Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.019244-0.16220.435823
20.0315880.26620.395442
30.0235170.19820.421744
40.0638660.53810.296081
50.0395360.33310.370008
60.0442360.37270.355227
70.0440020.37080.355959
8-0.047909-0.40370.343828
90.010030.08450.466443
100.1232341.03840.151307
110.069470.58540.280081
12-0.003879-0.03270.48701
130.0322170.27150.39341
140.1275161.07450.143125
15-0.027151-0.22880.40985
160.0363430.30620.380162
17-0.067933-0.57240.284425
18-0.021336-0.17980.428919
19-0.053906-0.45420.325528
20-0.023366-0.19690.422241
21-0.029531-0.24880.402104
22-0.152945-1.28870.100836
23-0.027585-0.23240.408433
24-0.046338-0.39050.348685
25-0.066068-0.55670.289742
26-0.119257-1.00490.159184
27-0.027701-0.23340.408056
28-0.034209-0.28820.386999
290.0252870.21310.415942
30-0.05075-0.42760.335108
31-0.005217-0.0440.48253
32-0.113427-0.95580.17122
33-0.009456-0.07970.46836
34-0.175227-1.47650.072117
35-0.000443-0.00370.498515
36-0.107235-0.90360.184638
37-0.010837-0.09130.463749
380.0092550.0780.469029
39-0.070916-0.59760.27602
40-0.003133-0.02640.489508
41-0.064602-0.54430.293954
42-0.038517-0.32450.373239
430.1848021.55720.061938
44-0.000704-0.00590.497641
45-0.05948-0.50120.308895
46-0.063676-0.53650.29663
470.0162820.13720.445631
48-0.02243-0.1890.425317


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.019244-0.16220.435823
20.0312290.26310.396601
30.024740.20850.417731
40.0639220.53860.295917
50.0408350.34410.365901
60.0418210.35240.362795
70.0409560.34510.365518
8-0.054755-0.46140.322971
9-0.002014-0.0170.493253
100.1187461.00060.160216
110.0705630.59460.277008
12-0.00622-0.05240.479174
130.0230560.19430.423257
140.1179650.9940.161802
15-0.035969-0.30310.381357
160.0083780.07060.471961
17-0.089483-0.7540.226673
18-0.035011-0.2950.384425
19-0.055565-0.46820.320538
20-0.053052-0.4470.328108
21-0.044182-0.37230.355394
22-0.141868-1.19540.117954
23-0.037105-0.31260.377732
24-0.062706-0.52840.299445
25-0.079084-0.66640.253666
26-0.116933-0.98530.163912
27-0.021893-0.18450.427082
28-0.015026-0.12660.449803
290.0696170.58660.279666
30-0.025787-0.21730.414306
310.0499330.42070.337608
32-0.052937-0.44610.328456
330.041890.3530.362579
34-0.170732-1.43860.077327
350.0320690.27020.393889
36-0.040231-0.3390.367809
370.0285050.24020.40544
380.0538340.45360.325747
39-0.062522-0.52680.299981
400.0206950.17440.431031
41-0.079807-0.67250.251735
42-0.065849-0.55490.290368
430.1770041.49150.070135
440.0217260.18310.427633
45-0.06585-0.55490.290365
46-0.042961-0.3620.359216
47-0.028492-0.24010.405482
48-0.017545-0.14780.441445