Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2145481.82050.036419
20.2852782.42070.009008
30.2905692.46560.008032
40.1895131.60810.056098
50.1290051.09460.138661
60.1639721.39130.084202
70.0804760.68290.248442
80.1290221.09480.13863
90.0739720.62770.266102
10-0.096887-0.82210.206864
110.1685651.43030.078475
12-0.151243-1.28330.101744
13-0.120669-1.02390.154652
140.0546730.46390.322055
15-0.069197-0.58720.279468
16-0.09923-0.8420.201289
17-0.040712-0.34540.365382
18-0.092236-0.78270.218199
19-0.029699-0.2520.400877
20-0.07502-0.63660.263213
21-0.202263-1.71630.045208
22-0.064647-0.54860.292505
23-0.113136-0.960.170136
24-0.247171-2.09730.019739
25-0.072659-0.61650.269743
26-0.188656-1.60080.0569
27-0.235501-1.99830.024731
28-0.180769-1.53390.064721
29-0.093536-0.79370.214996
30-0.129269-1.09690.138174
31-0.005635-0.04780.480998
32-0.096252-0.81670.20839
330.0441330.37450.354573
34-0.051135-0.43390.33283
350.0198410.16840.433389
36-0.01889-0.16030.436553
37-0.024712-0.20970.417252
38-0.013548-0.1150.4544
39-0.017597-0.14930.44086
400.0328520.27880.390614
41-0.045998-0.39030.348731
420.0517450.43910.330962
43-0.016522-0.14020.444448
440.0228510.19390.423402
45-0.051371-0.43590.332107
46-0.05256-0.4460.328473
47-0.026513-0.2250.411321
48-0.006989-0.05930.476438


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2145481.82050.036419
20.2507912.1280.018379
30.213551.8120.037076
40.059540.50520.307477
5-0.023438-0.19890.42146
60.0446410.37880.352977
7-0.020319-0.17240.431799
80.0571470.48490.314608
9-0.004626-0.03930.484398
10-0.196506-1.66740.049889
110.1714031.45440.07509
12-0.204202-1.73270.043714
13-0.113175-0.96030.170054
140.1386621.17660.121618
15-0.017392-0.14760.441546
16-0.035034-0.29730.383556
17-0.040023-0.33960.367572
18-0.013859-0.11760.453357
190.0533320.45250.326122
20-0.060747-0.51550.303908
21-0.111302-0.94440.174055
22-0.084807-0.71960.237046
230.0231740.19660.422331
24-0.12737-1.08080.141703
25-0.04333-0.36770.357098
26-0.058579-0.49710.310332
27-0.098641-0.8370.202681
28-0.081886-0.69480.244701
290.1128330.95740.170779
300.0094120.07990.468283
310.1188731.00870.158256
320.0114680.09730.461375
330.0458170.38880.349296
34-0.123969-1.05190.148179
350.1520511.29020.100556
36-0.124017-1.05230.148087
37-0.127576-1.08250.141318
380.0141970.12050.452225
39-0.088389-0.750.227848
40-0.01583-0.13430.44676
41-0.006756-0.05730.477223
420.0223230.18940.425149
430.0373390.31680.376144
44-0.031314-0.26570.395613
45-0.023194-0.19680.422266
46-0.14399-1.22180.112885
470.058780.49880.309732
48-0.016921-0.14360.443117