Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2174851.99330.024738
20.2095661.92070.029081
30.0166250.15240.439631
40.0395430.36240.358976
50.147631.3530.089836
60.036920.33840.36796
70.2859772.6210.005202
8-0.006818-0.06250.475162
90.118891.08960.139492
10-0.029998-0.27490.392021
11-0.068754-0.63010.265157
12-0.062723-0.57490.28346
13-0.166824-1.5290.065015
14-0.071219-0.65270.257856
15-0.041693-0.38210.351668
16-0.059891-0.54890.292262
17-0.023757-0.21770.414081
18-0.045626-0.41820.338445
19-0.09099-0.83390.20334
20-0.040172-0.36820.356832
21-0.042952-0.39370.347416
22-0.017097-0.15670.437931
23-0.045574-0.41770.33862
24-0.016048-0.14710.44171
25-0.013688-0.12550.450233
26-0.011328-0.10380.458779
27-0.043476-0.39850.34565
28000.5
29-0.032148-0.29460.384497
30-0.029788-0.2730.392757
31-0.082494-0.75610.225861
32-0.01846-0.16920.433027
33-0.033721-0.30910.37902
34-0.004196-0.03850.484709
35-0.036344-0.33310.369946
36-0.064821-0.59410.277024
37-0.055853-0.51190.305033
38-0.032935-0.30190.381755
39-0.044525-0.40810.342128
40-0.045836-0.42010.337745
410.0284770.2610.397367
42-0.127019-1.16410.12383
430.0052970.04850.480698
44-0.074575-0.68350.248088
45-0.014212-0.13030.448337
46-0.015523-0.14230.443602
47-0.126232-1.15690.125288
48-0.06587-0.60370.273834


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2174851.99330.024738
20.1703221.5610.061138
3-0.06295-0.57690.282761
40.0130030.11920.45271
50.160591.47180.072402
6-0.031469-0.28840.386868
70.2529752.31860.011425
8-0.115507-1.05860.1464
90.0554730.50840.306247
10-0.047126-0.43190.333455
11-0.103159-0.94550.173566
12-0.086262-0.79060.215701
13-0.112919-1.03490.151839
14-0.113092-1.03650.15147
150.0961450.88120.190366
16-0.110869-1.01610.156241
170.0632230.57940.28192
180.0436650.40020.345015
19-0.066363-0.60820.27234
200.0982840.90080.185138
210.020580.18860.425424
22-0.049166-0.45060.326716
230.0343560.31490.376818
24-0.069265-0.63480.263634
25-0.011336-0.10390.458751
260.0138980.12740.449472
27-0.139933-1.28250.101596
280.086370.79160.215413
29-0.064678-0.59280.27746
30-0.049639-0.4550.325159
31-0.019231-0.17630.43026
32-0.012965-0.11880.452847
33-0.019162-0.17560.430508
340.0927140.84970.198944
35-0.136281-1.2490.10756
360.0477080.43720.331526
37-0.058183-0.53330.297634
380.0180170.16510.434621
39-0.032168-0.29480.384427
40-0.038479-0.35270.36261
410.0458950.42060.337549
42-0.134979-1.23710.109748
430.0154740.14180.443782
44-0.00842-0.07720.469335
45-0.059298-0.54350.294122
460.0381530.34970.363727
47-0.143786-1.31780.095573
48-0.098902-0.90650.183644