Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.242861.86540.033547
2-0.019833-0.15230.43972
3-0.07978-0.61280.27118
4-0.081801-0.62830.266107
5-0.084512-0.64910.259381
6-0.004469-0.03430.486365
70.0069980.05380.478657
8-0.072376-0.55590.290181
9-0.07913-0.60780.272822
10-0.081151-0.62330.267733
11-0.055097-0.42320.336841
12-0.008658-0.06650.4736
130.1092190.83890.202449
140.1774791.36320.088993
150.0148620.11420.454751
16-0.050708-0.38950.349156
17-0.030661-0.23550.407312
18-0.07268-0.55830.289389
19-0.057858-0.44440.329185
200.0059260.04550.481923
21-0.004674-0.03590.485742
22-0.047089-0.36170.359435
23-0.015319-0.11770.453364
240.0661020.50770.306764
250.0937340.720.237188
26-0.011727-0.09010.464264
27-0.043016-0.33040.37113
28-0.057859-0.44440.329182
29-0.044813-0.34420.365953
30-0.025456-0.19550.422823
31-0.041375-0.31780.375878
32-0.041736-0.32060.374831
33-0.086816-0.66680.253735
340.0980460.75310.22719
35-0.040517-0.31120.378367
36-0.024608-0.1890.425365
370.045090.34630.365157
380.0971510.74620.229245
39-0.030682-0.23570.407251
40-0.037238-0.2860.387928
41-0.027933-0.21460.415426
42-0.048573-0.37310.355206
43-0.041629-0.31980.37514
44-0.023067-0.17720.429986
45-0.020179-0.1550.438676
460.0018780.01440.49427
47-0.006443-0.04950.480349
48-0.001381-0.01060.495787


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.242861.86540.033547
2-0.083753-0.64330.261254
3-0.058026-0.44570.328721
4-0.052033-0.39970.34542
5-0.062042-0.47660.317721
60.0228630.17560.4306
7-0.012643-0.09710.461484
8-0.090143-0.69240.245701
9-0.050332-0.38660.350218
10-0.065933-0.50640.307216
11-0.038484-0.29560.384285
12-0.010949-0.08410.466631
130.0884050.6790.249881
140.1191940.91550.181816
15-0.067142-0.51570.303985
16-0.030102-0.23120.408973
170.0059370.04560.48189
18-0.065145-0.50040.309332
19-0.031679-0.24330.404298
20-0.000621-0.00480.498105
21-0.022149-0.17010.432746
22-0.028934-0.22220.412445
230.0097260.07470.470351
240.081760.6280.26621
250.0703620.54050.295458
26-0.076709-0.58920.278984
27-0.063826-0.49030.312885
28-0.059084-0.45380.325807
29-0.010342-0.07940.468475
30-0.017889-0.13740.445588
31-0.05978-0.45920.323896
32-0.011771-0.09040.464133
33-0.076942-0.5910.278387
340.1420731.09130.139793
35-0.114321-0.87810.191722
36-0.000609-0.00470.498142
370.0200350.15390.43911
380.0173630.13340.447178
39-0.10119-0.77730.220056
40-0.005664-0.04350.482724
41-0.013496-0.10370.458892
42-0.017977-0.13810.445323
43-0.034877-0.26790.394856
44-0.026646-0.20470.419267
45-0.017589-0.13510.446494
460.021450.16480.434847
47-0.030773-0.23640.406981
48-0.054759-0.42060.337784