Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2771482.14680.017931
20.0554980.42990.334408
3-0.083021-0.64310.261313
40.081770.63340.264444
50.0979710.75890.225447
60.2228261.7260.044747
70.1434911.11150.135399
80.157261.21810.113971
90.1600731.23990.109916
100.0102140.07910.4686
11-0.127442-0.98720.163763
12-0.249066-1.92930.029216
130.0134630.10430.458645
140.2323521.79980.038461
150.1712821.32670.09481
16-0.05354-0.41470.339912
17-0.104918-0.81270.209805
18-0.021441-0.16610.434325
19-0.102129-0.79110.216005
20-0.007909-0.06130.475676
21-0.091718-0.71040.240089
22-0.00353-0.02730.489138
230.0476590.36920.356651
24-0.085513-0.66240.255131
25-0.198464-1.53730.064739
26-0.225195-1.74430.04311
27-0.041082-0.31820.375711
280.023880.1850.426936
290.066620.5160.303864
30-0.20175-1.56270.061686
31-0.183802-1.42370.079853
32-0.163833-1.2690.104663
33-0.023232-0.180.428896
34-0.076225-0.59040.278557
35-0.03527-0.27320.392818
36-0.004387-0.0340.486502
370.0591080.45790.324356
380.0028180.02180.49133
39-0.086465-0.66980.252792
40-0.135007-1.04580.149934
41-0.054321-0.42080.337713
420.1477361.14440.12851
430.1440171.11550.134532
440.0337290.26130.397391
45-0.046519-0.36030.359933
46-0.051214-0.39670.346497
47-0.081894-0.63440.264132
48-0.049588-0.38410.351129


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2771482.14680.017931
2-0.023086-0.17880.429339
3-0.100096-0.77530.220591
40.1451261.12410.132715
50.0467020.36180.359404
60.1811781.40340.082826
70.0608470.47130.319561
80.1115470.8640.195503
90.140221.08610.140881
10-0.100711-0.78010.219199
11-0.142299-1.10220.137378
12-0.267731-2.07380.021197
130.0575450.44570.328695
140.1789391.38610.08543
15-0.011919-0.09230.463374
16-0.062965-0.48770.313761
17-0.004046-0.03130.487553
180.1271040.98450.1644
19-0.137275-1.06330.145946
200.0242670.1880.425766
21-0.097266-0.75340.227071
22-0.045463-0.35220.362978
230.0121850.09440.46256
24-0.255261-1.97720.026307
25-0.00554-0.04290.482956
26-0.038426-0.29760.383501
270.1106360.8570.197432
28-0.009746-0.07550.470037
290.0285520.22120.412859
30-0.092077-0.71320.239237
31-0.121787-0.94340.17464
32-0.035629-0.2760.391757
33-0.010165-0.07870.468751
34-0.004997-0.03870.484626
350.0175170.13570.446262
360.0142930.11070.456106
370.0792370.61380.270844
380.0237920.18430.427203
390.1282570.99350.162235
40-0.075356-0.58370.280804
41-0.03238-0.25080.401406
420.0750520.58130.281591
43-0.080662-0.62480.267234
440.0193710.150.440615
45-0.047348-0.36680.357545
46-0.005547-0.0430.482934
47-0.130316-1.00940.158413
48-0.0047-0.03640.48554