-0.071727-0.49690.68925
15-0.110536-0.76580.776233
16-0.162114-1.12320.866521
17-0.127752-0.88510.809741
18-0.145806-1.01020.841261
19-0.229369-1.58910.9407
20-0.109596-0.75930.774309
21-0.138979-0.96290.829782
22-0.147388-1.02110.843846
23-0.071469-0.49520.688624
24-0.178956-1.23980.889469
25-0.148056-1.02580.844927
26-0.039543-0.2740.607354
27-0.102772-0.7120.760052
28-0.128928-0.89320.811908
29-0.029664-0.20550.580982
30-0.143851-0.99660.838029
310.0080120.05550.477981
32-0.096827-0.67080.747229
33-0.166241-1.15170.872436
34-0.129894-0.89990.813676
35-0.150803-1.04480.849324


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.4872253.37560.000733
10.4069192.81920.003488
20.2639561.82870.036828
3-0.094365-0.65380.741814
40.1119410.77550.22091
50.0731250.50660.307369
6-0.276882-1.91830.969484
7-0.083617-0.57930.717458
80.124610.86330.196126
9-0.226369-1.56830.938313
10-0.1709-1.1840.878884
11-0.077196-0.53480.702381
120.1564661.0840.141884
130.0125590.0870.465512
140.0568740.3940.347649
150.0189750.13150.447978
160.0103840.07190.471473
17-0.020014-0.13870.554852
18-0.220157-1.52530.933125
190.0821570.56920.285937
200.150191.04050.151649
21-0.133476-0.92470.820138
22-0.083069-0.57550.716186
23-0.052343-0.36260.640769
240.038210.26470.396177
250.0521920.36160.359619
260.0519470.35990.36025
27-0.110096-0.76280.775334
280.0225250.15610.438322
29-0.058257-0.40360.655855
300.0593030.41090.341502
31-0.165289-1.14520.871089
32-0.074716-0.51760.696458
33-0.093061-0.64470.73892
34-0.082705-0.5730.71534
350.0400450.27740.391318