Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1091970.99480.161356
20.1494971.3620.088445
3-0.035951-0.32750.372047
40.0124890.11380.454844
50.1573871.43390.077684
60.111251.01350.156876
70.0641520.58440.280252
80.0245960.22410.411622
9-0.041574-0.37880.352918
10-0.045146-0.41130.340957
110.2526022.30130.01194
120.0502270.45760.32422
130.1177791.0730.143186
14-0.07262-0.66160.25503
15-0.03246-0.29570.384091
160.0239820.21850.413793
17-0.086471-0.78780.216533
180.0326960.29790.383273
19-0.022801-0.20770.417974
200.0604530.55070.291643
210.1039580.94710.173167
220.0517110.47110.319398
230.1523851.38830.084382
240.0628760.57280.284154
25-0.001432-0.01310.494809
26-0.051173-0.46620.321145
27-0.00646-0.05890.476605
28-0.003013-0.02740.489084
290.0111520.10160.45966
300.0117040.10660.45767
310.0847380.7720.221155
32-0.004305-0.03920.484405
33-0.024446-0.22270.412151
340.0173250.15780.437485
35-0.069184-0.63030.265115
36-0.002766-0.02520.489977
37-0.162797-1.48320.070911
38-0.07888-0.71860.237194
39-0.076362-0.69570.244283
40-0.130379-1.18780.119148
41-0.094909-0.86470.194859
42-0.055363-0.50440.307666
43-0.059112-0.53850.295824
440.0417250.38010.352408
45-0.000317-0.00290.498851
46-0.09556-0.87060.193244
47-0.006276-0.05720.47727
48-0.137063-1.24870.107642


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1091970.99480.161356
20.1392331.26850.104087
3-0.067298-0.61310.27074
40.0018590.01690.493264
50.17751.61710.054825
60.0779130.70980.239901
7-0.004892-0.04460.482278
80.0107440.09790.461132
9-0.042334-0.38570.350358
10-0.06758-0.61570.269894
110.2695632.45580.008071
12-0.00508-0.04630.481598
130.0116030.10570.458033
14-0.05527-0.50350.307963
15-0.009488-0.08640.465664
16-0.008801-0.08020.468143
17-0.142435-1.29760.099002
180.0123170.11220.455464
19-0.001689-0.01540.493881
200.0949210.86480.194829
210.1559551.42080.079558
22-0.017003-0.15490.438637
230.1434791.30720.097385
240.0039480.0360.485698
25-0.038128-0.34740.3646
26-0.11364-1.03530.151767
27-0.033874-0.30860.379197
280.0253540.2310.408947
29-0.041711-0.380.352456
300.0820040.74710.228561
310.0904560.82410.206123
32-0.0693-0.63140.264773
33-0.035655-0.32480.373062
34-0.06224-0.5670.286112
35-0.118-1.0750.142738
36-0.068795-0.62670.266272
37-0.097261-0.88610.189064
380.0083430.0760.469799
39-0.000611-0.00560.497786
40-0.035304-0.32160.374268
41-0.076607-0.69790.243589
42-0.051806-0.4720.31909
43-0.061711-0.56220.287742
440.0226440.20630.418533
450.0431550.39320.347604
46-0.077464-0.70570.241166
470.0652020.5940.277057
480.0151910.13840.445132