Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2342291.97370.026157
20.1069190.90090.18534
30.1346521.13460.130181
40.1397281.17740.12149
5-0.08776-0.73950.231028
60.1020450.85980.196384
7-0.086068-0.72520.23535
8-0.013023-0.10970.456464
90.1461411.23140.111117
100.1443251.21610.113986
110.0181070.15260.439585
12-0.016055-0.13530.446386
13-0.012548-0.10570.458048
14-0.072027-0.60690.272924
15-0.133075-1.12130.132967
16-0.168329-1.41840.08023
17-0.084025-0.7080.24063
18-0.116003-0.97750.165831
19-0.02467-0.20790.417963
20-0.022732-0.19150.424324
21-0.063308-0.53340.297696
22-0.018857-0.15890.437104
230.1381241.16390.12419
240.0033070.02790.488923
25-0.153551-1.29380.099956
26-0.123635-1.04180.150527
27-0.144353-1.21630.113942
280.0406060.34220.366623
290.0570790.4810.316013
30-0.063202-0.53260.298003
31-0.061265-0.51620.30365
320.2001241.68630.048066
330.206771.74230.042895
340.0622630.52460.300734
350.0528050.44490.328858
360.0024020.02020.491955
370.0171690.14470.442692
38-0.025591-0.21560.414945
39-0.03348-0.28210.38934
40-0.057952-0.48830.313417
410.0215070.18120.428354
42-0.060013-0.50570.307323
430.0339810.28630.38773
44-0.042695-0.35980.36005
45-0.014962-0.12610.450016
46-0.033497-0.28220.389287
47-0.015932-0.13420.446795
48-0.145904-1.22940.111489


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2342291.97370.026157
20.0550770.46410.322002
30.1040960.87710.191687
40.0889320.74940.228059
5-0.162684-1.37080.087378
60.1425741.20130.116804
7-0.167559-1.41190.081177
80.054070.45560.325034
90.1842211.55230.062522
100.0414480.34920.363969
110.0295350.24890.402091
12-0.142376-1.19970.117125
13-0.017128-0.14430.442827
14-0.06863-0.57830.282451
15-0.123548-1.0410.150696
16-0.064205-0.5410.295099
170.0086780.07310.470956
18-0.061527-0.51840.302883
190.0214770.1810.428454
20-0.020568-0.17330.43145
21-0.052228-0.44010.330608
220.0514440.43350.332993
230.1335451.12530.132131
240.0195590.16480.434781
25-0.153055-1.28970.100677
26-0.097413-0.82080.20725
27-0.124836-1.05190.148208
280.2015881.69860.046885
290.067320.56730.286166
30-0.087844-0.74020.230813
31-0.041951-0.35350.362385
320.0800480.67450.251092
330.1929831.62610.054179
34-0.041401-0.34890.364116
350.0606630.51120.305415
36-0.057136-0.48140.315844
370.0034240.02890.488531
38-0.080446-0.67780.250035
39-0.054493-0.45920.323759
400.0329910.2780.390916
41-0.037891-0.31930.375228
42-0.161919-1.36440.088383
430.0038180.03220.487212
44-0.01702-0.14340.443184
450.0091770.07730.469291
46-0.026034-0.21940.413496
47-0.011359-0.09570.462011
480.0243520.20520.419005