Autocorrelation Function
Time lag kACF(k)T-STATP-value
0111.83220
10.1947342.30410.011344
2-0.060454-0.71530.762192
30.1272891.50610.067146
4-0.027527-0.32570.627435
5-0.209694-2.48110.99286
6-0.027976-0.3310.629435
70.0895881.060.145481
8-0.084832-1.00370.841382
90.0331970.39280.347535
100.2007542.37540.009444
110.203792.41130.008597
12-0.009513-0.11260.544728
130.0018430.02180.491317
140.0073470.08690.465425
15-0.056113-0.66390.746089
16-0.078157-0.92480.82166
17-0.031211-0.36930.643768
180.0132030.15620.438041
19-0.026977-0.31920.624973
200.0717440.84890.198696
210.0396790.46950.319724
22-0.011423-0.13520.553659
23-0.011871-0.14050.555751
240.0609760.72150.23591
25-0.001765-0.02090.508316
26-0.030169-0.3570.639173
270.0576250.68180.248236
280.0057290.06780.473029
29-0.003425-0.04050.516132
300.0892981.05660.146258
310.0551580.65260.257529
32-0.050766-0.60070.725486
33-0.006067-0.07180.528562
34-0.023644-0.27980.609965
35-0.044744-0.52940.701323
360.0139780.16540.434436
370.0187510.22190.412369
380.0172480.20410.419292
390.0633480.74950.227392
400.0860071.01770.1553
41-0.08973-1.06170.854899
42-0.161935-1.9160.971301
43-0.127952-1.51390.933853
44-0.089616-1.06040.854595
45-0.014011-0.16580.565714
460.0716540.84780.198993
470.015850.18750.425756


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1947342.30410.011344
1-0.102252-1.20990.885816
20.168251.99080.024227
3-0.10612-1.25560.894328
4-0.165106-1.95360.973627
50.0272810.32280.373668
60.0762760.90250.184169
7-0.078435-0.92810.822512
80.0767780.90850.1826
90.1179541.39570.082514
100.1931462.28530.011898
11-0.067552-0.79930.787262
12-0.02271-0.26870.605724
13-0.027436-0.32460.627026
140.0458840.54290.294029
15-0.035979-0.42570.664515
16-0.044166-0.52260.698953
170.0096590.11430.454585
180.0039410.04660.481437
190.0487980.57740.282303
20-0.073762-0.87280.807855
21-0.035767-0.42320.663601
220.0115890.13710.445566
230.0867021.02590.15336
24-0.014325-0.16950.567175
25-0.006806-0.08050.532033
260.060270.71310.238477
270.0169330.20040.420747
280.0167650.19840.421525
290.0620490.73420.232036
30-0.00877-0.10380.541249
31-0.00305-0.03610.514369
32-0.006389-0.07560.530074
33-0.065266-0.77220.779361
34-0.01069-0.12650.550235
350.0339190.40130.344391
36-0.013004-0.15390.561032
370.0042760.05060.47986
380.0516240.61080.271153
390.0415680.49180.311801
40-0.146016-1.72770.956875
41-0.157678-1.86570.96791
42-0.093099-1.10160.863729
430.0115730.13690.445641
440.0751730.88950.187643
450.0520590.6160.269457
46-0.068429-0.80970.790248
47-0.057459-0.67990.751145