Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1380871.16350.124252
2-0.162281-1.36740.087905
3-0.205881-1.73480.04356
4-0.128383-1.08180.141506
50.0576060.48540.314445
60.0347970.29320.385109
7-0.064523-0.54370.294182
8-0.114498-0.96480.168965
90.0301140.25370.400213
100.0003490.00290.498831
110.0093870.07910.46859
120.202071.70270.046502
13-0.060184-0.50710.306821
140.0348470.29360.38495
15-0.101678-0.85680.197231
16-0.154811-1.30450.098144
170.0096850.08160.467595
180.0746830.62930.265589
19-0.014372-0.12110.451977
20-0.084951-0.71580.238228
21-0.122737-1.03420.152277
22-0.12297-1.03620.151821
230.0542230.45690.324572
240.3955513.3330.000684
250.0405860.3420.366685
26-0.01208-0.10180.459606
27-0.085236-0.71820.237491
28-0.108267-0.91230.182357
290.026430.22270.412203
300.0570050.48030.316234
310.0527510.44450.329022
32-0.152534-1.28530.101436
33-0.158672-1.3370.092747
34-0.038687-0.3260.372698
350.1444741.21740.113748
360.2218931.86970.032824
37-0.031927-0.2690.394347
380.0201610.16990.432793
39-0.079748-0.6720.251892
40-0.030007-0.25280.400561
41-0.022255-0.18750.425893
42-0.003686-0.03110.487654
43-0.030244-0.25480.399792
44-0.024087-0.2030.419874
45-0.015478-0.13040.448303
46-0.089672-0.75560.226197
47-0.069136-0.58250.281022
480.1359851.14580.127856


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1380871.16350.124252
2-0.184875-1.55780.061866
3-0.162338-1.36790.087831
4-0.112909-0.95140.172317
50.0305560.25750.398782
6-0.051005-0.42980.334329
7-0.099628-0.83950.20201
8-0.109481-0.92250.179695
90.0385880.32510.373012
10-0.084628-0.71310.239065
11-0.033738-0.28430.388512
120.2033451.71340.0455
13-0.125059-1.05380.147781
140.1132350.95410.171626
15-0.114448-0.96440.16907
16-0.101169-0.85250.198411
170.0095070.08010.468189
180.0094440.07960.4684
19-0.084991-0.71610.238125
20-0.060621-0.51080.305538
21-0.162-1.3650.088275
22-0.136876-1.15330.12632
23-0.052389-0.44140.33012
240.2926432.46590.008043
25-0.074023-0.62370.267402
260.0443050.37330.35501
270.0568110.47870.316813
28-0.052329-0.44090.330302
29-0.024314-0.20490.419128
300.0568120.47870.31681
310.1025550.86410.19521
32-0.195949-1.65110.051568
33-0.129182-1.08850.140027
340.01170.09860.460873
350.0411380.34660.364945
36-0.044488-0.37490.354441
370.0160390.13510.446439
380.0265250.22350.411893
39-0.013861-0.11680.453677
400.037620.3170.376091
41-0.072531-0.61120.271523
420.0150240.12660.449809
43-0.048041-0.40480.34342
440.0313960.26450.396063
450.0030960.02610.48963
46-0.017965-0.15140.440055
47-0.162236-1.3670.087965
48-0.056299-0.47440.318342