Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3536312.97970.001974
20.2865042.41410.009177
30.0704020.59320.277461
40.1536251.29450.099848
5-0.226453-1.90810.030209
6-0.234822-1.97860.025868
7-0.040558-0.34180.366774
8-0.067654-0.57010.285216
9-0.129061-1.08750.14025
10-0.065146-0.54890.292389
110.1539821.29750.099333
12-0.022568-0.19020.424863
13-0.108006-0.91010.182931
14-0.104062-0.87680.191765
15-0.046701-0.39350.347562
16-0.228113-1.92210.029302
17-0.202272-1.70440.046342
18-0.105738-0.8910.187979
190.0069350.05840.476784
20-0.088126-0.74260.230098
21-0.0219-0.18450.427062
220.1831991.54370.063558
230.1183060.99690.161107
240.0716620.60380.273939
25-0.010745-0.09050.464056
260.0593450.50010.309293
27-0.084928-0.71560.238288
28-0.141536-1.19260.118498
29-0.021513-0.18130.428334
300.0099470.08380.466718
310.0078170.06590.473833
32-0.021829-0.18390.427293
330.1108080.93370.176815
340.0239810.20210.420221
35-0.009808-0.08260.467184
360.0127880.10780.457247
370.018450.15550.43845
38-0.029824-0.25130.401154
39-0.085472-0.72020.236883
400.0704770.59390.277249
410.0396560.33410.369627
420.0011820.010.49604
43-0.04915-0.41410.340009
440.0305260.25720.398879
45-0.019604-0.16520.434633
460.0110360.0930.463087
47-0.00592-0.04990.480179
480.0559240.47120.319461


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3536312.97970.001974
20.1845241.55480.062216
3-0.091667-0.77240.22122
40.1242261.04680.149383
5-0.357417-3.01170.001799
6-0.154884-1.30510.09804
70.2919942.46040.008157
8-0.119654-1.00820.158386
9-0.077016-0.64890.259232
100.0704320.59350.277377
110.054490.45910.323767
12-0.113657-0.95770.170734
13-0.102228-0.86140.195963
14-0.084567-0.71260.239222
15-0.054563-0.45980.323547
16-0.08716-0.73440.232555
17-0.015806-0.13320.447212
18-0.068884-0.58040.281733
190.0528310.44520.32878
20-0.04-0.3370.36854
21-0.096841-0.8160.208616
220.1958521.65030.051652
23-0.053752-0.45290.325994
24-0.022572-0.19020.42485
25-0.049344-0.41580.339411
26-0.136083-1.14670.127686
270.0380150.32030.374835
28-0.059304-0.49970.309415
290.0659460.55570.290091
30-0.03865-0.32570.372815
31-0.024976-0.21040.41696
320.0265260.22350.411888
33-0.083387-0.70260.242291
34-0.063339-0.53370.297608
350.0272330.22950.409584
360.0502240.42320.336716
37-0.054237-0.4570.324529
380.0041160.03470.486214
39-0.013733-0.11570.454104
400.1091270.91950.180469
41-0.039557-0.33330.369941
42-0.080231-0.6760.250605
43-0.062561-0.52720.299866
44-0.038839-0.32730.372215
450.0505760.42620.335639
460.0703540.59280.277594
47-0.048524-0.40890.341933
48-0.017752-0.14960.440759