Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4388773.37110.000663
20.2559081.96570.027024
3-0.075708-0.58150.281551
4-0.032163-0.2470.402865
5-0.123281-0.94690.173766
6-0.03154-0.24230.404708
7-0.069826-0.53630.296869
8-0.063845-0.49040.312835
90.0195840.15040.440471
100.0901580.69250.245664
11-0.006246-0.0480.480949
12-0.056965-0.43760.331652
13-0.081268-0.62420.26744
14-0.101223-0.77750.219983
15-0.053112-0.4080.342389
160.0142310.10930.456664
17-0.032476-0.24950.401938
18-0.011551-0.08870.464801
19-0.05702-0.4380.331499
200.0035350.02720.489213
21-0.054692-0.42010.33797
220.0058640.0450.482113
23-0.02656-0.2040.419524
24-0.026249-0.20160.420454
250.0584050.44860.327675
260.0295250.22680.410686
270.0230010.17670.430184
28-0.077944-0.59870.275833
29-0.019322-0.14840.44126
30-0.02539-0.1950.423023
31-0.016381-0.12580.450149
32-0.047868-0.36770.357214
33-0.054392-0.41780.338808
34-0.025862-0.19870.421609
35-0.0376-0.28880.386869
36-0.072018-0.55320.291115
37-0.073256-0.56270.287889
38-0.07011-0.53850.296121
39-0.073763-0.56660.286574
400.0264840.20340.419751
41-0.017569-0.13490.446557
42-0.025702-0.19740.422088
43-0.052564-0.40380.343927
44-0.010027-0.0770.469433
450.0104410.08020.468174
460.017420.13380.447006
470.0193410.14860.441204
480.0104380.08020.468183


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4388773.37110.000663
20.0783950.60220.274687
3-0.26622-2.04490.022668
40.0928970.71360.239158
5-0.079226-0.60850.272579
60.0125820.09660.461669
7-0.02888-0.22180.412606
8-0.080084-0.61510.270414
90.1342311.03110.153363
100.0527670.40530.343357
11-0.164423-1.2630.105786
12-0.018974-0.14570.442312
130.0119620.09190.463552
14-0.083217-0.63920.262583
150.0353520.27150.393461
160.0357380.27450.392327
17-0.102765-0.78940.216533
180.0486510.37370.354986
19-0.089922-0.69070.24623
200.0222930.17120.432311
21-0.012027-0.09240.463355
22-0.019973-0.15340.439298
230.0152050.11680.45371
24-0.044253-0.33990.367566
250.1090220.83740.20287
26-0.073798-0.56690.286481
27-0.018098-0.1390.444956
28-0.066282-0.50910.306282
290.041770.32080.374732
300.034030.26140.39735
31-0.104206-0.80040.21334
32-0.022449-0.17240.431842
33-0.005893-0.04530.482026
340.0216590.16640.434218
35-0.096004-0.73740.231894
36-0.094759-0.72790.234789
370.053680.41230.340797
38-0.051346-0.39440.347354
39-0.069386-0.5330.298031
400.0886270.68080.249345
41-0.098828-0.75910.225405
42-0.051584-0.39620.346686
430.0011730.0090.496419
44-0.010747-0.08250.467245
450.0215760.16570.434469
46-0.010111-0.07770.469178
47-0.06684-0.51340.304791
480.065360.5020.308755