Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.360286-3.03580.001676
2-0.16437-1.3850.085194
30.0417440.35170.363036
4-0.007563-0.06370.474683
50.1726531.45480.075066
6-0.23932-2.01650.023763
70.15581.31280.096741
8-0.001637-0.01380.494518
90.0879940.74150.230433
10-0.181792-1.53180.065007
11-0.341123-2.87440.002669
120.7807756.57890
13-0.306945-2.58640.005875
14-0.099878-0.84160.201422
15-1.8e-05-2e-040.499938
16-0.010655-0.08980.464357
170.146121.23120.11115
18-0.204784-1.72550.04439
190.1494761.25950.105985
20-0.010563-0.0890.464663
210.0596660.50280.308346
22-0.142836-1.20360.11638
23-0.274408-2.31220.011835
240.5875784.9512e-06
25-0.226675-1.910.030087
26-0.08004-0.67440.251114
27-0.041294-0.3480.364453
280.0233040.19640.422443
290.0908780.76580.223181
30-0.166418-1.40230.082597
310.1342871.13150.130822
32-0.024646-0.20770.41804
330.0698190.58830.279097
34-0.11712-0.98690.163529
35-0.219482-1.84940.034282
360.4222193.55770.000336
37-0.135911-1.14520.127985
38-0.060317-0.50820.30643
39-0.022122-0.18640.426331
400.0363560.30630.380121
410.0304240.25640.399208
42-0.104053-0.87680.191786
430.0764090.64380.26088
44-0.015277-0.12870.448968
450.0555840.46840.32048
46-0.08819-0.74310.229935
47-0.147059-1.23910.109687
480.2624732.21160.015106


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.360286-3.03580.001676
2-0.338057-2.84850.002871
3-0.206673-1.74150.042967
4-0.17745-1.49520.069645
50.1059510.89280.187501
6-0.162615-1.37020.087468
70.0867460.73090.233612
80.0262710.22140.412721
90.2318591.95370.02734
10-0.087649-0.73850.231309
11-0.519033-4.37352.1e-05
120.5415964.56361e-05
130.005980.05040.479977
140.0400660.33760.36833
15-0.025575-0.21550.414997
16-0.020129-0.16960.432901
17-0.099775-0.84070.201663
180.0279710.23570.407177
190.0533770.44980.327125
200.0311160.26220.396967
21-0.159339-1.34260.091837
220.008720.07350.470817
230.0313820.26440.396109
24-0.06485-0.54640.293239
250.0555650.46820.320538
26-0.064095-0.54010.295417
27-0.130355-1.09840.137873
280.0026870.02260.490999
29-0.071728-0.60440.273756
30-0.001916-0.01610.493582
31-0.044342-0.37360.354895
32-0.065822-0.55460.290446
330.0432640.36460.358265
34-0.013516-0.11390.454824
350.0151040.12730.449542
36-0.056968-0.480.316343
37-0.021925-0.18470.42698
38-0.021931-0.18480.426958
390.1066890.8990.185851
400.0053880.04540.481959
41-0.015758-0.13280.447371
42-0.007039-0.05930.476437
43-0.113683-0.95790.170678
44-0.008784-0.0740.470603
45-0.077003-0.64880.259269
46-0.019088-0.16080.436338
470.0075780.06390.474634
48-0.119206-1.00440.159288