Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2253261.9120.02993
20.3891293.30190.000748
30.2738232.32350.011491
40.3125842.65240.004913
50.2634772.23570.014237
60.0642630.54530.29362
70.15811.34150.091984
80.1474551.25120.107456
90.0516470.43820.331262
100.0580720.49280.311841
11-0.189581-1.60860.056035
120.4441663.76890.000166
13-0.171242-1.4530.075279
14-0.032161-0.27290.392859
15-0.159792-1.35590.089687
16-0.096649-0.82010.207434
17-0.109277-0.92720.178449
18-0.233918-1.98490.025485
19-0.144292-1.22440.112404
20-0.113716-0.96490.168908
21-0.15527-1.31750.095922
22-0.103281-0.87640.191872
23-0.271229-2.30150.012131
240.2580552.18970.015895
25-0.172724-1.46560.073553
26-0.035451-0.30080.382214
27-0.119425-1.01340.157142
28-0.037933-0.32190.37424
29-0.042153-0.35770.360813
30-0.124079-1.05280.147967
31-0.030772-0.26110.397378
32-0.01261-0.1070.457544
33-0.011948-0.10140.459764
340.0337080.2860.38784
35-0.106689-0.90530.184166
360.3308862.80770.003209
37-0.006839-0.0580.476941
380.0681770.57850.282365
390.003660.03110.487655
400.0680850.57770.282628
410.0474660.40280.344157
42-0.027128-0.23020.409299
430.0469270.39820.345836
440.0427770.3630.358843
450.0569950.48360.315061
460.0543940.46150.322899
47-0.061532-0.52210.301595
480.2415912.050.022005


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2253261.9120.02993
20.3564553.02460.001725
30.1654291.40370.082352
40.1518421.28840.100862
50.0936250.79440.214776
6-0.18474-1.56760.060683
7-0.02923-0.2480.402412
80.0838010.71110.239668
9-0.058517-0.49650.310516
10-0.009721-0.08250.467246
11-0.280754-2.38230.009925
120.5938015.03862e-06
13-0.394541-3.34780.000649
14-0.236354-2.00550.024333
15-0.118815-1.00820.158373
16-0.065579-0.55650.289812
17-0.058773-0.49870.309755
180.1289741.09440.138717
190.0259550.22020.413156
20-0.025406-0.21560.414964
21-0.030454-0.25840.398414
220.0566780.48090.316013
230.168211.42730.078907
24-0.063201-0.53630.296709
25-0.030464-0.25850.398381
26-0.093117-0.79010.216026
27-0.015434-0.1310.448086
28-0.016742-0.14210.443713
29-0.00172-0.01460.494199
30-0.043293-0.36740.357216
310.0423880.35970.360072
32-0.061247-0.51970.302433
330.1129750.95860.170477
340.082760.70220.242398
35-0.022518-0.19110.424503
360.0479630.4070.342614
37-0.028702-0.24350.404137
38-0.114315-0.970.167648
390.0220980.18750.425897
400.0254580.2160.414791
41-0.024135-0.20480.419156
420.0274410.23280.408271
430.0050280.04270.483043
440.0530030.44970.327124
450.0346120.29370.384917
46-0.049496-0.420.337874
470.0460240.39050.34865
48-0.152106-1.29070.100475