Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.20797-4.072.9e-05
2-0.097235-1.90290.0289
3-0.035198-0.68880.245674
40.0002430.00470.498108
50.0935181.83020.033999
6-0.080635-1.57810.057689
70.0189230.37030.355669
8-0.053422-1.04550.148229
90.0123660.2420.404449
100.1022682.00140.023025
110.0728221.42520.077462
12-0.386967-7.57310
13-0.001294-0.02530.489907
140.0524931.02730.152463
150.0529571.03640.150337
160.0067250.13160.447683
17-0.091316-1.78710.037357
180.0637511.24760.106464
19-0.045345-0.88740.187707
200.0239250.46820.319948
21-0.017313-0.33880.367466
22-0.03744-0.73270.232088
230.0457480.89530.185592
24-0.089164-1.7450.040895
250.154363.02090.001345
26-0.134418-2.63060.004434
270.0265580.51970.301772
280.0537991.05290.146534
29-0.103186-2.01940.022071
300.0783281.53290.063061
31-0.04163-0.81470.20787
32-0.037839-0.74050.22972
330.0569971.11540.13268
340.0430780.8430.199864
350.0528321.03390.15091
36-0.03301-0.6460.259327
37-0.04189-0.81980.20642
380.0890131.7420.041154
39-0.002201-0.04310.482835
40-0.060661-1.18720.117951
410.1155552.26150.012145
42-0.127836-2.50180.006386
430.1093592.14020.016485
440.0445810.87250.191752
45-0.058219-1.13940.12763
460.0142020.27790.390602
47-0.094699-1.85330.032304
480.0301320.58970.277868


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.20797-4.072.9e-05
2-0.146837-2.87370.002142
3-0.094995-1.85910.031891
4-0.048379-0.94680.17217
50.0722211.41340.079177
6-0.052226-1.02210.153695
70.0091010.17810.429362
8-0.058979-1.15420.124562
9-0.018035-0.3530.362159
100.0868351.69940.045028
110.1343942.63010.004439
12-0.35619-6.97080
13-0.15685-3.06960.001148
14-0.081144-1.5880.056553
15-0.015302-0.29950.382372
160.0004240.00830.49669
17-0.025038-0.490.312206
18-0.004996-0.09780.461084
19-0.045533-0.89110.18672
20-0.051263-1.00320.15819
21-0.053194-1.0410.14926
220.0116850.22870.409619
230.0993751.94480.026265
24-0.248527-4.86381e-06
250.0141260.27650.391174
26-0.174387-3.41280.000356
270.0001840.00360.498561
280.0552131.08050.14029
29-0.134965-2.64130.004298
300.0096330.18850.425285
31-0.05349-1.04680.147921
32-0.159108-3.11380.000993
33-0.004222-0.08260.467096
340.0737421.44320.074896
350.1462362.86190.002221
36-0.129488-2.53410.005835
37-0.008038-0.15730.437546
38-0.080134-1.56820.058825
390.0521961.02150.153834
400.0017750.03470.486155
410.0419160.82030.206273
42-0.07204-1.40980.079699
430.0304280.59550.275933
44-0.022891-0.4480.327208
45-0.019217-0.37610.353531
460.0825891.61630.053426
470.0977061.91210.028302
48-0.159983-3.13090.000938