Table 3

Autocorrelation and partial autocorrelation functions of the first difference time series

AutocorrelationPartial correlationACPACQ-Statp Value
Embedded Image Embedded Image 1−0.448−0.4484.8400.028
20.193−0.0095.7880.055
3−0.094−0.0146.0270.110
40.3360.3639.2390.055
5−0.2350.06810.9130.053
60.1510.02311.6510.070
70.0700.17011.8210.107
8−0.105−0.15812.2310.141
9−0.129−0.30612.8970.167
100.154−0.08213.9320.176
11−0.0110.03213.9380.236
12−0.199−0.10616.0600.189
130.0800.03116.4490.226
14−0.079−0.09316.8790.263
15−0.036−0.06516.9850.320
16−0.088−0.01617.7330.340
170.021−0.18117.7880.402
18−0.056−0.02918.3000.436
19−0.0250.10618.4510.493
200.0000.03218.4510.558
  • AC, autocorrelation; PAC, partial correlation; Q-Stat, Q-statistic.