Autocorrelation Function
Time lag kACF(k)T-STATP-value
0170
10.0726860.50880.306587
20.1899071.32940.094944
30.3844962.69150.004852
40.0149940.1050.458418
50.1423620.99650.161944
60.1249860.87490.192948
7-0.270085-1.89060.9677
8-0.132604-0.92820.82108
9-0.043284-0.3030.618408
10-0.339041-2.37330.989202
11-0.122042-0.85430.80145
12-0.258498-1.80950.961744
13-0.246847-1.72790.95485
14-0.04949-0.34640.63475
15-0.077817-0.54470.705792
16-0.098512-0.68960.753145
170.1095980.76720.223325
180.0055510.03890.484582
19-0.107803-0.75460.772956
200.1525881.06810.145351
210.125850.8810.191322
22-0.050286-0.3520.636826
230.1958181.37070.088353
24-0.050941-0.35660.638533
25-0.01101-0.07710.530559
260.1863971.30480.099032
27-0.085597-0.59920.724092
28-0.080969-0.56680.713277
290.0563250.39430.347543
30-0.086636-0.60650.726494
310.0953350.66730.253842
32-0.006454-0.04520.517925
33-0.156023-1.09220.859948
340.0681710.47720.317671
35-0.016942-0.11860.546959
36-0.094223-0.65960.743688
370.0374730.26230.397091
38-0.046434-0.3250.626733
39-0.068914-0.48240.684164
400.0660.4620.323064
41-0.037216-0.26050.60222
42-0.063706-0.44590.671199
430.0430910.30160.382104
440.0181550.12710.449696
45-0.04479-0.31350.622396
460.0286650.20070.4209
470.0252960.17710.430092


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0726860.50880.306587
10.1856041.29920.099972
20.3745782.6220.005806
3-0.047594-0.33320.629782
40.0107280.07510.470223
5-0.016408-0.11490.545487
6-0.344948-2.41460.990235
7-0.282177-1.97520.973056
8-0.006333-0.04430.517591
9-0.106144-0.7430.769487
100.0219020.15330.439389
11-0.113092-0.79160.783808
120.0195590.13690.44583
130.0284110.19890.42159
140.075920.53140.298758
150.0208420.14590.442301
160.1073370.75140.228015
17-0.033608-0.23530.592505
18-0.33624-2.35370.988678
19-0.193182-1.35230.908752
200.156781.09750.138902
21-0.035832-0.25080.598501
220.1383740.96860.168747
23-0.036385-0.25470.599988
240.0198470.13890.445037
25-0.005279-0.0370.514664
26-0.065573-0.4590.675873
27-0.0655-0.45850.675689
28-0.011415-0.07990.531682
29-0.034138-0.2390.593935
300.1288730.90210.185705
31-0.097914-0.68540.751839
32-0.023935-0.16750.566186
33-0.02962-0.20730.581698
340.0177760.12440.450742
35-0.069487-0.48640.685578
36-0.044-0.3080.620307
37-0.027493-0.19250.575908
38-0.003989-0.02790.511082
39-0.022383-0.15670.561929
400.0671220.46990.320271
41-0.018051-0.12640.550017
420.0309850.21690.414595
43-0.002549-0.01780.507081
440.0050540.03540.48596
45-0.160143-1.1210.866124
46-0.080401-0.56280.711934
47-0.03105-0.21730.58558