Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0695930.75920.224626
2-0.176362-1.92390.028379
3-0.047435-0.51750.302898
40.1244911.3580.08851
5-0.104303-1.13780.128742
6-0.560019-6.10910
7-0.172045-1.87680.031498
80.1606731.75270.041111
9-0.015203-0.16590.434278
10-0.187559-2.0460.021478
110.0035680.03890.484508
120.8212488.95880
130.1035241.12930.130519
14-0.154985-1.69070.046757
15-0.104331-1.13810.12868
160.0970451.05860.145956
17-0.037497-0.4090.341623
18-0.485811-5.29960
19-0.168928-1.84280.033925
200.1688631.84210.033977
210.0646020.70470.24118
22-0.157993-1.72350.043697
23-0.059473-0.64880.258868
240.6557817.15370
250.1396651.52360.065136
26-0.120021-1.30930.096482
27-0.135446-1.47750.071087
280.064670.70550.24095
290.0064890.07080.471843
30-0.422921-4.61355e-06
31-0.178365-1.94570.027022
320.1567511.70990.044941
330.1265011.380.085092
34-0.118158-1.28890.099958
35-0.106021-1.15660.124886
360.5245525.72220
370.1487511.62270.053651
38-0.082053-0.89510.186273
39-0.133761-1.45920.073578
400.0230090.2510.401123
410.0364440.39760.345834
42-0.355585-3.8798.6e-05
43-0.192828-2.10350.018764
440.1238511.35110.089621
450.1457891.59040.057202
46-0.081142-0.88520.18893
47-0.109142-1.19060.118089
480.410124.47399e-06


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0695930.75920.224626
2-0.182087-1.98630.024647
3-0.021052-0.22960.40938
40.1017631.11010.134596
5-0.141021-1.53840.063307
6-0.538284-5.8720
7-0.210862-2.30020.011588
8-0.029452-0.32130.374279
9-0.178656-1.94890.02683
10-0.242236-2.64250.004669
11-0.243522-2.65650.004489
120.6853537.47630
13-0.121495-1.32540.093796
14-0.003823-0.04170.483404
15-0.149683-1.63280.052573
16-0.072967-0.7960.213817
17-0.04597-0.50150.308483
180.1075361.17310.121553
190.082490.89990.185005
20-0.068584-0.74820.227919
210.1103721.2040.115486
22-0.015494-0.1690.433034
23-0.05054-0.55130.291221
24-0.046765-0.51010.305449
250.0749010.81710.20776
260.0284930.31080.378241
270.0612360.6680.252711
280.0200810.21910.413492
29-0.05079-0.55410.29029
30-0.047519-0.51840.30258
31-0.005278-0.05760.477091
320.0290880.31730.375783
330.0288260.31450.376862
340.0409560.44680.327923
35-0.02007-0.21890.413537
360.0241890.26390.396167
37-0.059084-0.64450.260236
380.023660.25810.398389
390.0686180.74850.227806
40-0.033895-0.36980.356111
41-0.003572-0.0390.484491
420.0208420.22740.410269
43-0.026512-0.28920.38646
44-0.058314-0.63610.262955
45-0.025416-0.27730.391031
46-0.027926-0.30460.380588
470.0503570.54930.291903
480.0197480.21540.414903