Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.81020
10.0296370.23150.408861
20.0053940.04210.483267
30.0840890.65680.256905
4-0.059611-0.46560.678412
5-0.00144-0.01120.50447
60.0798740.62380.267532
70.0677280.5290.299371
80.0498450.38930.349204
90.1932891.50960.06815
10-0.139958-1.09310.860677
11-0.052167-0.40740.657442
12-0.230623-1.80120.961694
13-0.007605-0.05940.523585
140.2016841.57520.060191
150.0404570.3160.376547
160.0402980.31470.377019
17-0.111177-0.86830.805688
180.1165950.91060.183036
190.0349030.27260.393042
200.0048280.03770.48502
210.0501670.39180.34828
220.0729980.57010.28534
230.1935051.51130.067935
24-0.102464-0.80030.786671
25-0.101826-0.79530.785235
26-0.207259-1.61870.944669
270.0663880.51850.30299
28-0.020137-0.15730.562225
290.1018530.79550.214705
30-0.086801-0.67790.749813
31-0.102736-0.80240.78728
320.0392190.30630.380205
33-0.13177-1.02920.846266
34-0.025066-0.19580.57728
35-0.038425-0.30010.617444
360.02070.16170.436049
370.0664350.51890.302863
380.0855460.66810.253284
39-0.143373-1.11980.866401
40-0.041995-0.3280.627981
410.077110.60230.27462
42-0.059284-0.4630.677503
430.0764430.5970.276345
44-0.062831-0.49070.687308
45-0.090364-0.70580.758489
46-0.035571-0.27780.608955
47-0.154987-1.21050.884619


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0296370.23150.408861
10.004520.03530.485978
20.0838710.65510.257448
3-0.065073-0.50820.693438
40.0019270.01510.49402
50.0740240.57810.282647
60.0743150.58040.281886
70.0416710.32550.372974
80.1814821.41740.080724
9-0.159908-1.24890.891767
10-0.043446-0.33930.632235
11-0.279891-2.1860.983669
120.0545150.42580.335884
130.2015181.57390.060341
140.0612160.47810.317139
150.0007010.00550.497824
16-0.182622-1.42630.920564
170.1708381.33430.093535
180.1599161.2490.108222
190.040780.31850.375596
200.0513590.40110.344865
21-0.096071-0.75030.772032
220.1487961.16210.124854
23-0.191751-1.49760.930306
24-0.103396-0.80750.788756
25-0.140936-1.10070.862333
260.0602770.47080.319738
27-0.025843-0.20180.579642
280.0518840.40520.343363
29-0.113332-0.88520.810224
300.0372090.29060.386168
31-0.013625-0.10640.542198
320.0370730.28950.386571
33-0.013155-0.10270.540749
340.0884820.69110.246072
35-0.164965-1.28840.898767
36-0.051048-0.39870.654246
37-0.009336-0.07290.528944
380.0229410.17920.429197
390.0589980.46080.323296
40-0.007482-0.05840.523205
41-0.114182-0.89180.811996
420.0524520.40970.341744
43-0.015467-0.12080.547877
44-0.019098-0.14920.55904
45-0.116093-0.90670.815937
46-0.135894-1.06140.853645
47-0.059515-0.46480.678145