Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.5146914.36732.1e-05
20.344632.92430.002307
30.4860464.12424.9e-05
40.409453.47430.000436
50.2829222.40070.009475
60.3131022.65680.004855
70.1006020.85360.198069
80.1123630.95340.17178
9-0.030477-0.25860.398339
10-0.238511-2.02380.02335
11-0.109819-0.93180.177265
120.1136570.96440.169035
13-0.221677-1.8810.032009
14-0.345088-2.92820.002281
15-0.249729-2.1190.018769
16-0.219003-1.85830.033607
17-0.250584-2.12630.018455
18-0.208432-1.76860.040598
19-0.24077-2.0430.022357
20-0.183669-1.55850.061752
21-0.258613-2.19440.015717
22-0.312742-2.65370.004895
23-0.132174-1.12150.132894
240.0291830.24760.402563
25-0.093549-0.79380.214964
26-0.196994-1.67160.049477
27-0.118548-1.00590.158913
28-0.005943-0.05040.479962
29-0.069917-0.59330.277431
30-0.059886-0.50820.306451
31-0.036195-0.30710.379819
32-0.087236-0.74020.230787
33-0.15217-1.29120.100382
34-0.136945-1.1620.124533
35-0.109428-0.92850.178119
360.0392630.33320.369992
37-0.051206-0.43450.332612
38-0.168527-1.430.078522
39-0.037745-0.32030.374843
400.0325470.27620.391604
41-0.020841-0.17680.430065
420.0923680.78380.217873
430.0790050.67040.252381
440.0407710.3460.365192
450.0767490.65120.258484
460.0865020.7340.232669
470.0864310.73340.23285
480.2212251.87720.032274


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5146914.36732.1e-05
20.1084530.92030.180257
30.3745433.17810.001093
40.0564280.47880.316764
5-0.000935-0.00790.496847
60.0569580.48330.315174
7-0.309342-2.62490.00529
80.0806120.6840.24808
9-0.374113-3.17450.001105
10-0.243784-2.06860.021089
110.1291581.09590.138378
120.4135493.50910.00039
13-0.131284-1.1140.134496
14-0.251245-2.13190.018214
15-0.181757-1.54230.063697
160.0205140.17410.43115
170.0200760.17030.432607
18-0.017754-0.15060.440337
190.0407280.34560.365331
20-0.051229-0.43470.332544
210.0011470.00970.496132
22-0.009387-0.07960.468369
230.0003640.00310.498771
24-0.087396-0.74160.230377
250.0839430.71230.239297
26-0.113455-0.96270.169461
27-0.066062-0.56060.28842
28-0.003978-0.03380.486583
29-0.162923-1.38240.085554
30-0.019817-0.16810.433469
31-0.132393-1.12340.132502
32-0.093538-0.79370.21499
33-0.016705-0.14170.443837
340.1257951.06740.144677
35-0.096007-0.81460.208981
360.0639650.54280.294485
37-0.131913-1.11930.133362
380.0581140.49310.311718
390.0940510.7980.213734
40-0.148936-1.26380.105196
410.022980.1950.422975
42-0.005508-0.04670.481425
43-0.018129-0.15380.439086
44-0.036219-0.30730.379741
450.0079010.0670.473366
46-0.016091-0.13650.44589
47-0.035181-0.29850.383082
48-0.061762-0.52410.300921