Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.04906-0.41340.340284
2-0.049813-0.41970.337974
3-0.050566-0.42610.335669
4-0.051319-0.43240.333371
5-0.052073-0.43880.33108
6-0.052826-0.44510.328795
7-0.053579-0.45150.326516
8-0.054332-0.45780.324244
9-0.055085-0.46420.321978
10-0.055838-0.47050.31972
110.0213640.180.428825
120.0125080.10540.45818
130.0474280.39960.345314
14-0.024354-0.20520.418999
15-0.025107-0.21160.416531
16-0.02586-0.21790.414066
17-0.026613-0.22420.411605
18-0.027366-0.23060.409148
19-0.028119-0.23690.406694
20-0.028872-0.24330.404244
21-0.029625-0.24960.401798
22-0.030379-0.2560.399355
230.1356191.14270.128491
240.2994652.52330.006933
25-0.029186-0.24590.403226
26-0.029939-0.25230.400782
27-0.030692-0.25860.398341
28-0.031445-0.2650.395904
29-0.032198-0.27130.393472
30-0.032951-0.27770.391043
31-0.033704-0.2840.38862
32-0.034457-0.29030.3862
33-0.035211-0.29670.383785
34-0.035964-0.3030.381375
35-0.026359-0.22210.412434
360.1464761.23420.110594
37-0.017508-0.14750.441567
38-0.018261-0.15390.439073
39-0.019014-0.16020.436582
40-0.019768-0.16660.434093
41-0.020521-0.17290.431607
42-0.021274-0.17930.429123
43-0.022027-0.18560.426643
44-0.02278-0.19190.424165
45-0.023533-0.19830.421691
46-0.024286-0.20460.419219
470.3385952.85310.002835
48-0.02234-0.18820.425612


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.04906-0.41340.340284
2-0.052346-0.44110.330249
3-0.055994-0.47180.319253
4-0.060073-0.50620.307147
5-0.064671-0.54490.293754
6-0.069903-0.5890.278861
7-0.075917-0.63970.262216
8-0.082916-0.69870.243522
9-0.091177-0.76830.222438
10-0.101089-0.85180.198597
11-0.031085-0.26190.397069
12-0.036485-0.30740.37971
130.0031370.02640.489492
14-0.061988-0.52230.301536
15-0.066087-0.55690.289686
16-0.070786-0.59650.276385
17-0.075795-0.63870.26255
18-0.081572-0.68730.247056
19-0.088317-0.74420.229615
20-0.096308-0.81150.209894
21-0.105937-0.89260.187533
22-0.124239-1.04690.149358
230.0420660.35450.362025
240.2582842.17630.016429
25-0.010474-0.08830.46496
26-0.027738-0.23370.407937
27-0.026231-0.2210.412852
28-0.025341-0.21350.415763
29-0.02445-0.2060.418682
30-0.023446-0.19760.421978
31-0.022276-0.18770.425824
32-0.021042-0.17730.429887
33-0.01723-0.14520.442489
34-0.037227-0.31370.377341
35-0.080893-0.68160.248848
360.1028380.86650.194559
37-0.053666-0.45220.326254
38-0.035848-0.30210.381744
39-0.035634-0.30030.38243
40-0.037499-0.3160.376474
41-0.039705-0.33460.369473
42-0.042165-0.35530.361713
43-0.044884-0.37820.353206
44-0.048302-0.4070.342617
45-0.049906-0.42050.33769
46-0.079195-0.66730.25337
470.2478612.08850.020169
48-0.099766-0.84060.201686