Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.07110
10.2433331.72060.045752
2-0.073157-0.51730.696387
30.0722090.51060.30594
40.0788160.55730.289899
50.2035051.4390.078191
60.116170.82140.207647
7-0.144265-1.02010.843707
8-0.090319-0.63870.737018
9-0.074699-0.52820.700153
100.0080120.05670.477524
11-0.026037-0.18410.572663
12-0.245406-1.73530.955575
13-0.104313-0.73760.767898
14-0.025744-0.1820.571854
150.02720.19230.424131
160.078130.55250.291546
17-0.035669-0.25220.599046
18-0.027572-0.1950.576895
190.1245760.88090.191297
200.1622891.14760.128307
21-0.02538-0.17950.570849
22-0.149401-1.05640.852074
230.0052560.03720.48525
240.1295150.91580.182082
25-0.023815-0.16840.566525
26-0.096384-0.68150.750663
27-0.086193-0.60950.727515
28-0.117875-0.83350.795737
29-0.058547-0.4140.659675
30-0.02784-0.19690.577633
31-0.062841-0.44440.670648
32-0.178418-1.26160.893528
33-0.089052-0.62970.734118
34-0.057789-0.40860.657723
35-0.117108-0.82810.79422
36-0.027155-0.1920.575747
37-0.016568-0.11720.546396
38-0.028821-0.20380.580331
390.0674160.47670.317824
400.0012990.00920.496354
41-0.029502-0.20860.5822
420.0430890.30470.380934
430.027480.19430.42336
440.0759190.53680.296883
450.0377940.26720.39519
460.0269010.19020.424955
470.0170170.12030.452354


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2433331.72060.045752
1-0.140699-0.99490.837711
20.1374510.97190.167883
30.0119880.08480.466392
40.2209471.56230.062259
50.0031770.02250.491083
6-0.151894-1.07410.856022
7-0.038827-0.27460.607604
8-0.127478-0.90140.814152
90.0441510.31220.378095
10-0.083289-0.58890.720723
11-0.166897-1.18010.878236
120.0524660.3710.356105
13-0.050328-0.35590.638285
140.1101990.77920.21976
150.0477340.33750.368566
160.03120.22060.413144
170.0305970.21640.414797
180.0665560.47060.319979
190.0991750.70130.243191
20-0.189122-1.33730.90641
21-0.121692-0.86050.803188
220.0253440.17920.429249
230.0307740.21760.414312
24-0.097046-0.68620.752127
25-0.052831-0.37360.644848
260.0566020.40020.345345
27-0.068417-0.48380.684672
28-0.050439-0.35670.638574
29-0.014427-0.1020.540424
300.034450.24360.404269
31-0.128623-0.90950.816276
32-0.023548-0.16650.565785
33-0.129746-0.91740.818342
34-0.139714-0.98790.836027
350.0315650.22320.412145
36-0.015241-0.10780.542695
370.0473020.33450.369711
380.029010.20510.419152
39-0.035032-0.24770.597316
400.0327830.23180.408815
410.0005220.00370.498535
42-0.055159-0.390.650916
43-0.03238-0.2290.590085
440.0475480.33620.369057
450.037380.26430.396312
46-0.130652-0.92380.819998
470.0161980.11450.454634