Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0166070.11380.454921
20.2662911.82560.037134
30.0432090.29620.384182
40.1015820.69640.2448
5-0.138081-0.94660.174333
6-0.002207-0.01510.493996
70.0811430.55630.290326
8-0.001421-0.00970.496134
90.2179871.49440.070872
100.0040350.02770.489025
110.4147022.84310.003296
12-0.139895-0.95910.171214
130.0319220.21880.41386
140.0075480.05170.479475
150.0306610.21020.417209
16-0.156164-1.07060.144907
170.0681770.46740.321187
18-0.089054-0.61050.272228
19-0.130691-0.8960.187418
200.0083840.05750.477203
21-0.149529-1.02510.155277
220.0585460.40140.344984
23-0.142342-0.97580.167069
24-0.058676-0.40230.344656
25-0.057339-0.39310.348013
26-0.01203-0.08250.467309
27-0.165011-1.13130.131842
28-0.112252-0.76960.222706
29-0.099633-0.68310.248964
30-0.106429-0.72960.234616
31-0.000463-0.00320.49874
32-0.063981-0.43860.33147
330.0010570.00720.497124
34-0.030715-0.21060.417067
35-0.033995-0.23310.408365
36-0.026308-0.18040.428823


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0166070.11380.454921
20.2660891.82420.03724
30.0382630.26230.397111
40.0324790.22270.412379
5-0.172646-1.18360.121261
6-0.041701-0.28590.388111
70.171271.17420.123122
80.027850.19090.4247
90.2028141.39040.085475
10-0.050424-0.34570.365558
110.3316642.27380.013795
12-0.183461-1.25770.107348
13-0.195003-1.33690.093849
140.1247130.8550.198447
150.0379680.26030.397886
16-0.068554-0.470.320272
170.0245930.16860.433416
18-0.235033-1.61130.056905
19-0.116607-0.79940.214035
20-0.037446-0.25670.39926
21-0.105234-0.72140.237104
220.0464840.31870.37569
23-0.001419-0.00970.49614
24-0.115233-0.790.216749
25-0.048226-0.33060.371201
26-0.045107-0.30920.379253
270.0255510.17520.430849
28-0.171397-1.1750.122949
290.0421440.28890.386955
300.1463381.00320.160441
31-0.029272-0.20070.420909
320.045210.30990.378988
33-0.064658-0.44330.329802
34-0.008675-0.05950.476414
350.1236330.84760.200483
36-0.022981-0.15760.437743