Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.68110
1-0.119298-0.91630.818392
2-0.217671-1.6720.950086
30.1235250.94880.173294
40.0072580.05570.477866
5-0.198442-1.52430.933607
6-0.110358-0.84770.799979
7-0.155707-1.1960.881761
80.0144150.11070.456107
90.0372850.28640.387792
10-0.098366-0.75560.773541
11-0.08079-0.62060.731361
120.7000715.37731e-06
13-0.045738-0.35130.636699
14-0.196123-1.50640.931356
150.1190240.91420.182156
160.0415360.3190.375409
17-0.171089-1.31420.903061
18-0.098531-0.75680.773918
19-0.144901-1.1130.86489
200.0080790.06210.475363
210.0535730.41150.341096
22-0.114009-0.87570.807633
23-0.078438-0.60250.725423
240.5042793.87340.000136
25-0.022577-0.17340.568541
26-0.149764-1.15040.872682
270.1178260.9050.184563
280.0077890.05980.476247
29-0.10413-0.79980.786494
30-0.059549-0.45740.675469
31-0.071908-0.55230.708597
32-0.059796-0.45930.676147
330.0114990.08830.46496
34-0.058725-0.45110.673205
35-0.05937-0.4560.674978
360.3501882.68980.004641
370.0009150.0070.497207
38-0.105512-0.81050.789532
390.0671460.51580.303975
40-0.031603-0.24270.595477
41-0.030795-0.23650.593083
42-0.043847-0.33680.631268
43-0.043057-0.33070.628988
44-0.028908-0.2220.587477
450.0064130.04930.480438
46-0.006783-0.05210.520689
47-0.035714-0.27430.607603


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.119298-0.91630.818392
1-0.235251-1.8070.962069
20.0680650.52280.30153
3-0.018795-0.14440.55715
4-0.16957-1.30250.901096
5-0.186277-1.43080.921122
6-0.314759-2.41770.990637
7-0.136659-1.04970.85093
8-0.108604-0.83420.796234
9-0.208951-1.6050.943081
10-0.338847-2.60270.994161
110.5703564.3812.5e-05
120.0881680.67720.250454
130.1084290.83290.204141
14-0.02188-0.16810.566447
150.0585340.44960.32732
160.096950.74470.229709
170.0700480.5380.296284
18-0.003809-0.02930.51162
19-0.019896-0.15280.560471
200.133741.02730.154241
21-0.09943-0.76370.775966
22-0.056109-0.4310.665972
23-0.098698-0.75810.774299
24-0.074131-0.56940.714381
25-0.014333-0.11010.543644
26-0.036391-0.27950.60959
27-0.165757-1.27320.89603
28-0.02703-0.20760.581881
290.0019980.01530.493904
300.1372911.05460.147964
31-0.09451-0.72590.764629
32-0.120904-0.92870.821581
330.007210.05540.478012
340.0993490.76310.224217
350.0801620.61570.270217
36-0.033218-0.25520.600253
370.0393940.30260.381634
38-0.075418-0.57930.717703
39-0.023642-0.18160.571739
40-0.069881-0.53680.703276
41-0.096658-0.74240.769619
42-0.022967-0.17640.569714
430.0920780.70730.241094
440.0457840.35170.363169
450.0452610.34770.364668
460.0080620.06190.475415
47-0.135047-1.03730.848089