Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0850040.71630.238092
20.1258441.06040.146283
30.1641141.38290.085522
4-0.173939-1.46560.073581
5-0.041476-0.34950.36388
6-0.11216-0.94510.173913
7-0.219855-1.85250.034053
8-0.036299-0.30590.380304
90.1090510.91890.180634
100.0068170.05740.477179
110.0060740.05120.479664
120.0422550.3560.361431
130.0183230.15440.43887
14-0.003981-0.03350.486667
150.0628360.52950.299066
16-0.032888-0.27710.391248
17-0.029617-0.24960.401826
180.0299870.25270.400623
19-0.025209-0.21240.416195
20-0.020099-0.16940.433
210.0146080.12310.451192
220.0710260.59850.275712
230.0119180.10040.460146
240.0374580.31560.376604
250.0112920.09520.462231
26-0.031465-0.26510.395839
27-0.041187-0.3470.364792
28-0.016236-0.13680.445786
29-0.08376-0.70580.24132
300.0229130.19310.423729
310.016960.14290.443382
32-0.076146-0.64160.261593
330.058770.49520.310994
34-0.061402-0.51740.303248
35-0.042786-0.36050.359762
360.0287140.24190.404759
37-0.044368-0.37390.354814
380.0299030.2520.400898
390.0300790.25350.400326
400.0183630.15470.438738
410.0025090.02110.491596
420.0041830.03520.48599
430.0072990.06150.475567
44-0.120667-1.01680.156361
45-0.072938-0.61460.270395
460.0009770.00820.496727
47-0.100927-0.85040.198974
48-0.005634-0.04750.481136


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0850040.71630.238092
20.1194821.00680.158732
30.14771.24450.108697
4-0.218883-1.84430.034653
5-0.053928-0.45440.325461
6-0.088461-0.74540.22925
7-0.142418-1.20.117057
8-0.008488-0.07150.471593
90.1952931.64560.052136
100.0207320.17470.43091
11-0.11313-0.95330.171848
12-0.040469-0.3410.367056
130.0459880.38750.349772
14-0.02471-0.20820.41783
150.0764440.64410.260783
160.026410.22250.412268
17-0.038544-0.32480.373151
18-0.046784-0.39420.347305
190.0072560.06110.475711
200.0113710.09580.461971
210.0193290.16290.435543
220.1142140.96240.16956
23-0.00065-0.00550.497821
24-0.042845-0.3610.35958
25-0.028458-0.23980.405592
260.0057140.04810.480868
27-0.049882-0.42030.337764
280.0296790.25010.401622
29-0.014594-0.1230.451237
300.0391380.32980.371268
31-0.0272-0.22920.409689
32-0.088187-0.74310.229942
330.0263480.2220.412471
34-0.060898-0.51310.304725
35-0.02255-0.190.424922
360.0298460.25150.401082
37-0.002933-0.02470.490178
380.0155730.13120.447987
39-0.01942-0.16360.435241
400.0152110.12820.449187
41-0.029437-0.2480.40241
42-0.001084-0.00910.496368
430.0334880.28220.389316
44-0.125133-1.05440.147639
45-0.090652-0.76380.223745
460.054360.4580.324158
47-0.031766-0.26770.394866
48-0.046888-0.39510.346984