Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1758321.61150.055408
20.1667391.52820.065111
30.0070810.06490.474204
40.1785371.63630.052758
5-0.063432-0.58140.281275
6-0.095866-0.87860.191056
7-0.04219-0.38670.349988
8-0.020958-0.19210.42407
9-0.179475-1.64490.051862
10-0.073355-0.67230.251616
110.0217240.19910.421331
12-0.011041-0.10120.459821
130.0420910.38580.350321
140.2227482.04150.022169
150.2229262.04320.022086
16-0.06169-0.56540.286654
17-0.091793-0.84130.201286
18-0.063073-0.57810.282381
190.0115240.10560.458069
20-0.029982-0.27480.392077
21-0.052451-0.48070.315982
22-0.023116-0.21190.416366
23-0.046363-0.42490.335988
24-0.138504-1.26940.103901
250.0202430.18550.42663
260.0445180.4080.342151
27-0.017878-0.16390.43512
280.1708221.56560.0606
290.0893190.81860.20766
300.0950870.87150.192987
31-0.097771-0.89610.186385
32-0.019944-0.18280.4277
33-0.042718-0.39150.348202
34-0.024799-0.22730.410376
35-0.024526-0.22480.411346
36-0.018287-0.16760.433649
37-0.06816-0.62470.266931
38-0.108873-0.99780.160611
39-0.037271-0.34160.366755
400.0128770.1180.453169
41-0.050611-0.46390.321976
42-0.022379-0.20510.418992
430.0182920.16770.43363
44-0.069157-0.63380.263957
45-0.087842-0.80510.211523
46-0.148215-1.35840.088985
47-0.088354-0.80980.210179
48-0.014384-0.13180.447717


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1758321.61150.055408
20.1401551.28450.101241
3-0.045021-0.41260.340468
40.1696341.55470.061887
5-0.121242-1.11120.134825
6-0.125892-1.15380.125924
70.0350630.32140.374367
8-0.027896-0.25570.399415
9-0.163655-1.49990.068692
100.0274550.25160.40097
110.0722790.66240.254749
12-0.050988-0.46730.320744
130.1091761.00060.159942
140.2341882.14640.017364
150.0781510.71630.237908
16-0.201435-1.84620.034194
17-0.115565-1.05920.146279
18-0.11037-1.01160.157328
190.0073570.06740.4732
200.1479431.35590.089379
210.0021580.01980.492133
22-0.030631-0.28070.389799
230.0215060.19710.422112
24-0.124651-1.14240.128258
250.0291610.26730.394961
260.0750040.68740.246854
27-0.118873-1.08950.139526
280.1859091.70390.04605
290.001920.01760.493003
30-0.01205-0.11040.45616
310.0188010.17230.431803
32-0.027202-0.24930.401864
33-0.123838-1.1350.129802
34-0.053962-0.49460.311098
350.0777650.71270.238995
36-0.01821-0.16690.433927
370.0240680.22060.412976
380.0200950.18420.427161
39-0.049163-0.45060.326724
40-0.051984-0.47640.317499
41-0.06499-0.59560.276509
42-0.103946-0.95270.171742
43-0.046043-0.4220.337055
44-0.036868-0.33790.368139
45-0.029501-0.27040.393766
46-0.019035-0.17450.430962
47-0.038637-0.35410.36207
480.0318170.29160.385651