Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2530451.94370.028355
20.2592841.99160.025526
30.3277532.51750.007277
40.3597532.76330.00381
50.0954210.73290.233247
60.0659360.50650.307209
70.0243520.1870.426132
8-0.062209-0.47780.317266
9-0.16776-1.28860.101285
10-0.172787-1.32720.094777
11-0.052901-0.40630.342981
12-0.447857-3.44010.000537
13-0.224773-1.72650.044744
14-0.072947-0.56030.288694
15-0.083094-0.63830.262887
16-0.236347-1.81540.037271
17-0.033556-0.25770.398749
18-0.04261-0.32730.372302
190.010150.0780.46906
20-0.048376-0.37160.355766
21-0.03903-0.29980.382693
220.0977460.75080.227878
23-0.006-0.04610.481699
24-0.040693-0.31260.377855
250.0911190.69990.243371
26-0.102476-0.78710.217178
27-0.067404-0.51770.303288
28-0.006728-0.05170.479478
29-0.039686-0.30480.380784
30-0.013154-0.1010.45993
31-0.049184-0.37780.353471
320.0237820.18270.427841
330.0434910.33410.369759
340.0137630.10570.458085
35-0.029558-0.2270.41059
360.1241950.9540.171997


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2530451.94370.028355
20.208611.60240.057208
30.2491431.91370.030256
40.2464731.89320.03162
5-0.117316-0.90110.185594
6-0.139176-1.0690.144706
7-0.15935-1.2240.112911
8-0.164219-1.26140.106066
9-0.142627-1.09550.138867
10-0.079569-0.61120.271714
110.1686791.29570.100071
12-0.341662-2.62440.005518
130.0048580.03730.485179
140.1844821.4170.080866
150.1648021.26590.105269
160.032990.25340.40042
170.0062480.0480.480944
18-0.143415-1.10160.137557
19-0.066651-0.5120.305295
20-0.096226-0.73910.231381
21-0.187082-1.4370.078
220.0623140.47860.316981
230.0990720.7610.224848
24-0.183238-1.40750.082266
250.0882760.67810.250192
26-0.144625-1.11090.135562
270.085910.65990.255948
280.0116730.08970.464428
290.0077890.05980.476248
300.0960740.7380.231733
31-0.020709-0.15910.437079
320.0519350.39890.345697
33-0.118491-0.91010.183224
340.0192990.14820.44133
35-0.020876-0.16040.436575
36-0.067302-0.5170.303559