Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0503580.42430.336307
2-0.051063-0.43030.334152
3-0.192021-1.6180.055049
40.0649570.54730.292932
50.0955510.80510.211718
60.0180030.15170.439928
7-0.017823-0.15020.440523
8-0.017871-0.15060.440367
9-0.008578-0.07230.471293
100.0721440.60790.272598
11-0.063092-0.53160.298323
12-0.039545-0.33320.369979
13-0.169953-1.4320.078259
140.1025760.86430.195162
15-0.171489-1.4450.076429
16-0.040919-0.34480.365635
170.028430.23960.405683
180.0532780.44890.327425
19-0.028729-0.24210.40471
20-0.106477-0.89720.186324
210.0077610.06540.474021
220.0692020.58310.280835
23-0.003865-0.03260.487056
240.0476920.40190.344497
25-0.019295-0.16260.435654
26-0.054158-0.45630.324769
27-0.181543-1.52970.065266
28-0.045311-0.38180.351875
29-0.051994-0.43810.331317
300.0496460.41830.338486
310.0227470.19170.424275
320.0114550.09650.461689
33-0.03175-0.26750.39492
340.0352380.29690.383698
350.069750.58770.279291
360.0625050.52670.300029
37-0.091816-0.77370.220851
38-0.03466-0.29210.385549
39-0.086398-0.7280.234504
400.1273161.07280.143501
410.0393890.33190.370473
420.0994790.83820.20236
43-0.050221-0.42320.336725
44-0.074628-0.62880.26574
45-0.06957-0.58620.279798
460.0562060.47360.318619
47-0.033968-0.28620.387771
48-0.006711-0.05650.477532


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0503580.42430.336307
2-0.053736-0.45280.326042
3-0.187622-1.58090.05917
40.0838110.70620.241185
50.0735180.61950.268795
6-0.022287-0.18780.425787
70.0170110.14330.443215
80.0096330.08120.467769
9-0.022585-0.19030.424808
100.0699390.58930.27876
11-0.076323-0.64310.261113
12-0.035378-0.29810.38325
13-0.149655-1.2610.105715
140.0916190.7720.22134
15-0.228339-1.9240.02918
16-0.054456-0.45890.323869
170.0923670.77830.21949
18-0.022297-0.18790.425755
19-0.042242-0.35590.361473
20-0.044736-0.3770.353666
210.0340650.2870.38746
220.0356410.30030.382406
23-0.023716-0.19980.421091
240.0447110.37670.353745
250.0232190.19560.422723
26-0.116865-0.98470.164052
27-0.181955-1.53320.064837
28-0.132072-1.11290.134762
29-0.08135-0.68550.24764
30-0.016662-0.14040.444374
31-0.029925-0.25210.400827
320.0222210.18720.426004
330.0049120.04140.483551
340.0821350.69210.245573
350.0594270.50070.309052
360.066470.56010.288591
37-0.006165-0.05190.479359
38-0.040504-0.34130.366944
39-0.184069-1.5510.062674
400.0118720.10.460298
41-0.050075-0.42190.337173
42-0.016584-0.13970.444631
43-0.052631-0.44350.329386
44-0.0864-0.7280.234498
45-0.056375-0.4750.318113
460.0306180.2580.398579
47-0.06046-0.50940.306009
480.0219940.18530.426751