Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.3053882.36550.010627
20.0789520.61160.271569
30.0877510.67970.249649
4-0.013297-0.1030.540846
5-0.081506-0.63130.734894
6-0.229905-1.78080.959999
7-0.151415-1.17290.877255
8-0.082348-0.63790.737005
9-0.040095-0.31060.6214
10-0.052277-0.40490.656518
110.1526741.18260.120815
120.6817035.28051e-06
130.2069131.60270.057122
140.022490.17420.431146
150.0334610.25920.39819
16-0.068936-0.5340.702335
17-0.110006-0.85210.801228
18-0.229364-1.77660.959652
19-0.170469-1.32040.90415
20-0.101115-0.78320.781714
21-0.105697-0.81870.791908
22-0.099732-0.77250.77858
230.0772170.59810.276005
240.4575223.5440.000385
250.1422371.10180.137482
260.0040720.03150.48747
27-0.013188-0.10220.540512
28-0.062289-0.48250.684392
29-0.092915-0.71970.762753
30-0.183469-1.42110.919774
31-0.095593-0.74050.769045
32-0.043684-0.33840.631869
33-0.046015-0.35640.638616
34-0.037161-0.28780.612772
350.0548770.42510.336152
360.3668372.84150.003063
370.115230.89260.187827
380.022720.1760.430448
390.0173910.13470.446645
40-0.03076-0.23830.593757
41-0.085579-0.66290.74503
42-0.164564-1.27470.896336
43-0.121061-0.93770.823929
44-0.109803-0.85050.800794
45-0.112725-0.87320.806973
46-0.084878-0.65750.743302
47-0.061333-0.47510.681775


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3053882.36550.010627
1-0.015781-0.12220.548442
20.07510.58170.281467
3-0.067086-0.51960.697389
4-0.067679-0.52420.698977
5-0.211427-1.63770.946641
6-0.018504-0.14330.556746
7-0.020665-0.16010.563319
80.0275860.21370.415762
9-0.054655-0.42340.663224
100.1942261.50450.068854
110.6531695.05942e-06
12-0.257294-1.9930.974592
13-0.142263-1.1020.862561
14-0.134792-1.04410.849685
15-0.096075-0.74420.770167
16-0.043141-0.33420.630291
170.0620450.48060.316275
180.056350.43650.332025
190.0147110.11390.454829
20-0.046985-0.36390.641412
21-0.003848-0.02980.51184
22-0.035108-0.27190.606702
23-0.070247-0.54410.705817
24-0.021872-0.16940.566981
250.0075590.05860.476751
26-0.068631-0.53160.701522
270.0767450.59450.277219
280.0147290.11410.454773
290.0174390.13510.446499
300.0818430.6340.26426
310.0135870.10520.458268
320.0595660.46140.323091
330.0111740.08660.465656
34-0.106743-0.82680.794194
350.0538670.41730.338991
36-0.076372-0.59160.721822
370.0562720.43590.332243
380.1085130.84050.201972
390.0278410.21570.414995
40-0.065281-0.50570.692529
41-0.044841-0.34730.635222
42-0.195764-1.51640.932663
43-0.16134-1.24970.891875
44-0.106717-0.82660.794138
450.012170.09430.462604
46-0.023693-0.18350.572496
47-0.138456-1.07250.8561