Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1511571.28260.101871
20.1223371.03810.151357
30.1942241.6480.05185
4-0.113737-0.96510.168865
50.0244080.20710.418254
6-0.133189-1.13010.131083
7-0.152986-1.29810.099194
8-0.061704-0.52360.30109
90.0440350.37360.354882
100.0198510.16840.433355
110.039240.3330.370064
12-0.049606-0.42090.337533
130.0390820.33160.370568
140.1499071.2720.103733
15-0.068265-0.57920.282116
16-0.03342-0.28360.388775
170.0852320.72320.235945
18-0.123168-1.04510.149733
19-0.040412-0.34290.366334
20-0.071775-0.6090.27221
21-0.115104-0.97670.165997
22-0.023573-0.20.421012
230.046220.39220.348038
240.0591290.50170.308697
25-0.065514-0.55590.289999
26-0.002601-0.02210.491227
27-0.124402-1.05560.147344
28-0.003556-0.03020.488005
29-0.030632-0.25990.397833
30-0.045742-0.38810.34953
310.103670.87970.190982
32-0.031442-0.26680.395195
330.1038110.88090.19066
340.0936370.79450.214748
350.042930.36430.358362
360.0058330.04950.480331
37-0.027674-0.23480.407507
38-0.077783-0.660.255677
39-0.070608-0.59910.275485
40-0.095091-0.80690.211198
41-0.163198-1.38480.085198
42-0.086773-0.73630.231971
43-0.100687-0.85440.19787
44-0.103832-0.8810.190612
45-0.023669-0.20080.420696
46-0.011458-0.09720.461408
470.1154690.97980.165235
480.0374910.31810.375656


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1511571.28260.101871
20.1018150.86390.195249
30.1677571.42350.07946
4-0.18282-1.55130.06261
50.0304880.25870.398303
6-0.159686-1.3550.08983
7-0.064954-0.55120.291617
8-0.042204-0.35810.360655
90.1626211.37990.085946
100.0031610.02680.489339
110.0261610.2220.412478
12-0.150469-1.27680.102893
130.0648870.55060.291812
140.1187521.00760.1585
15-0.055257-0.46890.320289
16-0.072469-0.61490.270274
170.1208321.02530.154328
18-0.137107-1.16340.124257
19-0.050912-0.4320.333514
20-0.070302-0.59650.276346
210.045990.39020.348756
22-0.0534-0.45310.325915
230.1081740.91790.180871
240.0213690.18130.428311
25-0.107848-0.91510.181592
26-0.077287-0.65580.257022
27-0.166122-1.40960.081482
280.0742650.63020.265294
290.0593250.50340.308113
300.0541140.45920.323747
310.0416340.35330.362457
32-0.041991-0.35630.361328
330.0069980.05940.476407
340.0114510.09720.461432
350.1188991.00890.158203
36-0.037681-0.31970.375048
37-0.05594-0.47470.318232
38-0.118041-1.00160.159943
39-0.011745-0.09970.460444
40-0.105129-0.8920.18767
41-0.063225-0.53650.296638
42-0.032848-0.27870.390629
43-0.034293-0.2910.385948
44-0.09541-0.80960.210424
45-0.071653-0.6080.272552
460.0006060.00510.497954
470.1172140.99460.161632
48-0.103438-0.87770.191514