Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0438350.51870.302406
20.0971051.1490.126266
30.0545650.64560.259791
40.1002811.18650.118709
5-0.00956-0.11310.455051
60.0936421.1080.134884
70.1166991.38080.08477
80.0189960.22480.411247
90.1307791.54740.062012
10-0.018738-0.22170.412432
110.0741780.87770.19081
12-0.095324-1.12790.130649
13-0.055221-0.65340.257291
140.0181510.21480.415132
15-0.024154-0.28580.38773
16-0.144751-1.71270.044489
17-0.047721-0.56460.286608
18-0.121649-1.43940.076139
19-0.117107-1.38560.084032
20-0.050613-0.59890.275118
21-0.075195-0.88970.18757
22-0.047436-0.56130.287755
23-0.1278-1.51210.066375
24-0.15685-1.85590.032787
25-0.107724-1.27460.102279
26-0.026712-0.31610.376216
27-0.129587-1.53330.063729
28-0.010633-0.12580.450031
290.0484550.57330.28367
30-0.174211-2.06130.020563
310.0234770.27780.390794
320.068370.8090.209953
330.0298280.35290.362338
34-0.011331-0.13410.446771
350.1418031.67780.047805
36-0.044744-0.52940.298677
37-0.002349-0.02780.488935
380.0058670.06940.472378
390.0240160.28420.388353
400.0601220.71140.239018
410.0323360.38260.351298
420.0907191.07340.142469
430.1150691.36150.087769
44-0.039796-0.47090.31923
450.0085350.1010.45985
460.0325330.38490.350434
47-0.064965-0.76870.221692
480.038560.45630.324457


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0438350.51870.302406
20.0953661.12840.130542
30.0470510.55670.289304
40.0883861.04580.148728
5-0.026005-0.30770.379384
60.0769170.91010.18217
70.1077241.27460.10228
8-0.009552-0.1130.455086
90.1120871.32620.093462
10-0.053853-0.63720.26252
110.04430.52420.300495
12-0.110426-1.30660.096749
13-0.098265-1.16270.123468
140.0374850.44350.329033
15-0.045402-0.53720.29599
16-0.148288-1.75460.040761
17-0.036248-0.42890.334331
18-0.129489-1.53210.063872
19-0.052598-0.62230.267363
20-0.013475-0.15940.436778
21-0.036287-0.42940.334164
220.0248820.29440.384441
23-0.086292-1.0210.154502
24-0.123546-1.46180.073016
25-0.029119-0.34450.365476
260.0251680.29780.38315
27-0.0423-0.50050.308754
280.0135170.15990.436582
290.0795710.94150.174037
30-0.151669-1.79460.03744
310.0508250.60140.274283
320.1128751.33560.091931
330.0518350.61330.27033
340.0163270.19320.42355
350.0938181.11010.134435
36-0.096338-1.13990.12814
37-0.048511-0.5740.283449
38-0.028019-0.33150.370371
39-0.022838-0.27020.393694
40-0.010383-0.12290.451201
41-0.023039-0.27260.392779
42-0.0229-0.2710.393413
430.0420140.49710.309943
44-0.089537-1.05940.145616
450.0201560.23850.405924
46-0.044315-0.52430.300435
47-0.081255-0.96140.168997
480.0195120.23090.408875