Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0567580.4360.332227
20.2869932.20440.015703
3-0.120543-0.92590.179132
40.0198470.15240.439677
50.0482960.3710.355996
6-0.094928-0.72920.234395
7-0.092952-0.7140.239029
8-0.123433-0.94810.173471
9-0.048785-0.37470.354605
10-0.009824-0.07550.470051
11-0.031404-0.24120.405111
120.1379271.05940.146859
130.0072410.05560.477917
140.0606610.46590.321486
150.0284980.21890.413744
16-0.186398-1.43170.078746
170.0158950.12210.451622
18-0.095702-0.73510.232596
190.0261770.20110.420668
20-0.057875-0.44450.329137
21-0.142304-1.09310.139406
22-0.029463-0.22630.410873
230.0991170.76130.224745
240.1421481.09190.139666
250.0347930.26730.395104
26-0.126775-0.97380.167071
27-0.119725-0.91960.180757
28-0.15299-1.17510.122331
290.0150890.11590.454062
30-0.112647-0.86530.1952
31-0.009324-0.07160.471574
320.0232320.17850.42949
33-0.055602-0.42710.335435
340.0765380.58790.279422
35-0.014061-0.1080.457179
360.008360.06420.474508
370.0140990.10830.457065
38-0.143561-1.10270.137314
39-0.088093-0.67670.250636
40-0.124911-0.95950.170622
41-0.073145-0.56180.288178
42-0.037518-0.28820.387109
430.0142440.10940.456625
440.0492120.3780.353392
450.0012770.00980.496103
460.1063040.81650.208738
470.1286630.98830.163525
480.1654231.27060.104423


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0567580.4360.332227
20.2846882.18670.01637
3-0.161959-1.2440.109204
4-0.04944-0.37980.352744
50.1479421.13640.1302
6-0.138957-1.06730.145081
7-0.156509-1.20220.11705
8-0.001384-0.01060.495778
90.0002790.00210.499149
10-0.019013-0.1460.442194
11-0.020809-0.15980.436777
120.1788891.37410.087308
13-0.010356-0.07950.468435
14-0.086612-0.66530.254232
150.0823510.63250.264737
16-0.2378-1.82660.036412
17-0.036995-0.28420.388641
180.1062110.81580.208941
19-0.033863-0.26010.397844
20-0.057394-0.44090.330466
21-0.08809-0.67660.250643
220.0086570.06650.473604
230.176061.35230.090713
240.0256220.19680.422329
25-0.085406-0.6560.257182
26-0.175291-1.34640.091656
27-0.145549-1.1180.134053
28-0.058772-0.45140.326666
290.0438260.33660.368792
30-0.031445-0.24150.40499
310.0355430.2730.3929
320.0770840.59210.278024
33-0.096576-0.74180.230572
34-0.014192-0.1090.456783
35-0.004562-0.0350.486084
36-0.154754-1.18870.119663
37-0.094555-0.72630.235266
38-0.158257-1.21560.11449
39-0.047585-0.36550.358019
400.0725070.55690.289838
41-0.070037-0.5380.296314
42-0.061011-0.46860.320529
430.0196750.15110.440195
44-0.004111-0.03160.487459
450.0031610.02430.490356
46-0.041865-0.32160.374456
470.0221550.17020.432727
480.0512030.39330.347759