Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3516252.98360.001944
20.4388073.72340.000194
30.0451810.38340.351285
40.2046711.73670.04336
5-0.005291-0.04490.482158
60.1282731.08840.140017
70.0505030.42850.334772
80.2796242.37270.010166
90.304392.58280.005916
100.3497612.96780.002035
110.3363142.85370.002819
120.2454232.08250.020426
130.1382021.17270.122395
140.0735720.62430.267208
150.1266151.07440.143124
160.0413640.3510.363311
170.0969720.82280.206659
18-0.05201-0.44130.330152
190.1082360.91840.180736
20-0.047394-0.40220.344382
210.0953560.80910.210556
22-0.056964-0.48340.315155
23-0.003174-0.02690.489294
24-0.056779-0.48180.315709
250.0318920.27060.393731
26-0.003788-0.03210.487225
27-0.008146-0.06910.472542
28-0.091359-0.77520.220379
29-0.10948-0.9290.178005
30-0.11372-0.96490.168901
31-0.101457-0.86090.196078
32-0.089989-0.76360.223806
33-0.093089-0.78990.216093
34-0.109885-0.93240.177122
35-0.102048-0.86590.194708
36-0.113674-0.96460.168997
37-0.124863-1.05950.146457
38-0.101027-0.85720.197077
39-0.120812-1.02510.154369
40-0.128527-1.09060.139546
41-0.143504-1.21770.113662
42-0.125907-1.06840.144465
43-0.14268-1.21070.114988
44-0.105509-0.89530.186812
45-0.115546-0.98040.165076
46-0.08648-0.73380.232725
47-0.091082-0.77290.221068
48-0.089915-0.7630.223991


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3516252.98360.001944
20.3596323.05160.001593
3-0.236011-2.00260.024492
40.128411.08960.139763
5-0.021625-0.18350.427462
60.0251480.21340.415812
70.0854050.72470.235496
80.2272081.92790.028905
90.225631.91450.029763
100.0434970.36910.356574
110.1585461.34530.091374
12-0.002536-0.02150.491445
13-0.099102-0.84090.201591
140.0145540.12350.45103
150.1359861.15390.126183
16-0.091478-0.77620.220081
17-0.062207-0.52780.299615
18-0.192223-1.63110.053622
19-0.032177-0.2730.392805
20-0.201292-1.7080.04597
21-0.04271-0.36240.359055
22-0.032186-0.27310.392777
23-0.215806-1.83120.035606
240.0057410.04870.480642
250.017690.15010.44055
260.0008090.00690.497273
27-0.032481-0.27560.39182
28-0.012604-0.10690.457564
290.023320.19790.421848
30-0.008244-0.070.472212
310.0947270.80380.212083
320.1130670.95940.170283
330.0207920.17640.430229
34-0.03737-0.31710.376044
350.0369950.31390.377248
36-0.087278-0.74060.230679
37-0.018416-0.15630.43813
380.0631230.53560.296938
390.0330270.28020.390047
40-0.140438-1.19170.118655
41-0.115286-0.97820.165618
42-0.014419-0.12240.45148
43-0.127318-1.08030.1418
440.0310070.26310.396612
450.0755070.64070.261877
46-0.024562-0.20840.417745
47-0.047945-0.40680.342672
480.0221650.18810.425673