Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2013841.54690.063623
20.0192530.14790.44147
3-0.045883-0.35240.362885
4-0.023484-0.18040.428734
50.2967692.27950.013134
60.1081660.83080.204707
7-0.070389-0.54070.295387
8-0.014952-0.11480.454478
90.0174950.13440.44678
100.0226930.17430.43111
110.0314680.24170.404922
12-0.10332-0.79360.2153
130.0059320.04560.481907
140.0147060.1130.455222
150.0364240.27980.390313
160.0480940.36940.35657
17-0.110366-0.84770.200006
18-0.259459-1.99290.02545
19-0.160255-1.23090.111615
20-0.228967-1.75870.041905
21-0.045124-0.34660.365062
22-0.085225-0.65460.257627
23-0.052778-0.40540.343325
24-0.090666-0.69640.244451
25-0.114929-0.88280.190467
26-0.015044-0.11560.454198
27-0.055145-0.42360.336706
280.0382680.29390.384916
29-3e-04-0.00230.499084
30-0.044659-0.3430.366397
31-0.053084-0.40770.342467
32-0.009909-0.07610.469793
33-0.019867-0.15260.439616
34-0.010411-0.080.468265
35-0.064818-0.49790.310211
36-0.022324-0.17150.43222
370.0302180.23210.408628
380.0102120.07840.468871
390.0533880.41010.341617
40-0.005276-0.04050.483904
410.0336410.25840.398497
420.0654070.50240.308629
43-0.002624-0.02020.491994
440.0391890.3010.38223
450.0106680.08190.467484
460.0194430.14930.440895
470.0382650.29390.384924
480.0039540.03040.487935


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2013841.54690.063623
2-0.022203-0.17050.432582
3-0.047316-0.36340.358787
4-0.004513-0.03470.486231
50.3164712.43090.00906
6-0.020057-0.15410.439044
7-0.116095-0.89170.188078
80.0556090.42710.335416
90.0598390.45960.323734
10-0.108497-0.83340.203996
11-0.001275-0.00980.496109
12-0.044708-0.34340.366255
130.0501570.38530.350715
14-0.037367-0.2870.387552
150.0539780.41460.339966
160.0368390.2830.389097
17-0.100998-0.77580.220488
18-0.279649-2.1480.017915
19-0.063931-0.49110.312603
20-0.227825-1.750.042663
21-0.037086-0.28490.388372
22-0.091796-0.70510.241762
230.1626071.2490.108298
24-0.087583-0.67270.25187
250.0177880.13660.445893
260.0354520.27230.393165
27-0.014212-0.10920.456721
28-0.017758-0.13640.445983
290.0163290.12540.450305
30-0.068578-0.52680.300167
31-0.045942-0.35290.362715
32-0.009252-0.07110.471792
330.0548090.4210.337643
34-0.027852-0.21390.415668
35-0.036385-0.27950.390429
36-0.038492-0.29570.384262
37-0.042878-0.32940.371527
38-0.176416-1.35510.090279
39-0.002034-0.01560.493793
40-0.074409-0.57150.2849
410.0519360.39890.345694
42-0.058469-0.44910.3275
430.0286230.21990.413369
44-0.007603-0.05840.476815
45-0.01586-0.12180.451728
460.0056440.04340.482783
470.0087360.06710.473364
48-0.021826-0.16760.433717