Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.227653-4.96160
2-0.116247-2.53360.005806
30.090111.96390.025063
4-0.152634-3.32660.000474
50.0512481.11690.132298
6-0.22773-4.96330
7-0.125648-2.73840.003203
80.0171590.3740.354293
90.0459571.00160.158521
10-0.192958-4.20541.6e-05
110.1097332.39160.008582
120.55355512.06440
13-0.135928-2.96250.001602
140.0653381.4240.077549
15-0.035604-0.7760.219077
16-0.15752-3.43310.000325
170.1339972.92040.001831
18-0.331765-7.23060
19-0.047081-1.02610.15268
200.0586681.27860.100823
21-0.080625-1.75720.039765
22-0.104025-2.26720.011914
230.1269332.76640.002944
240.4297489.36610
25-0.041158-0.8970.18508
260.0737761.60790.05426
27-0.116177-2.5320.005831
28-0.062461-1.36130.087033
290.1306412.84730.0023
30-0.433081-9.43880
310.0329490.71810.236523
320.0850491.85360.032209
33-0.19384-4.22471.4e-05
340.0394940.86080.194902
350.0636841.3880.0829
360.3446877.51230
370.1383563.01540.001352
38-0.074757-1.62930.051958
39-0.127082-2.76970.002915
400.0660221.43890.075415
410.0202960.44230.329221
42-0.431767-9.41010
430.1704723.71530.000114
44-0.078896-1.71950.043087
45-0.149368-3.25540.000607
460.1515943.30390.000513
47-0.089546-1.95160.025786
480.4277399.32240


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.227653-4.96160
2-0.17726-3.86336.4e-05
30.0202540.44140.329556
4-0.157049-3.42280.000337
5-0.009981-0.21750.413947
6-0.294186-6.41160
7-0.288104-6.27910
8-0.283937-6.18830
9-0.156524-3.41140.000351
10-0.533336-11.62380
11-0.58767-12.8080
120.0061620.13430.446612
13-0.094895-2.06820.019581
140.057141.24530.106812
150.1106612.41180.008126
160.0053950.11760.453229
170.1038592.26360.012026
18-0.024045-0.5240.300246
190.1107462.41370.008085
200.1280832.79150.002729
210.1782913.88585.8e-05
220.0359860.78430.216627
23-0.195146-4.25311.3e-05
240.014890.32450.372846
25-0.024697-0.53830.295324
260.0339250.73940.230021
270.0261290.56950.284654
280.0184580.40230.343828
290.1685243.67290.000134
30-0.060232-1.31270.094953
31-0.056386-1.22890.109857
320.0927532.02150.021893
33-0.053211-1.15970.123373
340.0302070.65830.255317
35-0.094208-2.05320.0203
36-0.046617-1.0160.155072
370.1375252.99730.001433
380.016840.3670.356884
39-0.050609-1.1030.135292
40-0.01892-0.41240.340131
410.0893171.94660.026084
42-0.110194-2.40160.008353
430.0970522.11520.017467
440.1039252.2650.011982
45-0.066803-1.45590.073034
460.0582391.26930.102478
47-0.038531-0.83980.200733
48-0.003545-0.07730.469223