Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2775231.92270.030229
2-0.183486-1.27120.104886
3-0.373853-2.59010.006333
4-0.399083-2.76490.004027
5-0.018349-0.12710.449687
60.1490831.03290.153419
70.1467891.0170.15713
80.1307340.90580.184796
9-0.174312-1.20770.116546
10-0.048165-0.33370.370031
110.1009170.69920.243908
12-0.018349-0.12710.449687
130.0435780.30190.38201
14-0.002294-0.01590.493694
15-0.071101-0.49260.31227
160.0298170.20660.418608
17-0.055046-0.38140.352306
180.0298170.20660.418608
19-0.066514-0.46080.323504
200.032110.22250.412448
210.1422020.98520.164732
22-0.020642-0.1430.443439
23-0.068807-0.47670.317865
24-0.103211-0.71510.239016
25-0.036697-0.25420.400196
260.153671.06470.146179
270.0779820.54030.295754
28-0.03211-0.22250.412448
29-0.12844-0.88990.188989
30-0.176606-1.22360.113546
310.0825690.57210.284978
320.2247711.55730.06299
330.1743121.20770.116546
340.0940370.65150.258914
35-0.215596-1.49370.0709
36-0.295872-2.04990.022931


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2775231.92270.030229
2-0.282243-1.95540.028183
3-0.271033-1.87780.033248
4-0.32211-2.23160.015172
50.0320880.22230.412507
6-0.10898-0.7550.226958
7-0.083182-0.57630.283552
80.011980.0830.467099
9-0.249937-1.73160.044883
100.1217580.84360.201549
110.0750130.51970.302828
12-0.13069-0.90540.184875
130.0238280.16510.434785
140.0592540.41050.341624
15-0.032539-0.22540.411299
160.0381440.26430.396351
17-0.049446-0.34260.366707
180.0186950.12950.448744
19-0.179717-1.24510.109567
200.2306431.59790.058309
21-0.017207-0.11920.452802
22-0.136302-0.94430.174866
230.0392690.27210.39337
24-0.094678-0.6560.257494
250.0755640.52350.30151
260.0891310.61750.269906
27-0.042348-0.29340.385244
28-0.149664-1.03690.152489
29-0.033107-0.22940.409776
300.0306220.21220.416441
310.0038750.02680.489346
320.1019030.7060.241799
330.0986410.68340.248819
340.0188110.13030.448427
350.0158690.10990.456456
36-0.111918-0.77540.220957