Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.5440
10.3276042.7990.003276
20.1435261.22630.112016
3-0.101203-0.86470.804975
4-0.327629-2.79930.996726
5-0.366684-3.1330.998754
6-0.208404-1.78060.960431
7-0.047452-0.40540.656827
80.1106950.94580.17369
90.1679851.43530.077741
100.1268191.08350.141067
110.0709830.60650.273039
120.0003060.00260.498961
13-0.093286-0.7970.785993
14-0.090291-0.77140.778535
15-0.07684-0.65650.743223
16-0.005384-0.0460.518284
170.0658810.56290.287618
180.0274110.23420.407742
190.0417110.35640.361293
200.1171381.00080.160109
210.0633030.54090.295125
22-0.046904-0.40070.655112
23-0.122427-1.0460.850497
24-0.156495-1.33710.907328
25-0.102148-0.87280.807171
26-0.009731-0.08310.533017
270.1450891.23960.109539
280.2547632.17670.016369
290.1929141.64830.051799
300.0519220.44360.329315
31-0.037648-0.32170.625688
32-0.141593-1.20980.884865
33-0.226294-1.93350.971471
34-0.161029-1.37580.91346
35-0.121831-1.04090.849328
36-0.05428-0.46380.677905
370.030630.26170.397143
380.0435610.37220.355418
390.057770.49360.311541
40-0.004048-0.03460.513749
41-0.023799-0.20330.580282
42-0.023042-0.19690.577761
43-0.003527-0.03010.51198
440.0145940.12470.450554
450.0217640.1860.426499
460.0092080.07870.468755
47-0.008181-0.06990.527766


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3276042.7990.003276
10.0405540.34650.364984
2-0.179084-1.53010.934842
3-0.290178-2.47930.992263
4-0.200424-1.71240.954468
5-0.002844-0.02430.50966
60.0284270.24290.404388
70.0251570.21490.415205
8-0.029849-0.2550.600291
9-0.059635-0.50950.694038
10-0.004196-0.03590.51425
110.0230260.19670.422292
12-0.038162-0.32610.627342
13-0.01467-0.12530.5497
14-0.024078-0.20570.581211
150.0307750.26290.396669
160.0505010.43150.333696
17-0.064482-0.55090.708318
18-0.014871-0.12710.550378
190.137631.17590.121725
200.0675730.57730.282743
21-0.093485-0.79870.786482
22-0.141019-1.20490.883927
23-0.061192-0.52280.698661
240.0664520.56780.285967
250.0726860.6210.268257
260.0973950.83210.204021
270.092650.79160.215579
28-0.01154-0.09860.539137
29-0.056709-0.48450.685266
300.0336530.28750.387262
310.0385510.32940.371407
32-0.063491-0.54250.705424
33-0.035322-0.30180.618166
34-0.08442-0.72130.763481
35-0.113492-0.96970.832295
36-0.089832-0.76750.777378
37-0.060197-0.51430.695709
380.0053890.0460.481702
39-0.096982-0.82860.794987
40-0.097227-0.83070.795577
41-0.042363-0.36190.640782
420.0165250.14120.444053
430.0176460.15080.440289
44-0.019133-0.16350.564701
45-0.029102-0.24860.597833
46-0.045916-0.39230.652013
47-0.072431-0.61890.73103