Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.36660
1-0.004422-0.0370.514703
20.0622290.52060.302128
30.0674910.56470.287053
40.16781.40390.082383
50.0892990.74710.228743
6-0.037477-0.31360.622606
7-0.122897-1.02820.846309
8-0.110888-0.92780.821638
90.0318450.26640.395344
10-0.243941-2.0410.977486
11-0.110982-0.92850.821842
12-0.015886-0.13290.552677
13-0.122177-1.02220.844899
14-0.020989-0.17560.569445
15-0.04014-0.33580.631001
16-0.120528-1.00840.841634
170.0695660.5820.281207
180.0107290.08980.464363
190.0148510.12430.450735
200.039630.33160.370604
210.0316540.26480.395957
22-0.011387-0.09530.537814
230.2696052.25570.013609
240.0024660.02060.4918
25-0.181328-1.51710.933127
260.0373690.31260.377738
270.0895450.74920.228127
280.0012860.01080.495722
29-0.046966-0.39290.652225
30-0.154554-1.29310.899885
310.0959750.8030.212351
320.0486110.40670.342732
33-0.09508-0.79550.785494
34-0.068962-0.5770.717097
350.0504930.42250.336995
360.0402820.3370.368555
37-0.050197-0.420.662107
380.0352950.29530.384321
39-0.107097-0.8960.813348
400.1292521.08140.141616
41-0.039448-0.330.628825
42-0.067218-0.56240.712176
430.0110390.09240.463338
440.0316840.26510.395861
45-0.028111-0.23520.592629
46-0.037763-0.3160.62351
470.0219150.18340.427525


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.004422-0.0370.514703
10.0622110.52050.302181
20.0682890.57140.284796
30.1661981.39050.084389
40.088680.74190.230301
5-0.059127-0.49470.688818
6-0.165467-1.38440.914683
7-0.167737-1.40340.917539
80.012950.10830.457015
9-0.212911-1.78130.960403
10-0.06238-0.52190.698309
110.0789640.66070.2555
12-0.075341-0.63030.73474
130.0367290.30730.379763
140.0161720.13530.44638
15-0.145692-1.21890.886522
160.0349890.29270.385294
17-0.03978-0.33280.629869
180.0172610.14440.442794
190.0279480.23380.407901
20-0.029253-0.24470.596316
21-0.020646-0.17270.568322
220.2294241.91950.029499
23-0.026227-0.21940.586523
24-0.235577-1.9710.973659
25-0.075561-0.63220.735339
260.0542180.45360.325753
27-0.002472-0.02070.508222
280.0199560.1670.43394
29-0.057677-0.48260.684543
300.1520161.27190.103816
31-0.007992-0.06690.526561
32-0.048877-0.40890.658082
33-0.004726-0.03950.515715
34-0.076228-0.63780.737147
350.0115940.0970.461502
36-0.006934-0.0580.523047
370.0454440.38020.35247
38-0.023399-0.19580.577322
390.0332470.27820.390853
40-0.052776-0.44160.669916
41-0.046135-0.3860.649665
42-0.036984-0.30940.621044
43-0.001142-0.00960.503799
44-0.004598-0.03850.51529
45-0.087321-0.73060.766263
460.0571970.47850.316878
47-0.031952-0.26730.605