Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.41620
10.2057981.52620.06634
20.0814740.60420.274087
30.0033720.0250.49007
4-0.115935-0.85980.803184
5-0.060475-0.44850.672222
6-0.659278-4.88930.999995
7-0.182147-1.35080.908861
8-0.020256-0.15020.559431
9-0.021748-0.16130.563772
100.0506680.37580.354269
110.0387950.28770.387324
120.4336673.21620.001089
130.1155050.85660.19769
140.0372420.27620.391716
150.0309380.22940.409688
16-0.038358-0.28450.611441
17-0.103718-0.76920.777465
18-0.433398-3.21420.998905
19-0.158199-1.17320.877121
20-0.080254-0.59520.722918
21-0.026452-0.19620.577402
220.0301640.22370.411908
230.1223780.90760.18403
240.3820822.83360.003212
250.1110410.82350.206889
260.0709810.52640.300359
270.0442470.32810.372024
28-0.03432-0.25450.599979
29-0.056356-0.41790.661193
30-0.30109-2.23290.985179
31-0.029093-0.21580.585013
32-0.025142-0.18650.573615
33-0.043537-0.32290.625995
340.0529140.39240.348131
350.0264460.19610.422616
360.2606141.93280.029211
370.1042720.77330.221328
380.0227970.16910.433182
390.0598950.44420.329324
40-0.08078-0.59910.724212
41-0.08653-0.64170.73814
42-0.191164-1.41770.919042
43-0.160123-1.18750.879934
44-0.057934-0.42970.665436
45-0.067858-0.50330.691602
460.0265840.19710.422219
470.0767180.5690.285851


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2057981.52620.06634
10.0408520.3030.38153
2-0.022088-0.16380.56476
3-0.121122-0.89830.813519
4-0.014017-0.1040.541208
5-0.668329-4.95650.999996
60.1280960.950.173138
70.0412650.3060.38037
8-0.037405-0.27740.608746
9-0.131671-0.97650.833453
100.1576591.16920.123676
11-0.033219-0.24640.596838
12-0.099632-0.73890.768442
130.1229830.91210.182858
140.018420.13660.445921
15-0.107211-0.79510.785012
16-0.152917-1.13410.869157
17-0.12906-0.95710.828656
18-0.088003-0.65260.741649
19-0.054254-0.40240.655509
200.0445250.33020.37125
21-0.038784-0.28760.612645
220.0283470.21020.417133
23-0.010742-0.07970.531603
24-0.094735-0.70260.757358
250.0003110.00230.499085
260.0742080.55030.292156
27-0.096463-0.71540.761302
280.0603130.44730.328209
29-0.01165-0.08640.534268
300.0763590.56630.286749
31-0.053312-0.39540.652951
320.0857170.63570.263806
330.0033820.02510.490042
34-0.045327-0.33620.630982
350.0218650.16220.435889
360.1874391.39010.085052
37-0.10953-0.81230.789939
380.0269690.20.421107
39-0.008395-0.06230.52471
40-0.056241-0.41710.660883
410.0457190.33910.367926
42-0.019918-0.14770.558447
43-0.040091-0.29730.616331
44-0.021967-0.16290.564407
45-0.02777-0.20590.581203
46-0.064995-0.4820.684146
47-0.103783-0.76970.777608