Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1148941.11980.132801
2-0.072439-0.7060.240943
3-0.143735-1.4010.082243
4-0.094402-0.92010.17992
50.0228650.22290.412063
60.0105840.10320.459027
7-0.052094-0.50780.306402
8-0.082176-0.80090.21258
9-0.104709-1.02060.155025
10-0.113983-1.1110.134692
110.010490.10220.459388
120.0394610.38460.350691
130.135541.32110.094824
14-0.075397-0.73490.232111
15-0.079418-0.77410.220407
16-0.032269-0.31450.376907
17-0.019046-0.18560.426561
180.0055150.05370.478624
19-0.034355-0.33490.369237
20-0.075111-0.73210.232956
21-0.07633-0.7440.229366
22-0.022375-0.21810.413915
230.2466882.40440.009069
240.1429871.39370.083336
250.240112.34030.01068
26-0.081991-0.79920.213098
27-0.082885-0.80790.210595
28-0.074462-0.72580.234883
29-0.014496-0.14130.44397
30-0.016297-0.15880.437065
31-0.067837-0.66120.255044
32-0.057339-0.55890.288781
33-0.062719-0.61130.271229
34-0.098434-0.95940.169892
35-0.014743-0.14370.443021
360.2057552.00540.02388
37-0.003779-0.03680.485347
38-0.052172-0.50850.306137
39-0.071079-0.69280.245065
40-0.050059-0.48790.313369
410.0208630.20330.419649
420.0313720.30580.380224
43-0.000815-0.00790.496838
44-0.01672-0.1630.435444
45-0.070639-0.68850.246406
46-0.057362-0.55910.288707
470.0094010.09160.463593
480.2508452.44490.008165


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1148941.11980.132801
2-0.086785-0.84590.199873
3-0.127346-1.24120.108791
4-0.071145-0.69340.244865
50.0222990.21730.414203
6-0.024575-0.23950.405607
7-0.072134-0.70310.241866
8-0.074645-0.72750.23434
9-0.100662-0.98110.16451
10-0.131589-1.28260.101382
11-0.016673-0.16250.435627
12-0.020776-0.20250.419982
130.0881780.85950.196127
14-0.131274-1.27950.101918
15-0.059632-0.58120.281233
16-0.034348-0.33480.369265
17-0.070352-0.68570.247285
18-0.068529-0.66790.252895
19-0.086282-0.8410.201238
20-0.107142-1.04430.149501
21-0.113547-1.10670.135604
22-0.07766-0.75690.22548
230.2083312.03060.022548
240.0146970.14330.443197
250.2448652.38660.009492
26-0.116206-1.13260.130108
270.0347560.33880.367771
28-0.082399-0.80310.211953
29-0.031417-0.30620.380056
30-0.070166-0.68390.247855
31-0.07536-0.73450.232221
32-0.007787-0.07590.469831
330.0072910.07110.471747
34-0.111914-1.09080.139059
350.0206050.20080.420628
360.0798710.77850.219107
37-0.063663-0.62050.268203
38-0.154618-1.5070.067561
39-0.00386-0.03760.485033
40-0.107159-1.04450.149462
41-0.051296-0.50.309124
42-0.023698-0.2310.408913
430.0153490.14960.440698
440.0061140.05960.476303
45-0.070529-0.68740.246744
46-0.139085-1.35560.089216
47-0.087596-0.85380.197686
480.0314030.30610.380108