Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1930312.0060.023676
20.1463941.52140.065544
30.1274921.32490.093995
40.1528721.58870.057526
50.1322031.37390.08616
60.1278331.32850.09341
70.0581630.60440.273407
80.126451.31410.095797
90.1010461.05010.148008
10-0.100005-1.03930.150497
110.061950.64380.260534
12-0.232062-2.41170.008783
13-0.057307-0.59560.27636
140.1063751.10550.135703
15-0.015325-0.15930.436881
16-0.085714-0.89080.187518
17-0.071547-0.74350.229385
18-0.052459-0.54520.293381
19-0.01988-0.20660.418355
20-0.090643-0.9420.17415
21-0.152135-1.5810.058398
22-0.039758-0.41320.340149
23-0.013307-0.13830.445134
24-0.20878-2.16970.016111
25-0.14252-1.48110.070744
26-0.265534-2.75950.003401
27-0.117545-1.22160.112265
28-0.121915-1.2670.103944
29-0.042653-0.44330.329232
30-0.13001-1.35110.089744
31-0.056172-0.58380.280299
32-0.048349-0.50250.308185
33-0.024679-0.25650.399038
34-0.025453-0.26450.395945
35-0.004733-0.04920.48043
360.025070.26050.397472
370.0275590.28640.38756
380.0962311.00010.159758
39-0.081051-0.84230.20074
40-0.005781-0.06010.476103
41-0.000483-0.0050.498002
420.0202530.21050.416846
430.0133180.13840.44509
44-0.038087-0.39580.346511
45-0.086966-0.90380.184061
46-0.021098-0.21930.413432
47-0.105527-1.09670.137613
48-0.04381-0.45530.32491


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1930312.0060.023676
20.1133571.1780.120685
30.0847620.88090.190171
40.1075141.11730.133168
50.0718760.7470.228358
60.0648440.67390.250914
7-0.012932-0.13440.44667
80.0770630.80090.212486
90.0356010.370.356061
10-0.182486-1.89650.030286
110.0634190.65910.255628
12-0.297744-3.09420.001256
130.002180.02270.490982
140.1811671.88270.031213
15-0.035311-0.3670.357182
16-0.032905-0.3420.366525
17-0.044867-0.46630.320979
180.0238760.24810.402255
190.0131730.13690.445682
20-0.081506-0.8470.199424
21-0.041089-0.4270.335112
22-0.10024-1.04170.149934
230.0702950.73050.233325
24-0.234159-2.43350.008298
25-0.090215-0.93750.175286
26-0.122324-1.27120.103189
27-0.00459-0.04770.481023
28-0.04571-0.4750.317861
290.0787920.81880.207344
30-0.020595-0.2140.415464
310.0553650.57540.283118
320.0397310.41290.340251
330.0226650.23550.407118
34-0.030755-0.31960.374938
350.1369031.42270.078848
36-0.140964-1.46490.072921
37-0.035698-0.3710.355686
380.017830.18530.426673
39-0.140485-1.460.073601
40-0.040114-0.41690.338799
410.0105690.10980.456373
42-0.056442-0.58660.279361
430.024230.25180.400835
44-0.045176-0.46950.319836
45-0.079125-0.82230.20636
46-0.091459-0.95050.171999
47-0.041351-0.42970.334124
48-0.040073-0.41650.338953