Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.056854-0.4330.333314
2-0.062232-0.47390.31866
3-0.350635-2.67040.004907
4-0.287864-2.19230.016192
5-0.05126-0.39040.348841
60.2659712.02560.023709
70.1290740.9830.164845
80.1966231.49740.069852
9-0.05756-0.43840.331375
10-0.202842-1.54480.063917
11-0.11833-0.90120.185612
120.068260.51980.302574
13-0.142149-1.08260.14174
140.2021871.53980.064523
150.1515721.15430.126548
16-0.028223-0.21490.415284
17-0.045495-0.34650.365119
18-0.157726-1.20120.117277
19-0.136-1.03570.152311
200.1178610.89760.186555
210.0782630.5960.276737
220.0898490.68430.248264
230.0556140.42350.336733
24-0.225965-1.72090.0453
25-0.050685-0.3860.350452
260.1132850.86280.195913
270.0968910.73790.231775
28-0.005493-0.04180.483387
290.0165250.12590.450142
30-0.249845-1.90280.03102
310.0718720.54740.293116
32-0.012378-0.09430.462609
330.0893910.68080.24936
340.0724110.55150.291715
350.0339840.25880.398349
36-0.169892-1.29390.100421


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.056854-0.4330.333314
2-0.065676-0.50020.309422
3-0.360858-2.74820.003987
4-0.397788-3.02950.001827
5-0.284749-2.16860.017114
6-0.021789-0.16590.43439
7-0.151018-1.15010.127407
80.0157420.11990.452492
90.0462020.35190.363109
10-0.057654-0.43910.331118
11-0.002039-0.01550.493832
120.1609811.2260.112578
13-0.230889-1.75840.041977
14-0.040022-0.30480.380804
150.1954961.48890.070972
16-0.034795-0.2650.395977
17-0.072236-0.55010.29217
18-0.028462-0.21680.414578
19-0.061019-0.46470.321941
20-0.036603-0.27880.39071
21-0.007932-0.06040.476018
22-0.030991-0.2360.407125
23-0.066401-0.50570.307494
24-0.234593-1.78660.039614
250.0258830.19710.422213
260.1117050.85070.199213
270.0618180.47080.319778
28-0.031354-0.23880.406056
290.0596590.45440.325635
30-0.171119-1.30320.098827
310.0351830.26790.394845
32-0.048882-0.37230.355523
33-0.084954-0.6470.260096
34-0.10095-0.76880.222561
350.0068510.05220.479283
36-0.07343-0.55920.28908