Autocorrelation Function
Time lag kACF(k)T-STATP-value
0110.2470
1-0.49172-5.03860.999999
2-0.101994-1.04510.850818
30.3198343.27730.000711
4-0.265227-2.71780.996155
50.0364680.37370.354695
60.0927090.950.17215
7-0.025552-0.26180.603016
8-0.22439-2.29930.988267
90.3294653.3760.000516
10-0.182086-1.86580.967572
11-0.1012-1.0370.848938
120.3588963.67760.000187
13-0.296787-3.04120.998512
140.0801570.82140.206651
150.1472861.50920.067121
16-0.217216-2.22580.985918
170.0483010.49490.310839
180.0881610.90340.184197
19-0.07096-0.72710.765616
20-0.102256-1.04780.851435
210.1605281.64490.051488
22-0.125605-1.28710.899549
23-0.001525-0.01560.50622
240.208142.13280.017636
25-0.174707-1.79020.961849
260.0605450.62040.268169
270.0134370.13770.445375
28-0.033281-0.3410.633118
29-0.027685-0.28370.611394
300.0246780.25290.400429
31-0.10497-1.07560.857719
320.0544410.55790.289065
330.0783160.80250.212038
34-0.065831-0.67460.749283
35-0.049754-0.50980.694377
360.1364861.39860.082445
37-0.044667-0.45770.675943
38-0.063032-0.64590.740118
390.122631.25660.105847
40-0.105306-1.07910.858483
41-0.023345-0.23920.594299
420.0585560.60.274892
43-0.030972-0.31740.624202
44-0.014025-0.14370.557
45-0.027297-0.27970.609874
460.0777180.79640.213805
47-0.077457-0.79370.78542


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.49172-5.03860.999999
1-0.453413-4.64610.999995
20.0398280.40810.342011
3-0.110054-1.12770.868996
4-0.091117-0.93370.823692
5-0.075728-0.7760.780249
60.0856080.87720.191185
7-0.302523-3.09990.998758
80.0768240.78720.216464
9-0.088483-0.90670.816673
10-0.080619-0.82610.794689
110.138761.42190.079015
120.0464280.47570.317624
130.0674440.69110.245514
140.1271181.30260.097786
15-0.036159-0.37050.644129
16-0.019083-0.19550.577326
17-0.050555-0.5180.697239
180.038430.39380.347266
19-0.085198-0.8730.807678
20-0.104051-1.06620.855613
21-0.0997-1.02160.845345
22-0.056527-0.57920.718162
230.0351950.36060.359544
240.1076871.10350.136174
250.0736050.75420.226202
26-0.040983-0.41990.66231
270.0448630.45970.323337
28-0.04328-0.44350.670836
29-0.058757-0.60210.72579
30-0.24324-2.49250.992875
31-0.039685-0.40660.657452
32-0.040157-0.41150.659222
330.1398021.43250.07748
34-0.140042-1.4350.922871
350.0459210.47050.31947
36-0.011137-0.11410.545318
37-0.007008-0.07180.528555
38-0.025166-0.25790.601496
390.0357710.36650.357347
40-0.076822-0.78720.783529
41-0.024827-0.25440.600159
42-0.02606-0.2670.605017
430.0970750.99470.161079
44-0.144453-1.48020.929093
450.0246450.25250.400558
46-0.088022-0.9020.815427
47-0.088439-0.90620.816556