Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1069480.90120.185274
20.2366451.9940.024996
30.0283860.23920.405825
40.1520061.28080.102211
5-0.056252-0.4740.31848
60.0587980.49540.310909
70.0189720.15990.436723
80.1904261.60460.056515
90.0952870.80290.212356
100.2410322.0310.023002
11-0.088916-0.74920.2281
120.0161630.13620.446028
13-0.070407-0.59330.277446
14-0.024225-0.20410.419419
15-0.143983-1.21320.114532
160.0681380.57410.283843
17-0.076238-0.64240.261343
180.1002020.84430.200663
19-0.052743-0.44440.329044
200.0965860.81380.209227
21-0.063839-0.53790.296158
22-0.027629-0.23280.40829
23-0.089581-0.75480.226426
24-0.045892-0.38670.35007
25-0.055024-0.46360.322163
260.0329160.27740.391157
27-0.106474-0.89720.186331
28-0.027105-0.22840.410001
29-0.055868-0.47080.319629
30-0.069986-0.58970.278628
31-0.054499-0.45920.323741
32-0.160701-1.35410.090001
33-0.070269-0.59210.277833
34-0.013025-0.10970.45646
35-0.030726-0.25890.398231
36-0.064475-0.54330.29432
37-0.071114-0.59920.275468
38-0.05812-0.48970.312918
39-0.067251-0.56670.286363
40-0.11814-0.99550.161444
41-0.080528-0.67850.249816
42-0.039333-0.33140.370651
430.0204050.17190.431989
44-0.04404-0.37110.355839
45-0.072804-0.61350.270768
46-0.00699-0.05890.4766
47-0.038246-0.32230.374098
48-0.116247-0.97950.165327


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1069480.90120.185274
20.2278131.91960.029464
3-0.01656-0.13950.44471
40.103620.87310.192772
5-0.086863-0.73190.233312
60.0179840.15150.439991
70.0452630.38140.352026
80.167941.41510.080706
90.0778360.65590.257019
100.1582871.33370.093275
11-0.183721-1.54810.063027
12-0.095055-0.80090.212917
13-0.021245-0.1790.429217
14-0.036125-0.30440.38086
15-0.070254-0.5920.277874
160.0787750.66380.254495
17-0.087697-0.73890.231187
180.0338710.28540.388083
19-0.019455-0.16390.435126
200.0575650.48510.314567
210.0386760.32590.372734
22-0.055374-0.46660.321111
23-0.034124-0.28750.38727
24-0.039585-0.33360.36985
250.0219780.18520.426803
260.0106590.08980.464343
27-0.079371-0.66880.252897
28-0.093697-0.78950.216223
29-0.011188-0.09430.46258
30-0.091026-0.7670.222813
310.0684120.57650.283067
32-0.126028-1.06190.145934
33-0.005167-0.04350.482698
340.049220.41470.339795
350.0157520.13270.447391
36-0.056513-0.47620.317701
37-0.00071-0.0060.49762
38-0.057147-0.48150.31581
39-0.0331-0.27890.390563
40-0.039684-0.33440.369539
41-0.052451-0.4420.329932
420.0496570.41840.338453
430.0323850.27290.392868
44-0.083165-0.70080.242872
45-0.088971-0.74970.22796
460.056650.47730.317293
47-0.035663-0.30050.382337
48-0.038012-0.32030.374842