Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2952272.87750.002475
20.0462410.45070.326614
3-0.0562-0.54780.292566
4-0.06093-0.59390.277004
5-0.146099-1.4240.078861
6-0.112935-1.10080.136892
7-0.119753-1.16720.123023
8-0.079271-0.77260.220826
9-0.051826-0.50510.307316
100.0533030.51950.302299
110.1857821.81080.036668
120.7051426.87290
130.3428643.34180.000596
14-0.020313-0.1980.421741
15-0.037338-0.36390.358361
16-0.063163-0.61560.269804
17-0.171377-1.67040.049069
18-0.120008-1.16970.122526
19-0.105351-1.02680.153553
20-0.066437-0.64750.259421
21-0.062863-0.61270.270766
220.0574320.55980.288473
230.0688030.67060.252049
240.3946313.84640.000108
250.2852932.78070.00327
26-0.050765-0.49480.310944
27-0.025911-0.25260.400581
28-0.071702-0.69890.243173
29-0.132717-1.29360.099476
30-0.109585-1.06810.14409
31-0.044347-0.43220.333274
32-0.063672-0.62060.268174
33-0.05967-0.58160.28111
340.0574860.56030.288296
35-0.000281-0.00270.498909
360.1221761.19080.118344
370.1929871.8810.031517
38-0.057734-0.56270.287476
39-0.038361-0.37390.354657
40-0.055383-0.53980.295297
41-0.060487-0.58960.278443
42-0.093634-0.91260.181873
43-0.007456-0.07270.471109
44-0.040111-0.3910.348352
45-0.022034-0.21480.415209
460.0374550.36510.357937
470.0024760.02410.490399
48-0.08976-0.87490.191925


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2952272.87750.002475
2-0.044825-0.43690.331589
3-0.062821-0.61230.270899
4-0.026481-0.25810.398441
5-0.1309-1.27590.102558
6-0.040726-0.39690.346149
7-0.086209-0.84030.201436
8-0.043193-0.4210.337356
9-0.037294-0.36350.358521
100.052160.50840.306179
110.1463351.42630.07853
120.6763696.59240
130.0438580.42750.335001
14-0.19432-1.8940.030634
150.1042581.01620.156062
16-0.038877-0.37890.352796
17-0.087553-0.85340.197804
180.0523480.51020.305537
19-0.035349-0.34450.365603
200.0208210.20290.41981
21-0.011152-0.10870.456835
22-0.006335-0.06170.475447
23-0.130355-1.27050.103496
24-0.163493-1.59350.057181
25-0.036062-0.35150.363001
26-0.03142-0.30620.380044
270.0697340.67970.24918
28-0.079019-0.77020.221551
290.0865650.84370.20047
300.0392240.38230.351542
310.0316960.30890.379026
32-0.042296-0.41220.340543
33-0.007857-0.07660.469558
340.0419210.40860.341878
35-0.064556-0.62920.265358
36-0.107484-1.04760.148735
370.0327940.31960.374973
38-0.031731-0.30930.378896
39-0.008993-0.08770.46517
40-0.007002-0.06820.472866
410.0746260.72740.234395
42-0.08749-0.85270.197972
43-0.013273-0.12940.44867
440.0175860.17140.432135
450.054210.52840.299237
46-0.036133-0.35220.362742
470.0351050.34220.366493
48-0.088505-0.86260.195255