Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3785963.19010.001059
20.0581250.48980.312903
3-0.131086-1.10460.136541
4-0.121109-1.02050.155481
5-0.050505-0.42560.335856
60.0172740.14560.442342
7-0.027692-0.23330.408085
8-0.051815-0.43660.331862
9-0.107386-0.90490.184302
10-0.127922-1.07790.142366
11-0.059323-0.49990.309358
120.0270820.22820.410075
130.145761.22820.111715
140.0307960.25950.398002
15-0.065521-0.55210.29131
16-0.07581-0.63880.262509
17-0.064208-0.5410.295092
18-0.050235-0.42330.336683
19-0.00797-0.06720.473321
200.0007550.00640.497472
21-0.067324-0.56730.286155
22-0.068736-0.57920.282152
23-0.013755-0.11590.454028
240.0870630.73360.232802
250.1201881.01270.157317
26-0.008555-0.07210.471367
27-0.033168-0.27950.390346
28-0.04892-0.41220.340714
29-0.059402-0.50050.309126
30-0.040854-0.34420.36584
310.0247280.20840.417772
320.0815660.68730.247069
330.1616111.36180.088789
34-0.026453-0.22290.412127
35-0.060668-0.51120.3054
360.0042260.03560.485846
370.0762320.64230.26136
380.1551931.30770.097601
39-0.007322-0.06170.47549
40-0.04085-0.34420.365855
41-0.066183-0.55770.289412
42-0.074532-0.6280.266003
43-0.060472-0.50950.305975
44-0.03456-0.29120.385871
45-0.057442-0.4840.314931
46-0.063235-0.53280.297908
47-0.052639-0.44350.32936
48-0.03324-0.28010.390114


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3785963.19010.001059
2-0.099466-0.83810.202388
3-0.138676-1.16850.123256
4-0.016137-0.1360.446114
50.0074520.06280.475054
60.016210.13660.445872
7-0.073376-0.61830.269185
8-0.030397-0.25610.399294
9-0.080914-0.68180.248795
10-0.079091-0.66640.253648
110.0043570.03670.485409
120.0256110.21580.41488
130.1096970.92430.179223
14-0.107108-0.90250.184919
15-0.058996-0.49710.310323
160.0085370.07190.471428
17-0.043406-0.36570.35782
18-0.055778-0.470.319899
19-0.013132-0.11070.456103
20-0.003589-0.03020.487979
21-0.100815-0.84950.199235
22-0.017229-0.14520.442491
230.0417550.35180.363002
240.0641020.54010.295397
250.0168780.14220.443657
26-0.139676-1.17690.121577
270.0381320.32130.374461
28-0.009619-0.08110.467815
29-0.074486-0.62760.266131
30-0.029253-0.24650.403006
310.0494510.41670.339085
320.0578410.48740.313747
330.1013730.85420.197938
34-0.12961-1.09210.139237
350.0218150.18380.427341
360.0644480.5430.294399
370.0108950.09180.463558
380.0892320.75190.227304
39-0.112192-0.94530.173845
400.0447490.37710.353625
41-0.014723-0.12410.45081
42-0.022817-0.19230.424045
43-0.004621-0.03890.484525
44-0.061062-0.51450.304245
45-0.051753-0.43610.332052
46-0.067882-0.5720.284569
470.0365410.30790.37953
48-0.018369-0.15480.438717