Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0428680.36120.359508
2-0.112467-0.94770.173257
3-0.172952-1.45730.074719
40.0092160.07770.469159
50.0434610.36620.357649
60.1341181.13010.131118
7-0.034151-0.28780.387185
8-0.060265-0.50780.306582
9-0.043145-0.36350.358639
10-0.051528-0.43420.332736
11-0.150815-1.27080.103976
12-0.046616-0.39280.347824
130.043920.37010.356215
140.0611620.51540.303952
15-0.133219-1.12250.132711
16-0.077417-0.65230.258149
17-0.103289-0.87030.193528
180.0089260.07520.47013
190.0259250.21840.413854
200.0256780.21640.41466
21-0.056363-0.47490.31815
220.0170490.14370.443089
230.1764451.48680.070753
240.0599130.50480.307619
25-0.082245-0.6930.245283
26-0.004036-0.0340.486483
27-0.012298-0.10360.45888
280.0394350.33230.370325
290.0133210.11220.455474
30-0.01243-0.10470.458441
31-0.051478-0.43380.332887
32-0.025735-0.21680.414475
330.1682741.41790.080296
340.0346180.29170.385686
35-0.086105-0.72550.235256
360.0255020.21490.415236
370.0341220.28750.387278
380.0513640.43280.333236
39-0.164209-1.38370.0854
40-0.052238-0.44020.330578
41-0.026616-0.22430.411596
420.0812870.68490.247807
430.0508610.42860.33477
44-0.03537-0.2980.383273
45-0.09968-0.83990.201886
46-0.008537-0.07190.471427
470.0260720.21970.413373
48-0.021478-0.1810.42845


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0428680.36120.359508
2-0.114515-0.96490.168929
3-0.165134-1.39140.084217
40.0097010.08170.46754
50.0061560.05190.479387
60.1107110.93290.177025
7-0.034851-0.29370.384937
8-0.026311-0.22170.412593
9-0.010205-0.0860.46586
10-0.077084-0.64950.259048
11-0.179825-1.51520.067077
12-0.07878-0.66380.254481
130.0024650.02080.491744
140.0106910.09010.464238
15-0.150661-1.26950.104206
16-0.045682-0.38490.350722
17-0.098318-0.82840.205098
18-0.063136-0.5320.298196
19-0.059526-0.50160.308759
20-0.045608-0.38430.350952
21-0.066201-0.55780.289361
22-0.023177-0.19530.422862
230.1588261.33830.092535
240.0317380.26740.394958
25-0.077524-0.65320.25786
26-0.000844-0.00710.497175
27-0.068882-0.58040.281738
28-0.046309-0.39020.348777
29-0.068288-0.57540.283419
30-0.052074-0.43880.331076
31-0.039669-0.33430.369586
32-0.087267-0.73530.232283
330.1794311.51190.067498
340.0563510.47480.318187
35-0.059144-0.49840.309887
360.0617590.52040.302206
370.0166740.14050.444331
380.0829950.69930.243315
39-0.217085-1.82920.035785
40-0.029992-0.25270.400607
41-0.00588-0.04950.480311
42-0.032302-0.27220.393135
430.0465450.39220.348045
440.009040.07620.469749
45-0.005605-0.04720.481231
46-0.07886-0.66450.254266
47-0.048855-0.41170.340913
480.0112250.09460.462456