Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.34850
1-0.544662-4.00240.999904
2-0.059321-0.43590.667684
30.2402731.76560.041555
4-0.237364-1.74430.956598
50.0912790.67080.252616
60.2125071.56160.062112
7-0.334986-2.46160.991472
80.0215580.15840.43736
90.4121353.02860.001882
10-0.495898-3.64410.999698
110.2681881.97080.026942
12-0.019677-0.14460.557215
13-0.18799-1.38140.913583
140.2464331.81090.03786
15-0.055043-0.40450.656273
16-0.252102-1.85260.965294
170.293342.15560.017795
180.0161240.11850.45306
19-0.215903-1.58660.940774
200.1452451.06730.145286
21-0.08527-0.62660.733221
220.0270320.19860.421643
230.1809951.330.094549
24-0.153054-1.12470.867157
25-0.187966-1.38130.913557
260.3558262.61480.005774
27-0.241473-1.77450.959188
280.0674170.49540.31116
290.1028410.75570.22655
30-0.243687-1.79070.960528
310.1755041.28970.101328
320.034380.25260.400752
33-0.131-0.96270.829993
340.0167540.12310.451235
350.1582741.16310.124957
36-0.237208-1.74310.956498
370.1995671.46650.074155
38-0.108903-0.80030.786469
39-0.017862-0.13130.55197
400.1203340.88430.190235
41-0.090555-0.66540.745699
42-0.006236-0.04580.518191
430.0381040.280.390272
440.0033720.02480.490161
45-0.013598-0.09990.539613
460.0237520.17450.431047
47-0.072131-0.53010.700877


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.544662-4.00240.999904
1-0.506123-3.71920.999762
2-0.160665-1.18060.87854
3-0.286604-2.10610.98007
4-0.251017-1.84460.964707
50.1554881.14260.129124
6-0.00982-0.07220.528631
7-0.332704-2.44490.991108
80.2601111.91140.030632
9-0.031664-0.23270.591555
100.0081130.05960.476341
11-0.055753-0.40970.658177
12-0.028807-0.21170.583427
13-0.036081-0.26510.604045
14-0.059459-0.43690.668049
15-0.196586-1.44460.922827
16-0.077752-0.57140.714937
170.0757630.55670.290002
180.1867081.3720.087865
19-0.149935-1.10180.862282
20-0.054759-0.40240.655508
210.0943750.69350.245481
220.1590211.16860.123857
230.2354381.73010.044661
24-0.060786-0.44670.671555
250.1170170.85990.196825
26-0.124115-0.91210.817102
27-0.103027-0.75710.773858
280.095330.70050.243302
29-0.078728-0.57850.717345
30-0.053601-0.39390.652393
31-0.196095-1.4410.922321
32-0.024971-0.18350.572454
330.0451960.33210.370543
34-0.028815-0.21170.583448
350.0552160.40580.343263
360.0298390.21930.413634
37-0.06852-0.50350.691675
380.1296010.95240.172576
39-0.186848-1.3730.912293
40-0.107106-0.78710.782658
410.0204920.15060.440431
420.04120.30280.381618
43-0.040621-0.29850.616766
44-0.036576-0.26880.605437
45-0.03837-0.2820.610475
460.0064440.04740.481203
470.0133110.09780.46122