Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4102013.4320.000505
20.1413781.18290.120435
30.1367781.14440.128186
40.2814232.35460.010677
50.2555932.13840.017986
60.2511642.10140.019604
70.2186651.82950.035793
80.0667960.55890.289023
90.0287350.24040.405357
10-0.049553-0.41460.339855
110.0398410.33330.36994
120.0959270.80260.212467
130.0174760.14620.442085
14-0.104161-0.87150.193238
15-0.143804-1.20310.116486
16-0.132225-1.10630.136197
17-0.05265-0.44050.330466
18-0.040081-0.33530.369185
19-0.163228-1.36570.088208
20-0.231465-1.93660.028417
21-0.25264-2.11370.019051
22-0.270049-2.25940.013487
23-0.168373-1.40870.081674
24-0.084087-0.70350.242031
25-0.245472-2.05380.021867
26-0.380242-3.18130.001093
27-0.226468-1.89480.031127
28-0.176802-1.47920.071782
29-0.15581-1.30360.098321
30-0.128008-1.0710.143926
31-0.02677-0.2240.411715
32-0.032446-0.27150.393417
33-0.09139-0.76460.223533
34-0.120473-1.00790.158476
35-0.047909-0.40080.344881
360.1026120.85850.196771
370.0114020.09540.462137
38-0.052436-0.43870.33111
39-0.004786-0.040.484088
400.0726590.60790.272608
410.027540.23040.409221
420.0774070.64760.25967
430.0422560.35350.362374
440.0333890.27940.390399
450.0193850.16220.435813
460.0579860.48510.314543
470.0591810.49510.311026
480.0836660.70.243124


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4102013.4320.000505
2-0.032327-0.27050.3938
30.1085250.9080.1835
40.2308831.93170.028723
50.0702510.58780.279293
60.1426271.19330.11839
70.0716310.59930.27545
8-0.129282-1.08170.141559
9-0.032886-0.27510.392009
10-0.18712-1.56560.060981
110.017380.14540.442402
120.0527270.44110.330234
13-0.069955-0.58530.280118
14-0.047403-0.39660.346433
15-0.068152-0.57020.285182
16-0.081106-0.67860.249821
170.0639930.53540.297035
18-0.032457-0.27160.393382
19-0.122757-1.02710.153965
20-0.070122-0.58670.279651
21-0.127279-1.06490.145293
22-0.128475-1.07490.143056
230.0409990.3430.366305
240.0220280.18430.427155
25-0.16245-1.35920.089231
26-0.140222-1.17320.12235
270.0831040.69530.244584
28-0.069718-0.58330.280783
29-0.006669-0.05580.47783
300.0179420.15010.440555
310.1223061.02330.154849
320.1005750.84150.201474
33-0.009905-0.08290.467095
34-0.071289-0.59650.276399
35-0.068831-0.57590.283272
360.0293570.24560.403348
37-0.087824-0.73480.232461
38-0.06577-0.55030.291942
390.0260280.21780.414121
400.0119990.10040.460162
41-0.089853-0.75180.227356
420.0597440.49990.309372
43-0.065972-0.5520.291368
44-0.050981-0.42650.335511
45-0.082334-0.68890.246595
460.0050510.04230.483205
47-0.071331-0.59680.276285
48-0.066447-0.55590.290014