Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.5893525.00082e-06
20.3879373.29180.000772
30.0904410.76740.22267
4-0.027388-0.23240.408445
5-0.220667-1.87240.032605
6-0.210607-1.78710.039068
7-0.114978-0.97560.166259
8-0.095486-0.81020.210239
9-0.154613-1.31190.096855
10-0.045357-0.38490.350736
11-0.042151-0.35770.360821
12-0.077544-0.6580.256323
13-0.137663-1.16810.123308
14-0.032014-0.27160.393336
150.0093180.07910.468599
16-0.084878-0.72020.236862
17-0.100792-0.85520.197625
18-0.088566-0.75150.227398
19-0.062449-0.52990.298905
20-0.072322-0.61370.270683
210.0254950.21630.414671
220.0549710.46640.321152
230.0871120.73920.231104
240.0699460.59350.277349
250.1587711.34720.091068
260.1136150.96410.169123
270.0183280.15550.438423
28-0.045209-0.38360.351198
29-0.055637-0.47210.319143
30-0.051849-0.440.330646
31-0.076838-0.6520.258242
32-0.039384-0.33420.369605
33-0.015224-0.12920.448789
34-0.003801-0.03230.487179
350.0517210.43890.331035
360.0372840.31640.37632
370.0277190.23520.407359
38-0.024697-0.20960.417301
39-0.02772-0.23520.407357
40-0.022451-0.19050.424724
41-0.015541-0.13190.447727
42-0.011005-0.09340.462929
43-0.064177-0.54460.29387
44-0.026245-0.22270.412203
45-0.003065-0.0260.489662
460.0250850.21290.416021
470.0300370.25490.399775
48-0.005525-0.04690.48137


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5893525.00082e-06
20.0622080.52790.299612
3-0.24707-2.09650.019778
4-0.016806-0.14260.443499
5-0.199011-1.68870.047806
60.0263550.22360.411839
70.1565241.32820.094161
8-0.141109-1.19740.117548
9-0.197932-1.67950.048694
100.18321.55450.062225
11-0.070703-0.59990.275215
12-0.146133-1.240.109504
13-0.031409-0.26650.395301
140.0809640.6870.247143
150.0373730.31710.376035
16-0.223264-1.89450.031091
17-0.091269-0.77440.220602
180.0123020.10440.458576
190.0813980.69070.245992
20-0.025211-0.21390.415605
21-0.029638-0.25150.401078
22-0.098606-0.83670.202765
230.1475021.25160.107384
240.0452470.38390.351078
25-0.011976-0.10160.45967
26-0.06015-0.51040.305669
27-0.098074-0.83220.204028
280.0588650.49950.309478
29-0.025488-0.21630.414692
300.0038660.03280.48696
31-0.052257-0.44340.329397
320.0116150.09860.460882
33-0.004141-0.03510.486034
340.0355640.30180.381849
350.0569490.48320.315201
36-0.128874-1.09350.138902
370.0104630.08880.46475
380.0379910.32240.374054
390.0017550.01490.494081
40-0.06557-0.55640.28984
410.0369130.31320.37751
420.0083880.07120.471727
43-0.102224-0.86740.194303
440.0786850.66770.253242
450.0048040.04080.483797
46-0.039624-0.33620.368841
470.0324320.27520.391978
48-0.081435-0.6910.245893