Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1349891.47260.071755
20.1272251.38790.083886
30.2148982.34430.010361
4-0.043386-0.47330.318438
50.0211470.23070.408975
6-0.022826-0.2490.401895
7-0.055253-0.60270.273915
80.0231810.25290.4004
90.142491.55440.061375
100.0872710.9520.17151
110.0585860.63910.261993
120.034270.37380.354593
130.0944861.03070.152381
140.1523951.66240.049529
15-0.033335-0.36360.358385
160.0528110.57610.282818
170.085010.92730.177812
18-0.073791-0.8050.211223
19-0.030654-0.33440.369335
20-0.045647-0.49790.30972
21-0.131194-1.43120.077503
22-0.095421-1.04090.150011
230.0555260.60570.272926
24-0.001344-0.01470.494163
25-0.076345-0.83280.203306
260.037910.41360.339973
27-0.081583-0.890.18764
28-0.086905-0.9480.172521
29-0.105299-1.14870.126496
30-0.045863-0.50030.308891
310.0009360.01020.495937
32-0.061296-0.66870.252503
330.1445181.57650.058782
34-0.025392-0.2770.391131
35-0.011145-0.12160.451721
360.0981011.07020.143357
37-0.051156-0.5580.288929
38-0.127333-1.3890.083708
39-0.048283-0.52670.299688
40-0.113653-1.23980.108743
41-0.068078-0.74260.229582
42-0.049432-0.53920.295365
43-0.153109-1.67020.048752
44-0.062345-0.68010.248879
45-0.12632-1.3780.085396
46-0.010933-0.11930.452632
470.0485870.530.298542
48-0.041402-0.45160.326174


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1349891.47260.071755
20.1110261.21120.114119
30.1904182.07720.019967
4-0.108669-1.18540.119102
5-0.006061-0.06610.473698
6-0.053984-0.58890.278525
7-0.017377-0.18960.424988
80.0343120.37430.354423
90.1756981.91660.028841
100.0645590.70430.241323
11-0.006888-0.07510.470116
12-0.060449-0.65940.255451
130.0810620.88430.189165
140.1493961.62970.052903
15-0.061683-0.67290.251163
160.0192870.21040.416857
170.0493640.53850.295618
18-0.092288-1.00670.158051
19-0.084763-0.92470.178509
20-0.027707-0.30230.381494
21-0.062772-0.68480.247411
22-0.100104-1.0920.138519
230.0750510.81870.207294
240.0468040.51060.305299
25-0.109426-1.19370.117485
26-0.034948-0.38120.351852
27-0.096828-1.05630.146492
28-0.048451-0.52850.299055
29-0.07509-0.81910.207173
300.0672840.7340.232202
310.0901640.98360.163661
32-0.035232-0.38430.350708
330.1322241.44240.075908
34-0.038177-0.41650.338912
350.0326590.35630.361134
360.0810740.88440.189127
37-0.0114-0.12440.450618
38-0.096626-1.05410.146995
39-0.02335-0.25470.399691
40-0.109541-1.19490.117242
410.0213750.23320.408013
42-0.037562-0.40980.34136
43-0.142446-1.55390.061432
44-0.067854-0.74020.23032
45-0.134597-1.46830.072333
460.0335920.36640.357343
470.0261280.2850.388059
480.0248390.2710.393446