Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.6563089.28160
20.5274827.45970
30.4302696.08490
40.384635.43950
50.3561445.03661e-06
60.2402673.39790.00041
70.1815112.5670.005495
80.1225641.73330.04229
90.0848711.20030.11573
10-0.007026-0.09940.460476
11-0.079827-1.12890.130142
12-0.258756-3.65940.000162
13-0.180234-2.54890.005778
14-0.158397-2.24010.013093
15-0.171915-2.43120.007964
16-0.21489-3.0390.001345
17-0.204755-2.89570.002102
18-0.155089-2.19330.01472
19-0.171324-2.42290.008144
20-0.139293-1.96990.025115
21-0.114304-1.61650.05378
22-0.060492-0.85550.196653
23-0.074947-1.05990.14523
24-0.11656-1.64840.050419
25-0.061347-0.86760.193331
26-0.013163-0.18620.426255
270.0542330.7670.222001
280.1023111.44690.074746
290.0735271.03980.149838
300.0455320.64390.260181
310.0291330.4120.340391
320.0351730.49740.309721
330.0035720.05050.479881
34-0.012851-0.18170.427987
350.004520.06390.474545
360.0131440.18590.42636
37-0.019305-0.2730.392564
38-0.095158-1.34570.089956
39-0.171674-2.42780.008037
40-0.116957-1.6540.049846
41-0.090838-1.28460.1002
42-0.059752-0.8450.199553
430.0265040.37480.354095
440.0072020.10180.45949
450.030150.42640.335144
46-0.026529-0.37520.353965
47-0.04567-0.64590.259552
48-0.052039-0.73590.231315


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6563089.28160
20.1699432.40340.008579
30.0567570.80270.211559
40.0794851.12410.131162
50.068160.96390.168122
6-0.120325-1.70160.045188
7-0.021663-0.30640.379825
8-0.032833-0.46430.321459
9-0.021364-0.30210.381433
10-0.125745-1.77830.038437
11-0.07382-1.0440.14888
12-0.301925-4.26991.5e-05
130.1927172.72540.003496
140.0457530.6470.259173
15-0.020057-0.28370.388486
16-0.075118-1.06230.144683
170.0956961.35330.088736
18-0.008665-0.12250.451298
19-0.050554-0.71490.23774
200.0394670.55810.288685
210.0645340.91270.181261
22-0.010869-0.15370.438996
23-0.088566-1.25250.105923
24-0.237128-3.35350.000477
250.1841762.60460.004944
260.0981371.38790.08336
270.0746851.05620.146074
280.0014270.02020.491957
29-0.018301-0.25880.398024
30-0.087844-1.24230.107789
31-0.096432-1.36380.087089
320.0126880.17940.428891
33-0.002227-0.03150.487452
340.0280170.39620.346181
35-0.012687-0.17940.428892
36-0.179982-2.54530.005836
370.0300560.42510.335628
38-0.046869-0.66280.254101
39-0.089517-1.2660.1035
400.1892582.67650.004028
410.0742111.04950.147607
420.0140720.1990.421228
430.1405641.98790.024094
44-0.023939-0.33860.367651
45-0.044244-0.62570.266112
46-0.116707-1.65050.050207
47-0.050288-0.71120.238899
48-0.170572-2.41230.008378