Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7859786.08820
20.5680444.42.3e-05
30.4022023.11540.001408
40.2481831.92240.029652
50.0531320.41160.341066
6-0.129745-1.0050.159467
7-0.288857-2.23750.014491
8-0.317676-2.46070.008381
9-0.32482-2.5160.007281
10-0.358052-2.77350.00369
11-0.37504-2.9050.002567
12-0.327073-2.53350.006962
13-0.247368-1.91610.03006
14-0.164463-1.27390.103801
15-0.120606-0.93420.17697
16-0.056317-0.43620.332118
170.0225320.17450.431018
180.0310450.24050.405391
190.0278690.21590.41491
200.0169710.13150.447927
21-0.014834-0.11490.454453
22-0.035073-0.27170.393402
23-0.092467-0.71630.238308
24-0.135279-1.04790.149452
25-0.141176-1.09350.139262
26-0.116919-0.90560.184373
27-0.081706-0.63290.264605
28-0.032799-0.25410.40016
290.0109530.08480.466336
300.074770.57920.282324
310.1778741.37780.08669
320.2056131.59270.058245
330.2061741.5970.057758
340.2009531.55660.062415
350.2141891.65910.051157
360.2241991.73660.043792
370.2029281.57190.06062
380.1222150.94670.173801
390.0702890.54450.294074
40-0.00751-0.05820.476903
41-0.096131-0.74460.229701
42-0.19979-1.54760.063493
43-0.264651-2.050.022372
44-0.294251-2.27930.013111
45-0.26675-2.06620.021565
46-0.239054-1.85170.034495
47-0.193692-1.50030.069386
48-0.107474-0.83250.204218


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7859786.08820
2-0.130068-1.00750.15887
3-0.000289-0.00220.49911
4-0.093341-0.7230.236239
5-0.22489-1.7420.043317
6-0.139321-1.07920.142415
7-0.162166-1.25610.106969
80.151631.17450.122413
9-0.053437-0.41390.340203
10-0.126641-0.9810.165277
11-0.078326-0.60670.273166
12-0.020825-0.16130.436196
130.0112890.08740.465306
14-0.000696-0.00540.497857
15-0.054274-0.42040.337845
160.0259660.20110.420636
17-0.02318-0.17960.429055
18-0.190375-1.47460.072769
190.010510.08140.467693
20-0.059397-0.46010.323559
21-0.091854-0.71150.239765
22-0.025668-0.19880.421537
23-0.170475-1.32050.095842
24-0.001851-0.01430.494304
25-0.074707-0.57870.282487
260.0039260.03040.48792
270.0411680.31890.37546
28-0.022645-0.17540.430675
29-0.034653-0.26840.394647
30-0.020091-0.15560.438427
310.1358171.0520.148502
32-0.117754-0.91210.182678
33-0.012718-0.09850.460926
34-0.04721-0.36570.357942
350.0856890.66370.254698
360.0487430.37760.353543
370.0048910.03790.484952
38-0.03853-0.29850.383194
39-0.020905-0.16190.435954
40-0.121508-0.94120.175189
41-0.087555-0.67820.250127
42-0.052044-0.40310.344143
430.0013960.01080.495704
44-0.040592-0.31440.377145
450.0095270.07380.470708
46-0.00937-0.07260.471192
47-0.020775-0.16090.436348
480.0122020.09450.462507