Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1538981.29680.099455
20.0942010.79380.214991
30.1498441.26260.105431
4-0.045424-0.38270.351525
50.033420.28160.389533
60.0712310.60020.27514
70.0715820.60320.274161
80.0180270.15190.439851
9-0.023459-0.19770.421933
10-0.067335-0.56740.286125
110.0108510.09140.463705
120.0490640.41340.340273
130.1665291.40320.082458
140.1117790.94190.174728
150.120471.01510.156753
160.2185521.84160.034859
170.065680.55340.290854
180.0057820.04870.480639
190.071150.59950.275368
200.067950.57260.284377
210.0265090.22340.411946
220.0488560.41170.340913
23-0.054465-0.45890.323844
24-0.005566-0.04690.481362
25-0.147731-1.24480.108649
26-0.067748-0.57090.28495
27-0.069195-0.5830.280855
28-0.037525-0.31620.376394
29-0.070871-0.59720.276147
30-0.063586-0.53580.29689
31-0.034707-0.29240.385398
320.0050910.04290.482951
33-0.014778-0.12450.450625
34-0.141859-1.19530.117969
350.0646060.54440.293942
360.0364190.30690.379921
370.0962260.81080.210092
380.0793370.66850.252989
39-0.139512-1.17550.121851
40-0.083066-0.69990.243131
41-0.197674-1.66560.050097
42-0.195146-1.64430.052265
43-0.064394-0.54260.294555
44-0.049371-0.4160.339329
45-0.101554-0.85570.197519
46-0.079441-0.66940.252711
47-0.158186-1.33290.093413
48-0.014158-0.11930.452687


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1538981.29680.099455
20.0722270.60860.272366
30.128991.08690.140381
4-0.094594-0.79710.214036
50.0342610.28870.38683
60.0548980.46260.322542
70.0738140.6220.267977
8-0.02649-0.22320.412006
9-0.048371-0.40760.342404
10-0.072988-0.6150.270257
110.0485320.40890.341909
120.0591110.49810.309984
130.167081.40780.08177
140.0397390.33480.369365
150.0798920.67320.251507
160.1707321.43860.077327
170.0236140.1990.421424
18-0.065751-0.5540.290651
19-0.000244-0.00210.499182
200.0475410.40060.344962
210.0045190.03810.484867
220.0091950.07750.46923
23-0.0842-0.70950.240174
240.0241870.20380.419544
25-0.153194-1.29080.100475
26-0.020625-0.17380.431263
27-0.115302-0.97160.167286
28-0.02868-0.24170.40487
29-0.157283-1.32530.094662
30-0.048519-0.40880.341947
31-0.054008-0.45510.325222
320.0202930.1710.432358
33-0.064071-0.53990.295488
34-0.163869-1.38080.085838
350.0554090.46690.321005
360.0578290.48730.313783
370.1601131.34910.09079
380.0680670.57350.284046
39-0.137246-1.15650.125685
40-0.027108-0.22840.409989
41-0.085092-0.7170.237863
42-0.057801-0.4870.313865
43-0.002032-0.01710.493193
440.006560.05530.478037
450.0124670.1050.458318
460.027760.23390.407863
47-0.03704-0.31210.377938
480.0531890.44820.327693