Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1386351.2630.105058
2-0.126881-1.15590.125512
3-0.079505-0.72430.23545
4-0.026826-0.24440.403764
5-0.044878-0.40890.34185
6-0.089311-0.81370.209084
7-0.052298-0.47650.3175
8-0.031698-0.28880.386734
90.0479180.43660.331785
10-0.050255-0.45780.32413
110.0409660.37320.354968
120.1082670.98640.163412
130.055830.50860.306179
140.1332091.21360.114173
150.0513710.4680.3205
16-0.071116-0.64790.25942
17-0.088678-0.80790.210729
18-0.041193-0.37530.354202
19-0.128413-1.16990.122696
200.0106120.09670.461607
21-0.008871-0.08080.46789
220.1181441.07630.142446
230.044310.40370.343741
24-0.003868-0.03520.485987
250.0061170.05570.477846
260.0783790.71410.238593
27-0.011827-0.10770.457229
28-0.042885-0.39070.348511
29-0.065487-0.59660.276195
30-0.046089-0.41990.337824
31-0.042844-0.39030.348648
320.0288190.26260.396772
330.0374830.34150.366799
340.0101840.09280.463149
350.0167220.15230.439641
360.0066820.06090.475801
370.0562020.5120.304997
380.0600730.54730.292823
39-0.094243-0.85860.196519
40-0.03822-0.34820.364286
41-0.059472-0.54180.294698
42-0.02005-0.18270.427755
43-0.053316-0.48570.31422
44-0.042639-0.38850.349334
45-0.031474-0.28670.387513
46-0.02185-0.19910.421352
47-0.037304-0.33990.367411
480.004940.0450.482106


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1386351.2630.105058
2-0.148963-1.35710.089211
3-0.040295-0.36710.357238
4-0.028345-0.25820.398434
5-0.055485-0.50550.307275
6-0.088994-0.81080.209908
7-0.045406-0.41370.340093
8-0.052007-0.47380.318441
90.0336110.30620.380106
10-0.092223-0.84020.201609
110.0589750.53730.296254
120.0694480.63270.264334
130.0271920.24770.402477
140.1556041.41760.080022
150.0408290.3720.355431
16-0.039195-0.35710.360967
17-0.023577-0.21480.415226
18-0.01573-0.14330.443199
19-0.119031-1.08440.140658
200.0574670.52350.300995
21-0.055923-0.50950.305883
220.1409541.28420.101331
23-0.034215-0.31170.378021
240.0116040.10570.458031
25-0.005546-0.05050.479911
260.0535860.48820.313351
27-0.062646-0.57070.284862
280.0197320.17980.428888
29-0.092227-0.84020.201598
300.0230420.20990.41712
31-0.043812-0.39910.345407
320.0691420.62990.265241
330.0317350.28910.386606
34-0.018385-0.16750.433693
35-0.007397-0.06740.473218
36-0.026721-0.24340.404132
370.029740.27090.393552
380.0448160.40830.342056
39-0.082478-0.75140.227264
40-0.001856-0.01690.493275
41-0.033079-0.30140.381945
42-0.013505-0.1230.451189
43-0.019262-0.17550.430563
44-0.069351-0.63180.264621
45-0.033887-0.30870.379153
46-0.087883-0.80070.212809
47-0.086252-0.78580.217112
48-0.030787-0.28050.389903