Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.60230
10.8143517.00530
20.5613334.82884e-06
30.2596872.23390.014255
40.1225031.05380.147699
50.063020.54210.294683
60.0662040.56950.285367
70.0618070.53170.29827
80.0019830.01710.493218
9-0.129708-1.11580.865939
10-0.349727-3.00850.998206
11-0.53103-4.56810.99999
12-0.611281-5.25840.999999
13-0.507901-4.36910.99998
14-0.343366-2.95370.997897
15-0.165301-1.4220.920382
16-0.092956-0.79960.786759
17-0.067377-0.57960.718027
18-0.091515-0.78720.783172
19-0.115808-0.99620.838804
20-0.095521-0.82170.793057
21-0.010107-0.08690.534526
220.1454211.2510.107445
230.3137852.69930.004303
240.3945773.39430.000554
250.3703273.18570.001057
260.2626892.25970.013391
270.1357451.16770.123333
280.0485140.41730.338822
290.0295870.25450.399901
300.0400720.34470.365645
310.0683930.58830.279049
320.032680.28110.3897
33-0.02744-0.23610.592977
34-0.153459-1.32010.904566
35-0.243152-2.09170.98005
36-0.297456-2.55880.993727
37-0.262322-2.25660.986506
38-0.156973-1.35030.909487
39-0.057184-0.49190.687883
400.0261740.22520.41124
410.0201660.17350.431376
42-0.005637-0.04850.519273
43-0.046556-0.40050.655026
44-0.025501-0.21940.586516
450.0201290.17320.431499
460.0915050.78720.216852
470.131311.12960.131153


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.8143517.00530
1-0.302332-2.60080.994387
2-0.292223-2.51380.992941
30.3706443.18840.001049
4-0.025325-0.21790.585928
5-0.142569-1.22640.888036
60.0784530.67490.250928
7-0.186469-1.60410.943521
8-0.277587-2.38790.990251
9-0.327214-2.81480.996875
10-0.042595-0.36640.642449
110.0456340.39260.347888
120.1287921.10790.135745
13-0.049167-0.4230.663221
140.0450440.38750.349757
15-0.049266-0.42380.663531
160.0304240.26170.397134
170.0022060.0190.492455
18-0.167744-1.4430.923378
190.0095390.08210.46741
200.0226590.19490.422994
21-0.014627-0.12580.549895
220.2088541.79660.038237
23-0.073408-0.63150.735164
240.0215780.18560.426626
250.0416830.35860.36047
26-0.16717-1.43810.922682
27-0.016672-0.14340.556823
280.1101120.94720.173306
29-0.225628-1.94090.971962
300.0409140.3520.362935
31-0.112738-0.96980.83235
320.0886470.76260.224071
330.0409770.35250.362734
34-0.007491-0.06440.525604
350.0484940.41720.338885
360.0153480.1320.447659
370.0456320.39250.347894
38-0.027635-0.23770.593623
39-0.002907-0.0250.509943
40-0.083886-0.72160.763596
41-0.017692-0.15220.560276
420.014290.12290.451251
430.0141060.12130.451873
440.0515210.44320.329458
45-0.164374-1.4140.919223
460.0311120.26760.394861
470.0412820.35510.361753