Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0673850.61390.270479
2-0.042635-0.38840.349347
3-0.047054-0.42870.334634
4-0.051472-0.46890.320175
5-0.041258-0.37590.353983
6-0.054186-0.49370.311426
7-0.047033-0.42850.3347
8-0.058431-0.53230.29796
9-0.039127-0.35650.3612
10-0.066502-0.60590.273131
11-0.035913-0.32720.372177
12-0.022638-0.20620.418552
13-0.024088-0.21950.413419
14-0.048402-0.4410.330193
15-0.040576-0.36970.356286
16-0.029598-0.26960.39405
17-0.035638-0.32470.37312
18-0.028486-0.25950.397939
19-0.045913-0.41830.338409
20-0.02967-0.27030.393799
21-0.053219-0.48480.314532
22-0.039271-0.35780.360709
230.134611.22640.111767
240.3299173.00570.001752
250.0806520.73480.232273
26-0.023467-0.21380.415616
27-0.024059-0.21920.413521
28-0.024651-0.22460.411429
29-0.025243-0.230.409339
30-0.025835-0.23540.407252
31-0.03561-0.32440.373219
32-0.017836-0.16250.435656
33-0.036793-0.33520.369159
34-0.028203-0.25690.398931
35-0.020718-0.18880.425374
36-0.012127-0.11050.456146
37-0.031085-0.28320.388866
38-0.022494-0.20490.419064
39-0.023086-0.21030.416966
40-0.023678-0.21570.414869
41-0.015087-0.13740.445504
42-0.034044-0.31020.378608
43-0.016271-0.14820.441258
44-0.035228-0.32090.374529
45-0.026638-0.24270.404426
46-0.02723-0.24810.402345
470.3647423.3230.000663
480.2103391.91630.029386


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0673850.61390.270479
2-0.047391-0.43180.333519
3-0.04113-0.37470.354416
4-0.047772-0.43520.332266
5-0.038831-0.35380.362205
6-0.055845-0.50880.306131
7-0.048617-0.44290.329489
8-0.064728-0.58970.278497
9-0.046435-0.4230.336678
10-0.08154-0.74290.229829
11-0.049667-0.45250.326049
12-0.046509-0.42370.336433
13-0.051331-0.46770.32063
14-0.07931-0.72250.235994
15-0.071126-0.6480.259392
16-0.068741-0.62630.266433
17-0.081144-0.73930.230918
18-0.080129-0.730.233721
19-0.105435-0.96060.169783
20-0.09751-0.88840.188457
21-0.136941-1.24760.107845
22-0.136785-1.24620.108104
230.0343780.31320.377459
240.2470942.25110.01351
250.0121690.11090.455996
26-0.045522-0.41470.339706
27-0.036779-0.33510.369207
28-0.036044-0.32840.371727
29-0.0417-0.37990.352492
30-0.033408-0.30440.380807
31-0.045144-0.41130.340963
32-0.022799-0.20770.417984
33-0.050518-0.46020.323273
34-0.028794-0.26230.396859
35-0.040555-0.36950.356358
36-0.045533-0.41480.33967
37-0.067528-0.61520.27005
38-0.04536-0.41330.340243
39-0.055235-0.50320.308074
40-0.065771-0.59920.275335
41-0.060847-0.55430.290417
42-0.083986-0.76520.223176
43-0.063956-0.58270.280848
44-0.094546-0.86140.195761
45-0.077633-0.70730.240691
46-0.116703-1.06320.145384
470.2636232.40170.009276
480.0636420.57980.281807