Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0947370.8150.208855
2-0.025391-0.21840.413851
30.0014650.01260.494989
4-0.020379-0.17530.430659
5-0.040505-0.34840.364249
6-0.040006-0.34410.365857
7-0.017802-0.15310.439352
8-0.009132-0.07860.468798
90.0426710.36710.357307
100.0139870.12030.452278
11-0.001021-0.00880.496508
12-0.047055-0.40480.343404
13-0.087193-0.75010.227798
14-0.0203-0.17460.430923
15-0.006964-0.05990.476195
16-0.000865-0.00740.497041
17-0.005724-0.04920.480432
18-0.013188-0.11340.454991
19-0.005001-0.0430.482899
20-0.000272-0.00230.499071
21-0.00214-0.01840.492681
220.0154130.13260.447439
23-0.012493-0.10750.457354
24-0.011405-0.09810.461054
250.0065730.05650.47753
26-0.001476-0.01270.494951
270.0077560.06670.473494
280.0065940.05670.47746
290.0109030.09380.462765
30-0.019345-0.16640.434142
31-0.015252-0.13120.447985
32-0.020953-0.18020.428728
33-0.003466-0.02980.488146
340.0051930.04470.482244
35-0.004742-0.04080.483785
36-0.019255-0.16560.434446
37-0.037465-0.32230.374071
38-0.023104-0.19870.421502
39-0.053137-0.45710.32447
400.0258780.22260.412227
410.0058840.05060.479885
42-0.018892-0.16250.435671
430.0056390.04850.480721
440.0829690.71370.23882
45-0.012889-0.11090.456008
46-0.036181-0.31120.378245
47-0.021732-0.18690.426106
48-0.024276-0.20880.417576


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0947370.8150.208855
2-0.034677-0.29830.383153
30.0073130.06290.475003
4-0.022343-0.19220.424056
5-0.036479-0.31380.377276
6-0.034226-0.29440.38463
7-0.012993-0.11180.455655
8-0.008646-0.07440.470456
90.042840.36850.356768
100.0026340.02270.490993
11-0.003123-0.02690.489321
12-0.050088-0.43090.333906
13-0.079784-0.68630.247325
14-0.005472-0.04710.481291
15-0.006031-0.05190.479383
160.0006990.0060.497609
17-0.011236-0.09670.461631
18-0.023718-0.2040.419445
19-0.012115-0.10420.458639
20-0.00516-0.04440.482356
21-0.001495-0.01290.494887
220.022130.19040.424771
23-0.016642-0.14320.443277
24-0.011955-0.10280.459184
25-0.001922-0.01650.493427
26-0.010842-0.09330.462973
270.008920.07670.46952
280.0045390.0390.484481
290.0088830.07640.469649
30-0.025203-0.21680.41448
31-0.017746-0.15270.439543
32-0.021632-0.18610.426443
330.0010110.00870.496542
340.0060430.0520.47934
35-0.004409-0.03790.484924
36-0.025864-0.22250.412273
37-0.041406-0.35620.361357
38-0.022897-0.1970.422197
39-0.052632-0.45280.326023
400.0380890.32770.37205
41-0.002591-0.02230.491139
42-0.022816-0.19630.422467
43-0.004689-0.04030.483968
440.0710040.61080.271602
45-0.033213-0.28570.387951
46-0.02459-0.21150.416527
47-0.019101-0.16430.434968
48-0.019971-0.17180.432033