Autocorrelation Function
Time lag kACF(k)T-STATP-value
016.92820
10.4792093.32010.000862
20.3510992.43250.009387
30.1745821.20950.116189
40.0724760.50210.308938
50.1557771.07930.142934
60.11910.82520.206684
70.0491160.34030.367562
80.0525040.36380.358818
90.0460470.3190.375547
10-0.185884-1.28780.898012
11-0.334713-2.3190.98765
12-0.435596-3.01790.997967
13-0.362122-2.50890.992229
14-0.203192-1.40780.917176
15-0.090338-0.62590.732821
16-0.209836-1.45380.923743
17-0.069847-0.48390.684677
18-0.047865-0.33160.62919
19-0.103752-0.71880.762131
20-0.045735-0.31690.623638
21-0.153186-1.06130.853069
22-0.054213-0.37560.645564
230.1162610.80550.212258
240.1574391.09080.140409
250.1395820.96710.169182
260.096350.66750.253814
27-0.041642-0.28850.612898
28-0.010271-0.07120.528217
29-0.064939-0.44990.672601
30-0.070301-0.48710.685784
31-0.014658-0.10160.540232
320.0409510.28370.388923
330.0985990.68310.248909
34-0.006323-0.04380.51738
35-0.041724-0.28910.613115
36-0.136338-0.94460.825198
37-0.089943-0.62310.731931
380.0113150.07840.46892
390.0050410.03490.486141
400.0618120.42820.335195
410.0298930.20710.418401
420.0231920.16070.436511
430.0301630.2090.417677
44-0.027567-0.1910.575331
450.007160.04960.48032
46-0.02336-0.16180.563944
470.0056770.03930.484394


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.4792093.32010.000862
10.1576641.09230.140071
2-0.056834-0.39380.652248
3-0.047724-0.33060.628823
40.1725981.19580.118826
50.0149780.10380.458891
6-0.097326-0.67430.74832
70.0323270.2240.411867
80.0620730.43010.334541
9-0.337092-2.33540.988126
10-0.308932-2.14030.981282
11-0.144184-0.99890.838582
120.0226320.15680.438029
130.0251790.17440.431124
140.0975360.67570.251222
15-0.1555-1.07730.856642
160.1931671.33830.093551
170.1549081.07320.144267
18-0.111232-0.77060.777651
19-0.033192-0.230.59045
20-0.106042-0.73470.766946
21-0.11362-0.78720.782478
22-0.036029-0.24960.598025
23-0.011386-0.07890.531273
240.0260770.18070.428694
25-0.03125-0.21650.585246
26-0.166274-1.1520.872482
270.0267830.18560.426785
28-0.027112-0.18780.574103
290.0265410.18390.427441
300.0264170.1830.427774
31-0.07084-0.49080.687095
320.0790620.54780.293199
33-0.071858-0.49780.689568
34-0.037437-0.25940.601771
350.0363450.25180.401133
36-0.057491-0.39830.653916
370.0248070.17190.432133
38-0.048785-0.3380.631579
39-0.046017-0.31880.624376
40-0.050411-0.34930.635789
41-0.029777-0.20630.581287
42-0.023898-0.16560.565404
430.0249950.17320.431624
440.0918840.63660.263709
45-0.100912-0.69910.756081
46-0.050616-0.35070.636317
47NANANA