Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1078960.82880.20529
20.0322950.24810.402474
3-0.241686-1.85640.034194
4-0.135271-1.0390.151514
50.0433840.33320.370068
60.1619281.24380.109247
7-0.086356-0.66330.254858
8-0.249655-1.91760.030001
9-0.112773-0.86620.194938
10-0.166007-1.27510.103632
110.2856922.19440.016076
120.1315621.01050.15818
130.1150840.8840.190147
14-0.130856-1.00510.159471
15-0.281204-2.160.017425
16-0.109004-0.83730.202908
170.0769280.59090.278425
180.0750870.57680.283149
190.0101760.07820.46898
200.0773270.5940.277405
21-0.206357-1.58510.059149
220.1099510.84450.200888
230.0436010.33490.369443
240.1106690.85010.199362
25-0.035279-0.2710.393673
26-0.105494-0.81030.210507
27-0.172461-1.32470.09519
28-0.033606-0.25810.398603
29-0.009749-0.07490.47028
300.1461691.12270.133047
310.1506191.15690.125983
320.0080830.06210.475352
330.0211670.16260.435699
34-0.02479-0.19040.42482
350.0742660.57050.285269
360.0588580.45210.326429
37-0.012344-0.09480.462392
38-0.147232-1.13090.131334
39-0.101009-0.77590.220463
40-0.009601-0.07370.470732
41-0.055105-0.42330.336818
420.0134020.10290.459178
43-0.055374-0.42530.336071
440.0270720.20790.417995
45-0.031096-0.23890.406023
460.0237610.18250.427903
476e-0600.499981
480.0399390.30680.380047


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1078960.82880.20529
20.0208970.16050.436514
3-0.250375-1.92320.029645
4-0.089621-0.68840.246952
50.0928080.71290.239367
60.1115760.8570.197448
7-0.193282-1.48460.071484
8-0.260873-2.00380.024845
90.0389830.29940.382829
10-0.159417-1.22450.112814
110.1903141.46180.074547
120.0255870.19650.422433
130.048330.37120.355898
14-0.069153-0.53120.298647
15-0.300105-2.30510.012347
16-0.043216-0.33190.370552
17-0.004816-0.0370.485309
18-0.084162-0.64650.260243
190.0180270.13850.445171
200.1974681.51680.067331
21-0.099532-0.76450.223803
22-0.039771-0.30550.380536
23-0.07692-0.59080.278443
24-0.029308-0.22510.411333
25-0.14962-1.14930.127545
26-0.054669-0.41990.338033
270.0406540.31230.377969
280.0099140.07610.469779
29-0.15652-1.20230.117035
300.1283790.98610.164056
310.0593620.4560.325043
32-0.004279-0.03290.486944
33-0.094207-0.72360.236081
340.0542410.41660.339228
350.1433381.1010.137684
36-0.118338-0.9090.183531
37-0.07284-0.55950.28897
380.0830060.63760.263107
39-0.034796-0.26730.395096
40-0.015607-0.11990.452494
41-0.172597-1.32570.095017
42-0.070388-0.54070.29539
43-0.064271-0.49370.311684
44-0.090556-0.69560.244713
450.0579820.44540.328842
460.0154560.11870.45295
47-0.022156-0.17020.432723
48-0.00948-0.07280.471099