Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3206542.66360.004808
20.4370483.63040.00027
30.5324354.42271.8e-05
40.249292.07080.021062
50.2435182.02280.023485
60.1878941.56080.061577
7-0.072133-0.59920.275508
8-0.058594-0.48670.314001
9-0.045798-0.38040.352399
10-0.282547-2.3470.0109
11-0.154983-1.28740.101131
12-0.266494-2.21370.01508
13-0.230892-1.91790.02963
14-0.098451-0.81780.208145
15-0.141919-1.17890.12125
16-0.183263-1.52230.066252
170.0553270.45960.323631
180.0187930.15610.438204
19-0.045872-0.3810.352172
200.1764121.46540.073679
210.0782120.64970.259029
220.0371040.30820.379427
230.2470552.05220.021973
240.0296950.24670.402949
25-0.010909-0.09060.46403
260.1283731.06630.144992
27-0.004753-0.03950.484311
28-0.008199-0.06810.472949
290.0390880.32470.373201
30-0.152111-1.26350.105325
310.0421570.35020.363634
32-0.016314-0.13550.446298
33-0.141616-1.17640.121748
34-0.015516-0.12890.44891
35-0.052191-0.43350.332992
36-0.074273-0.6170.269646
370.0045440.03770.485001
38-0.020025-0.16630.434189
39-0.120752-1.0030.159673
400.0607850.50490.307614
41-0.036709-0.30490.380669
42-0.048173-0.40020.34514
43-0.001574-0.01310.494804
44-0.00365-0.03030.487952
45-0.050521-0.41970.338021
46-0.028539-0.23710.406655
47-0.027032-0.22450.411498
48-0.120047-0.99720.161079


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3206542.66360.004808
20.3725323.09450.001423
30.420683.49440.000417
4-0.05521-0.45860.323979
5-0.161413-1.34080.092192
6-0.161093-1.33810.092622
7-0.322743-2.68090.004588
8-0.212753-1.76730.040804
90.0867730.72080.236736
10-0.00769-0.06390.474626
110.1312821.09050.13964
12-0.049933-0.41480.339798
130.0690890.57390.283952
140.1603951.33230.093566
150.1184650.9840.164265
16-0.160646-1.33440.093225
17-0.004132-0.03430.48636
180.0276790.22990.409418
19-0.15744-1.30780.097641
20-0.004108-0.03410.486437
210.0937410.77870.219418
22-0.076529-0.63570.263539
230.1284291.06680.144888
24-0.038699-0.32150.374418
25-0.146258-1.21490.11427
26-0.05147-0.42750.335159
270.1189330.98790.163319
280.104150.86510.194982
290.1033820.85880.196724
30-0.125319-1.0410.150759
310.0502550.41740.338823
32-0.044436-0.36910.356588
33-0.055455-0.46060.323251
34-0.124403-1.03340.15252
35-0.038335-0.31840.37556
360.036070.29960.382685
370.0041820.03470.486193
380.0670610.5570.289648
390.0450140.37390.354806
400.0137770.11440.45461
41-0.065996-0.54820.29266
42-0.017088-0.14190.44377
43-0.049029-0.40730.342537
440.017210.1430.44337
45-0.022573-0.18750.425907
46-0.155701-1.29340.100101
470.035050.29120.385905
48-0.040979-0.34040.367296