Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.029818-0.25130.401173
2-0.030368-0.25590.399391
3-0.030917-0.26050.397611
4-0.031467-0.26510.395833
5-0.032016-0.26980.394058
6-0.032566-0.27440.392284
7-0.033116-0.2790.390513
8-0.033665-0.28370.388745
9-0.034215-0.28830.386978
10-0.034765-0.29290.385214
11-0.035314-0.29760.383453
120.3104772.61610.005429
13-0.036414-0.30680.379937
14-0.036963-0.31150.378183
15-0.037513-0.31610.376431
16-0.038063-0.32070.374682
17-0.038612-0.32540.372936
18-0.039162-0.330.371192
19-0.039711-0.33460.369451
20-0.040261-0.33920.367713
21-0.040811-0.34390.365977
22-0.04136-0.34850.364245
23-0.04191-0.35310.362515
240.1307111.10140.137223
25-0.033253-0.28020.390071
26-0.033803-0.28480.388303
27-0.034352-0.28950.386537
28-0.034902-0.29410.384773
29-0.035452-0.29870.383013
30-0.036001-0.30340.381254
31-0.036551-0.3080.379498
32-0.037101-0.31260.377745
33-0.03765-0.31720.375994
34-0.0382-0.32190.374245
35-0.019237-0.16210.435845
360.3265542.75160.003761
37-0.000824-0.00690.497238
38-0.001374-0.01160.495397
39-0.001924-0.01620.493556
40-0.002473-0.02080.491715
41-0.003023-0.02550.489875
42-0.003573-0.03010.488034
43-0.004122-0.03470.486194
44-0.004672-0.03940.484354
45-0.005222-0.0440.482515
46-0.005771-0.04860.480676
470.0034350.02890.488494
480.0028860.02430.490335


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.029818-0.25130.401173
2-0.031284-0.26360.396423
3-0.032845-0.27680.391385
4-0.034511-0.29080.386028
5-0.036295-0.30580.380316
6-0.038211-0.3220.374209
7-0.040279-0.33940.367658
8-0.042517-0.35830.360607
9-0.044952-0.37880.352993
10-0.047614-0.40120.344738
11-0.050539-0.42580.335753
120.2985792.51590.007069
13-0.032571-0.27450.392268
14-0.033724-0.28420.388557
15-0.034961-0.29460.384586
16-0.036291-0.30580.380329
17-0.037725-0.31790.375757
18-0.039274-0.33090.370836
19-0.040953-0.34510.365529
20-0.042777-0.36040.359791
21-0.044767-0.37720.353569
22-0.046946-0.39560.346804
23-0.04934-0.41570.339425
240.0124060.10450.458519
25-0.038995-0.32860.37172
26-0.040895-0.34460.365712
27-0.042945-0.36190.359265
28-0.045168-0.38060.35232
29-0.04759-0.4010.344811
30-0.050243-0.42340.336658
31-0.053165-0.4480.327767
32-0.056404-0.47530.318028
33-0.060019-0.50570.307308
34-0.064083-0.540.295451
35-0.045928-0.3870.349959
360.2677762.25630.013566
376e-040.00510.497992
380.0003410.00290.498856
390.0019810.01670.493363
400.0037630.03170.487398
410.0056810.04790.480979
420.0077420.06520.474085
430.0099540.08390.466696
440.0123260.10390.458787
450.0148660.12530.450334
460.0176120.14840.441222
470.0180690.15230.439709
48-0.232747-1.96120.026892