Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.68110
10.3371642.58980.006039
2-0.071059-0.54580.706373
3-0.220783-1.69590.952409
4-0.101327-0.77830.780252
50.1124960.86410.195517
60.387992.98020.002089
70.0827130.63530.263835
8-0.218194-1.6760.950483
9-0.22224-1.70710.953465
10-0.090968-0.69870.756269
110.3616062.77750.003666
120.4779863.67150.00026
130.2913562.2380.014506
14-0.103432-0.79450.784948
15-0.196342-1.50810.931571
16-0.11201-0.86040.803465
170.1547431.18860.11968
180.145841.12020.13358
19-0.03642-0.27970.609674
20-0.151991-1.16750.87614
21-0.214471-1.64740.947602
22-0.073163-0.5620.711869
230.1379091.05930.146891
240.2672392.05270.022273
25-0.013273-0.1020.540429
26-0.132082-1.01450.842766
27-0.160084-1.22960.888142
28-0.005503-0.04230.516788
290.0357720.27480.392226
300.0284880.21880.413772
31-0.09032-0.69380.754724
32-0.174814-1.34280.907755
33-0.110715-0.85040.800736
34-0.024118-0.18530.573167
350.0456460.35060.363564
36-0.032535-0.24990.598235
37-0.031564-0.24240.595362
38-0.138718-1.06550.854508
39-0.100032-0.76840.777332
40-0.011007-0.08450.533545
410.0187760.14420.442908
42-0.057948-0.44510.671063
43-0.06426-0.49360.688287
44-0.095986-0.73730.768063
45-0.074943-0.57570.71648
460.0016190.01240.495061
47-0.023309-0.1790.570739


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3371642.58980.006039
1-0.208433-1.6010.942641
2-0.143375-1.10130.862377
30.0237380.18230.427972
40.1204140.92490.179387
50.3185792.44710.0087
6-0.201499-1.54770.936484
7-0.148451-1.14030.870611
80.0258810.19880.421553
9-0.030697-0.23580.592793
100.427093.28050.000871
110.1142920.87790.191782
120.2053441.57730.060039
13-0.053251-0.4090.657999
14-0.076724-0.58930.721055
150.0241590.18560.426709
16-0.136205-1.04620.850135
17-0.105471-0.81010.789441
18-0.115161-0.88460.81001
190.1183110.90880.183587
200.0192710.1480.441414
21-0.105004-0.80660.788418
22-0.064096-0.49230.687845
23-0.030018-0.23060.590779
24-0.213678-1.64130.946972
25-0.076294-0.5860.719954
260.0112280.08620.465783
270.1144380.8790.19148
28-0.036382-0.27950.609563
29-0.053217-0.40880.657906
300.0757330.58170.281487
31-0.069327-0.53250.701814
320.0045310.03480.486176
33-0.048706-0.37410.64517
34-0.056684-0.43540.66757
35-0.024495-0.18810.574296
360.0447280.34360.366198
370.0481020.36950.356546
38-0.085383-0.65580.742762
39-0.024547-0.18850.574452
40-0.050481-0.38780.650204
410.0326720.2510.401359
420.0343410.26380.396435
43-0.117801-0.90480.815387
440.0416340.31980.375125
45-0.012505-0.09610.538098
460.0004480.00340.498632
47-0.070866-0.54430.705868