Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2239481.72020.045321
20.0667210.51250.30511
3-0.075982-0.58360.280846
4-0.238528-1.83220.035988
5-0.055522-0.42650.335658
6-0.094668-0.72720.235001
7-0.060622-0.46560.321592
8-0.163469-1.25560.1071
9-0.12319-0.94620.173944
10-0.031389-0.24110.405155
110.0031720.02440.490322
120.0030810.02370.490599
130.1036880.79640.214485
14-0.148005-1.13680.1301
15-0.046883-0.36010.360022
16-0.009463-0.07270.47115
170.1364321.0480.149468
180.1936941.48780.071066
190.1073150.82430.206543
20-0.034473-0.26480.396046
210.0102090.07840.46888
22-0.015442-0.11860.452993
23-0.074431-0.57170.284844
240.2252271.730.044429
25-0.0144-0.11060.456151
26-0.018494-0.14210.44376
27-0.119397-0.91710.18141
28-0.124406-0.95560.171592
29-0.070117-0.53860.296102
30-0.087077-0.66880.2531
31-0.036161-0.27780.391084
32-0.037796-0.29030.386295
330.0401090.30810.379553
340.0731260.56170.288226
350.005560.04270.483039
36-0.032157-0.2470.402883
37-0.02367-0.18180.428175
38-0.069564-0.53430.297559
39-0.001266-0.00970.496138
40-0.045216-0.34730.364798
410.0539610.41450.340011
420.080860.62110.268463
430.1187950.91250.182614
440.0583770.44840.327752
450.0178010.13670.445854
460.019140.1470.441811
47-0.11979-0.92010.180628
48-0.049032-0.37660.353902


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2239481.72020.045321
20.0174430.1340.446937
3-0.099594-0.7650.223662
4-0.21486-1.65040.05209
50.0529590.40680.342818
6-0.080299-0.61680.269873
7-0.062936-0.48340.315294
8-0.204434-1.57030.060848
9-0.063347-0.48660.31418
10-0.025148-0.19320.423745
11-0.029819-0.2290.409814
12-0.115801-0.88950.188678
130.0729510.56030.288682
14-0.264131-2.02880.023498
15-0.026279-0.20190.420362
16-0.067847-0.52110.30211
170.1632721.25410.107374
18-0.009666-0.07420.470533
190.0547740.42070.337743
20-0.172061-1.32160.095698
210.197851.51970.066962
22-0.098641-0.75770.225831
23-0.019446-0.14940.440887
240.2628772.01920.024009
250.0129550.09950.460536
26-0.053838-0.41350.340357
27-0.016091-0.12360.451026
28-0.003966-0.03050.487901
29-0.025819-0.19830.421738
30-0.090049-0.69170.245926
31-0.054411-0.41790.338754
320.0928390.71310.239294
330.1070270.82210.207168
34-0.145032-1.1140.134896
35-0.092949-0.7140.239035
36-0.046658-0.35840.360666
37-0.156322-1.20070.117326
38-0.020009-0.15370.439188
39-0.070614-0.54240.294794
40-0.045717-0.35120.363359
41-0.026959-0.20710.418332
42-0.075835-0.58250.281224
430.0016720.01280.494898
440.0598450.45970.323717
45-0.114171-0.8770.192032
460.0054920.04220.483247
470.0086730.06660.473554
48-0.045537-0.34980.363877