Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.6731816.16980
20.5450954.99592e-06
30.441644.04775.7e-05
40.2979932.73120.003845
50.1902961.74410.042401
60.0984030.90190.18485
70.0358130.32820.371776
8-0.067275-0.61660.269588
9-0.118423-1.08540.140432
10-0.161359-1.47890.071457
11-0.183326-1.68020.048316
12-0.201051-1.84270.034453
13-0.236215-2.16490.016614
14-0.229799-2.10610.019088
15-0.288703-2.6460.004861
16-0.271521-2.48850.007401
17-0.235146-2.15510.017006
18-0.218617-2.00370.024165
19-0.194454-1.78220.039165
20-0.196549-1.80140.037614
21-0.210518-1.92940.028527
22-0.217014-1.9890.02498
23-0.145053-1.32940.093652
24-0.086805-0.79560.214259
250.0055930.05130.479618
260.0027770.02540.489878
27-0.009319-0.08540.466069
280.0011030.01010.495979
29-0.025892-0.23730.406499
30-0.006179-0.05660.477488
310.0406590.37260.355175
320.0302610.27730.391099
330.0949070.86980.193433
340.0842160.77190.221183
350.0954710.8750.192032
360.1090770.99970.160161
370.1058430.97010.167399
380.1070150.98080.164751
390.0385070.35290.362516
400.0226650.20770.417971
41-0.048987-0.4490.327302
42-0.041527-0.38060.35223
430.0118020.10820.457059
44-0.000298-0.00270.498913
45-0.040318-0.36950.356334
46-0.056971-0.52220.30147
47-0.059997-0.54990.291929
48-0.118274-1.0840.140733


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6731816.16980
20.1681021.54070.063577
30.0436860.40040.344944
4-0.101429-0.92960.177618
5-0.060348-0.55310.290832
6-0.049837-0.45680.324508
7-0.009774-0.08960.464416
8-0.119451-1.09480.138369
9-0.037133-0.34030.36723
10-0.042709-0.39140.348234
11-0.007651-0.07010.472131
12-0.036822-0.33750.3683
13-0.085751-0.78590.217062
14-0.019842-0.18190.428068
15-0.144223-1.32180.094907
16-0.001957-0.01790.492867
170.0190160.17430.431031
18-0.021679-0.19870.421493
19-0.039303-0.36020.359793
20-0.087261-0.79980.213053
21-0.112158-1.02790.153463
22-0.067903-0.62230.267702
230.0711580.65220.258033
240.0444270.40720.342456
250.1009040.92480.178858
26-0.123095-1.12820.131227
27-0.110591-1.01360.156846
28-0.064663-0.59260.277507
29-0.071341-0.65390.257496
30-0.001314-0.0120.49521
310.0709640.65040.258606
32-0.045995-0.42160.337215
330.1184481.08560.140382
34-0.071485-0.65520.257075
35-0.027683-0.25370.400165
36-0.032941-0.30190.381734
37-0.053957-0.49450.311113
380.0231570.21220.416219
39-0.10852-0.99460.161393
400.0178250.16340.435312
41-0.117049-1.07280.143224
420.000520.00480.498104
430.0954180.87450.192164
44-0.040774-0.37370.354785
45-0.120274-1.10230.136733
460.0091610.0840.466645
47-0.01809-0.16580.434358
48-0.112307-1.02930.153145