Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.10693.2070.000694
20.1139153.41750.00033
30.1030963.09290.001022
40.0287390.86220.194409
50.0219770.65930.254935
60.0373871.12160.131162
70.0682632.04790.02043
80.0236010.7080.239559
90.0037770.11330.454906
100.0835332.5060.006193
11-0.030527-0.91580.180005
120.0048450.14530.442239
130.0488161.46450.071704
14-0.003598-0.10790.457032
150.0004390.01320.494749
160.0085450.25630.398875
170.0716032.14810.015986
18-0.002002-0.06010.476064
19-0.035711-1.07130.142151
200.0280680.8420.199997
21-0.059778-1.79330.036627
22-0.050258-1.50770.065986
230.0468441.40530.080134
24-0.051831-1.55490.060158
25-0.042627-1.27880.100649
260.0075210.22560.410764
27-0.02255-0.67650.249447
28-0.00736-0.22080.412654
29-0.010015-0.30040.381954


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.10693.2070.000694
20.1036723.11020.000964
30.0829272.48780.006517
4-2.3e-05-7e-040.499726
50.0001610.00480.498073
60.0248740.74620.227861
70.0601621.80480.035716
80.004890.14670.441706
9-0.017283-0.51850.302123
100.0724372.17310.015016
11-0.047958-1.43870.075288
12-0.003927-0.11780.453127
130.0416361.24910.105979
14-0.010424-0.31270.377283
15-0.008396-0.25190.40059
160.0006240.01870.492537
170.0682762.04830.020411
18-0.012151-0.36450.357774
19-0.05088-1.52640.063631
200.0152940.45880.323232
21-0.050244-1.50730.066041
22-0.040004-1.20010.115205
230.0555441.66630.047999
24-0.047718-1.43160.07631
25-0.036867-1.1060.13451
260.0210830.63250.263615
27-0.018904-0.56710.285382
280.0148150.44440.328416
290.0019740.05920.476391