Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3610053.04190.001647
20.0872870.73550.23223
30.2577732.1720.016597
40.1083910.91330.182083
5-0.13616-1.14730.127554
6-0.226363-1.90740.030259
7-0.151952-1.28040.102291
8-0.142698-1.20240.116602
9-0.086283-0.7270.234798
10-0.013563-0.11430.454667
11-0.038609-0.32530.372946
12-0.031046-0.26160.397193
13-0.044075-0.37140.355728
14-0.061392-0.51730.303279
15-0.078708-0.66320.254673
16-0.096025-0.80910.210575
17-0.100479-0.84660.200018
180.0570840.4810.315999
190.1134990.95640.171067
200.1141780.96210.169637
210.332612.80260.003265
220.2492312.10010.019639
230.0544390.45870.323922
240.1092240.92030.180257
250.1056150.88990.188255
26-0.150953-1.27190.103771
27-0.302025-2.54490.006553
28-0.127252-1.07220.14362
29-0.1026-0.86450.195106
30-0.245158-2.06570.021252
31-0.093513-0.7880.216673
32-0.058535-0.49320.311688
33-0.054414-0.45850.323996
340.0011560.00970.496128
35-0.022139-0.18650.426275
36-0.045434-0.38280.351495
37-0.030141-0.2540.400124
38-0.000296-0.00250.499009
39-0.034762-0.29290.385222
400.0345160.29080.386013
410.0232380.19580.422661
420.0007280.00610.497561
430.0854040.71960.237058
440.0329430.27760.39107
45-0.010944-0.09220.463395
46-0.014552-0.12260.451377
47-0.001011-0.00850.496613
48-0.044837-0.37780.353351


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3610053.04190.001647
2-0.049486-0.4170.338976
30.2796022.3560.01062
4-0.100296-0.84510.200444
5-0.16335-1.37640.08651
6-0.222849-1.87780.032261
7-0.030828-0.25980.397901
8-0.019212-0.16190.435928
90.1232721.03870.151232
100.0418350.35250.362752
11-0.070483-0.59390.277234
12-0.094627-0.79730.213955
13-0.132398-1.11560.134176
14-0.047995-0.40440.343561
15-0.014081-0.11870.452943
16-0.000219-0.00180.499267
17-0.042791-0.36060.359747
180.1509941.27230.103709
190.0416920.35130.3632
200.089280.75230.227183
210.2609942.19920.015562
22-0.058405-0.49210.312073
23-0.123005-1.03650.151754
24-0.026504-0.22330.411962
250.0340380.28680.387546
26-0.092149-0.77650.220027
27-0.105642-0.89020.188195
280.0302480.25490.399777
29-0.000398-0.00340.498666
30-0.114341-0.96350.169294
310.048630.40980.341607
32-0.145183-1.22330.112624
330.0012170.01030.495924
34-0.00905-0.07630.469715
35-0.00123-0.01040.495881
36-0.007814-0.06580.473845
37-0.000645-0.00540.497841
380.013490.11370.45491
39-0.111069-0.93590.176253
400.0162580.1370.445712
41-0.104163-0.87770.191536
42-0.089811-0.75680.225849
43-0.026033-0.21940.4135
44-0.041918-0.35320.36249
450.0143340.12080.452102
46-0.04095-0.34510.365538
470.0625110.52670.300014
480.0913420.76970.222027