Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.21110
1-0.387784-2.79640.996387
20.0217520.15690.437982
30.01250.09010.464262
4-0.145086-1.04620.849852
5-0.106509-0.7680.777033
60.0010780.00780.496914
70.0124930.09010.464281
80.0706750.50960.306229
90.0694670.50090.309267
10-0.00291-0.0210.50833
11-0.011452-0.08260.532749
12-0.000111-8e-040.500317
13-0.04249-0.30640.619739
14-0.000718-0.00520.502056
15-0.033155-0.23910.594011
160.0022130.0160.493663
170.0905940.65330.258227
18-0.048979-0.35320.637314
19-0.064348-0.4640.677715
200.0728910.52560.300693
210.0383150.27630.391709
22-0.01129-0.08140.532286
23-0.019234-0.13870.554889
24-0.019646-0.14170.556057
25-0.027853-0.20080.5792
260.0104920.07570.469991
270.0181280.13070.44825
280.0160360.11560.454191
290.0117220.08450.466481
30-0.006597-0.04760.51888
31-0.032362-0.23340.591802
32-0.02131-0.15370.560768
330.0172880.12470.450634
340.0215540.15540.438543
35-0.00311-0.02240.508902
360.002160.01560.493817
370.0146750.10580.458064
38-0.003238-0.02330.509269
39-0.017208-0.12410.549137
40-0.012845-0.09260.536721
41-0.003685-0.02660.510548
420.0081640.05890.476641
430.0133430.09620.461858
440.0091460.0660.473835
45-0.002035-0.01470.505826
46-0.006934-0.050.519844
47-0.002875-0.02070.508232


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.387784-2.79640.996387
1-0.15139-1.09170.859998
2-0.043961-0.3170.623747
3-0.184358-1.32940.905244
4-0.299375-2.15880.98225
5-0.268413-1.93560.970816
6-0.216022-1.55780.937321
7-0.135613-0.97790.833679
8-0.077902-0.56180.711653
9-0.109083-0.78660.782459
10-0.139464-1.00570.840389
11-0.100656-0.72580.764404
12-0.082853-0.59750.723604
13-0.047835-0.34490.634235
14-0.093856-0.67680.749235
15-0.123401-0.88990.811179
160.0002330.00170.499332
17-0.029285-0.21120.583214
18-0.1751-1.26270.893829
19-0.137545-0.99190.837069
20-0.003136-0.02260.508977
210.0550280.39680.346565
22-0.007696-0.05550.522023
23-0.070754-0.51020.693969
24-0.084497-0.60930.727516
25-0.019522-0.14080.555704
260.0568130.40970.341861
270.0682180.49190.31242
280.0237570.17130.432322
29-0.00371-0.02680.510621
30-0.014023-0.10110.540079
31-0.01516-0.10930.543315
320.0051210.03690.485342
330.0181940.13120.448062
340.0111260.08020.46818
35-0.002181-0.01570.506245
36-0.021454-0.15470.561174
37-0.032649-0.23540.592603
38-0.012639-0.09110.536133
390.008560.06170.47551
40-0.007452-0.05370.521323
41-0.040536-0.29230.614394
42-0.054075-0.38990.650914
43-0.037171-0.2680.605138
44-0.015568-0.11230.544477
45-0.015564-0.11220.544464
46-0.027292-0.19680.577626
47-0.034907-0.25170.598874