Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1836591.39870.083613
20.1294150.98560.164212
30.3144062.39440.009949
40.1400961.06690.14521
50.0634390.48310.31541
60.168291.28170.102532
70.0482340.36730.357352
80.1839331.40080.083302
9-0.011213-0.08540.466121
10-0.072979-0.55580.290246
110.1692631.28910.101246
12-0.143894-1.09590.138833
13-0.232184-1.76830.041138
140.0494740.37680.353855
150.0015070.01150.495441
16-0.082121-0.62540.267077
17-0.041216-0.31390.377364
18-0.087371-0.66540.254218
19-0.016426-0.12510.450441
20-0.124441-0.94770.173603
21-0.236969-1.80470.038157
22-0.066099-0.50340.308297
23-0.154968-1.18020.121368
24-0.211201-1.60850.056583
25-0.044722-0.34060.367322
26-0.168924-1.28650.101692
27-0.278024-2.11740.019264
28-0.1793-1.36550.088683
29-0.133586-1.01740.156603
30-0.108791-0.82850.205384
31-0.022645-0.17250.431838
32-0.071305-0.5430.294592
330.0025920.01970.492159
34-0.000744-0.00570.497748
35-0.001902-0.01450.494246
36-0.027639-0.21050.417009


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1836591.39870.083613
20.0990250.75420.226905
30.2872142.18740.016381
40.042830.32620.372731
5-0.01576-0.120.452438
60.0698650.53210.298354
7-0.040825-0.31090.37849
80.1725721.31430.096964
9-0.143028-1.08930.140271
10-0.10439-0.7950.214924
110.1360671.03630.152192
12-0.218277-1.66230.050919
13-0.160639-1.22340.113065
140.0393310.29950.382802
150.1167440.88910.188811
160.0365830.27860.39077
17-0.076071-0.57930.282303
18-0.044974-0.34250.366602
190.015450.11770.453371
20-0.049806-0.37930.352922
21-0.165972-1.2640.105643
22-0.103055-0.78480.217869
23-0.061159-0.46580.321562
24-0.006855-0.05220.479273
25-0.01878-0.1430.443383
26-0.160985-1.2260.112572
27-0.143407-1.09220.13964
28-0.034695-0.26420.396269
290.0681870.51930.302765
30-0.007392-0.05630.477649
310.0952150.72510.235642
320.0654720.49860.309966
33-0.013106-0.09980.460419
34-0.044452-0.33850.36809
350.0274230.20880.41765
36-0.09373-0.71380.239099