Autocorrelation Function
Time lag kACF(k)T-STATP-value
0111.83220
10.2384182.8210.002742
20.0101040.11950.452506
3-0.068789-0.81390.791464
4-0.11067-1.30950.90374
5-0.097157-1.14960.873862
6-0.178789-2.11550.981919
70.0532790.63040.264727
8-0.001563-0.01850.507365
90.0677880.80210.211932
100.0472380.55890.288551
11-0.063936-0.75650.77469
12-0.013063-0.15460.561306
13-0.022001-0.26030.6025
140.0983061.16320.123368
150.0985341.16590.122825
160.0602920.71340.238399
17-0.050682-0.59970.725154
180.0756030.89450.186284
190.1933992.28830.011808
200.0611260.72320.235367
21-0.013056-0.15450.561272
220.0644250.76230.223584
230.0149850.17730.429764
24-0.147203-1.74170.958124
25-0.119415-1.41290.920052
26-0.160061-1.89390.969847
27-0.083384-0.98660.837231
280.0470260.55640.289407
290.126281.49420.068692
300.1067841.26350.104256
31-0.001716-0.02030.508086
320.0100430.11880.452792
33-0.006451-0.07630.530369
34-0.010206-0.12080.54797
350.0255870.30270.381266
360.0321260.38010.352215
370.0501140.5930.277082
38-0.014433-0.17080.567677
39-0.07247-0.85750.803677
40-0.10268-1.21490.886781
41-0.062897-0.74420.771002
42-0.009195-0.10880.543239
430.005970.07060.471892
440.0609150.72080.23613
450.0561020.66380.253953
460.0576310.68190.248214
47-0.006998-0.08280.532936


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2384182.8210.002742
1-0.049556-0.58640.72071
2-0.063244-0.74830.772235
3-0.083508-0.98810.837591
4-0.056493-0.66840.747522
5-0.160594-1.90020.970267
60.1291151.52770.06442
7-0.072937-0.8630.805194
80.0650580.76980.221365
9-0.009676-0.11450.545491
10-0.08619-1.01980.845213
110.0053650.06350.474738
120.0200210.23690.406544
130.0892011.05540.146522
140.0793790.93920.174616
150.0127160.15050.440308
16-0.098047-1.16010.87601
170.170912.02220.022529
180.1754482.07590.019865
190.0373230.44160.329726
20-0.007472-0.08840.535161
210.1206031.4270.077904
22-0.024847-0.2940.615401
23-0.093559-1.1070.864905
24-0.004036-0.04780.51901
25-0.142991-1.69190.953554
26-0.033326-0.39430.653028
270.033610.39770.345737
280.0357160.42260.336621
29-0.000395-0.00470.501862
30-0.039397-0.46620.679086
31-0.045861-0.54260.705879
320.0087530.10360.458831
33-0.021836-0.25840.60175
340.050630.59910.275051
350.0438020.51830.302542
36-0.051086-0.60450.726742
37-0.081968-0.96990.833106
38-0.022749-0.26920.605903
39-0.026125-0.30910.621154
40-0.030124-0.35640.638975
410.0289470.34250.366242
420.003830.04530.481957
430.0337820.39970.344986
440.0703020.83180.203462
450.1038031.22820.110714
46-0.041551-0.49160.688126
470.1664671.96970.025425