Autocorrelation Function
Time lag kACF(k)T-STATP-value
016.92820
10.3917672.71420.0046
20.3864182.67720.005065
30.404162.80010.003669
40.1986391.37620.087572
50.2924812.02640.024151
60.1527111.0580.147673
70.0064110.04440.482379
8-0.021801-0.1510.559713
9-0.044998-0.31180.621713
10-0.033133-0.22960.590293
11-0.113981-0.78970.783202
12-0.096488-0.66850.746487
13-0.104536-0.72420.763785
14-0.005189-0.03590.514264
150.0623830.43220.333766
16-0.163064-1.12970.8679
170.0534250.37010.356454
180.0491960.34080.367356
19-0.030711-0.21280.583798
200.1272690.88170.191155
210.0273090.18920.425367
22-0.09239-0.64010.737424
230.071710.49680.310792
24-0.086434-0.59880.723949
25-0.165811-1.14880.871829
26-0.130783-0.90610.815293
27-0.217989-1.51030.931236
28-0.077338-0.53580.702718
29-0.23931-1.6580.948079
30-0.212448-1.47190.92621
31-0.21937-1.51980.932444
32-0.146231-1.01310.841958
33-0.124288-0.86110.803267
34-0.144653-1.00220.83936
35-0.07768-0.53820.703531
36-0.119304-0.82660.793711
37-0.029866-0.20690.581526
380.0704590.48820.313831
39-0.082664-0.57270.715243
400.0022410.01550.49384
410.0093660.06490.474265
420.0157720.10930.456722
430.072740.5040.308299
44-0.015099-0.10460.541439
45-0.01549-0.10730.542508
46-0.066328-0.45950.676038
47-0.017076-0.11830.546839


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3917672.71420.0046
10.275171.90640.031295
20.2385261.65260.052474
3-0.085655-0.59340.722163
40.1204040.83420.204155
5-0.075756-0.52480.698948
6-0.167632-1.16140.874386
7-0.146042-1.01180.841648
80.0107750.07470.4704
90.0564910.39140.348623
10-0.0696-0.48220.684073
110.0146810.10170.459704
120.0123720.08570.466026
130.1510641.04660.150262
140.1023320.7090.240885
15-0.276116-1.9130.969137
160.1150670.79720.214628
170.0840840.58250.281462
18-0.081757-0.56640.71313
19-0.002423-0.01680.506663
200.0751320.52050.302544
21-0.168387-1.16660.875437
220.0428280.29670.38398
23-0.142148-0.98480.835177
24-0.170547-1.18160.878405
25-0.002927-0.02030.508048
26-0.028877-0.20010.578863
270.1632351.13090.131853
28-0.227937-1.57920.93957
290.0513240.35560.361855
30-0.025988-0.18010.571065
310.0370380.25660.399291
32-0.075366-0.52210.698016
33-0.026771-0.18550.57318
34-0.01933-0.13390.552988
350.0243810.16890.433287
360.0398560.27610.391818
37-0.072589-0.50290.691337
380.0451820.3130.377808
39-0.043036-0.29820.616566
40-0.065789-0.45580.674704
410.0505350.35010.363891
420.0028380.01970.492196
430.0726430.50330.308532
44-0.096342-0.66750.746167
45-0.082417-0.5710.714669
460.0037670.02610.489643
47NANANA