Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.246032.24140.013833
20.0576840.52550.30031
30.0089660.08170.467547
4-0.085786-0.78160.218351
5-0.006488-0.05910.476503
6-0.01951-0.17770.429677
70.0292430.26640.39529
8-0.045358-0.41320.340252
9-0.090775-0.8270.205304
100.1350261.23010.111059
110.0977280.89030.187927
120.0787380.71730.23759
130.0546640.4980.309897
14-0.066717-0.60780.272483
15-0.1753-1.59710.057027
16-0.19208-1.74990.041913
17-0.061535-0.56060.288286
18-0.001503-0.01370.494555
190.0680350.61980.268535
20-0.00766-0.06980.472266
21-0.088495-0.80620.211208
22-0.04053-0.36920.356443
230.0665850.60660.272881
240.0702180.63970.26206
250.0226110.2060.418651
26-0.071251-0.64910.259023
27-0.017041-0.15520.438501
28-0.041971-0.38240.351579
29-0.046021-0.41930.338052
30-0.018189-0.16570.434393
31-0.032405-0.29520.384279
32-0.012713-0.11580.454037
33-0.082386-0.75060.227517
34-0.102356-0.93250.176889
350.0120690.110.456354
36-0.084515-0.770.221753
370.1426851.29990.098613
380.1772611.61490.055062
39-0.028934-0.26360.396371
400.0228530.20820.41779
41-0.102727-0.93590.176024
42-0.069296-0.63130.264783
43-0.016781-0.15290.43943
44-0.087158-0.7940.214717
45-0.032747-0.29830.383096
46-0.104015-0.94760.173036
47-0.012786-0.11650.453776
480.113241.03170.152613


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.246032.24140.013833
2-0.003031-0.02760.48902
3-0.004815-0.04390.482559
4-0.092298-0.84090.201418
50.0390070.35540.361607
6-0.023657-0.21550.414942
70.0428530.39040.348618
8-0.075977-0.69220.245377
9-0.064693-0.58940.278605
100.1860311.69480.046929
110.0371490.33840.36794
120.0281570.25650.399092
130.0060250.05490.478177
14-0.066119-0.60240.274285
15-0.15368-1.40010.082607
16-0.107021-0.9750.166195
170.0041390.03770.485007
180.0193040.17590.430413
190.0964620.87880.191021
20-0.080734-0.73550.232047
21-0.09542-0.86930.19359
22-0.010238-0.09330.462955
230.0817540.74480.229243
240.0082010.07470.47031
250.0087320.07960.468392
26-0.038994-0.35520.361652
270.0754390.68730.246912
28-0.006467-0.05890.476582
29-0.091007-0.82910.204709
30-0.075685-0.68950.246209
31-0.024431-0.22260.412204
320.0180260.16420.434978
33-0.091908-0.83730.202408
34-0.082648-0.7530.226802
350.0500840.45630.324689
36-0.115547-1.05270.14777
370.1673921.5250.065528
380.1240961.13060.130746
39-0.065679-0.59840.275613
400.0637440.58070.281497
41-0.11447-1.04290.150017
42-0.085847-0.78210.218189
430.0348190.31720.375938
44-0.063188-0.57570.283198
45-0.049627-0.45210.326181
46-0.050826-0.4630.322271
47-0.015349-0.13980.444566
480.0499450.4550.325142