Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2975062.71040.004082
20.1177151.07240.143316
3-0.202081-1.8410.034594
4-0.344142-3.13530.001187
5-0.052836-0.48140.315765
6-0.278962-2.54150.006449
7-0.016052-0.14620.442045
8-0.272477-2.48240.007533
9-0.154367-1.40640.081676
100.1283261.16910.122853
110.1784061.62540.053939
120.6668476.07530
130.2288522.08490.020074
140.0606810.55280.290933
15-0.176435-1.60740.055882
16-0.330399-3.01010.001729
17-0.013151-0.11980.452461
18-0.26875-2.44840.008227
19-0.055296-0.50380.307877
20-0.231753-2.11140.018874
21-0.096752-0.88140.19031
220.1884381.71670.044878
230.175461.59850.056864
240.4906154.46971.2e-05
250.121561.10750.135647
26-0.023635-0.21530.415021
27-0.187634-1.70940.045554
28-0.318202-2.8990.002394
29-0.020499-0.18680.426153
30-0.111852-1.0190.155577
31-0.024552-0.22370.411778
32-0.172186-1.56870.060262
33-0.088243-0.80390.211867
340.1456891.32730.094025
350.1514251.37950.085716
360.3873573.5290.000342
370.1265941.15330.126044
38-0.025071-0.22840.409945
39-0.108105-0.98490.163771
40-0.209183-1.90570.030073
41-0.038522-0.35090.363258
42-0.061361-0.5590.288826
430.0092850.08460.466395
44-0.091792-0.83630.202703
45-0.061098-0.55660.289639
460.1130671.03010.15298
470.1173291.06890.144103
480.2133381.94360.027666


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2975062.71040.004082
20.0320420.29190.385541
3-0.269629-2.45640.008058
4-0.256879-2.34030.010835
50.1933181.76120.040943
6-0.356428-3.24720.000841
70.0072340.06590.473807
8-0.371886-3.3880.000539
9-0.070277-0.64030.261884
100.0874110.79640.21405
110.1027820.93640.175896
120.4561614.15583.9e-05
13-0.073959-0.67380.251156
14-0.104528-0.95230.171857
150.0406110.370.356167
16-0.018013-0.16410.435024
170.0890740.81150.209699
18-0.16218-1.47750.071659
19-0.080255-0.73120.23337
20-0.048252-0.43960.330685
210.1095430.9980.160594
220.0023820.02170.491368
230.0414950.3780.353184
24-0.072628-0.66170.255006
25-0.043879-0.39980.34518
26-0.070694-0.64410.260659
27-0.028921-0.26350.396416
28-0.075457-0.68740.246858
29-0.034256-0.31210.37788
300.1980611.80440.037396
31-0.100316-0.91390.181702
32-0.070421-0.64160.26146
330.0243420.22180.412519
34-0.116918-1.06520.144943
350.0404330.36840.35677
360.0305190.2780.390837
370.0198510.18090.428463
38-0.001282-0.01170.495355
390.1440831.31270.096459
400.0623180.56770.285871
41-0.042288-0.38530.350515
420.0322210.29350.384918
430.042590.3880.3495
440.0256280.23350.40798
450.0241460.220.413212
46-0.002212-0.02020.491984
47-0.052637-0.47950.316406
48-0.039541-0.36020.359794