Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.5440
10.0334230.28560.388011
2-0.230803-1.9720.9738
3-0.031304-0.26750.605065
40.0451810.3860.350299
50.0579130.49480.311111
6-0.14447-1.23430.889484
7-0.122781-1.0490.85119
80.2711082.31630.011675
9-0.035663-0.30470.619272
10-0.268508-2.29410.987669
11-0.141061-1.20520.883995
120.2428032.07450.020779
130.0657270.56160.288065
14-0.224695-1.91980.970604
15-0.239264-2.04430.977733
160.1454861.2430.108917
170.0795740.67990.249365
18-0.124432-1.06320.854391
19-0.083701-0.71510.761599
200.1559431.33240.09344
210.1055190.90160.185128
22-0.014332-0.12250.548561
23-0.075568-0.64570.739735
240.2196021.87630.032307
250.054880.46890.320271
260.0005930.00510.497987
27-0.113835-0.97260.83302
28-0.011726-0.10020.539764
290.1036030.88520.189481
30-0.130209-1.11250.865215
31-0.146602-1.25260.89282
320.0551480.47120.319457
330.023910.20430.419348
340.0183760.1570.437838
35-0.033664-0.28760.612774
360.012290.1050.458328
37-0.025669-0.21930.586493
38-0.084277-0.72010.763108
39-0.111573-0.95330.828203
400.0513440.43870.331094
410.050090.4280.334967
420.0297720.25440.399962
43-0.057035-0.48730.686249
440.0067710.05780.477014
450.026040.22250.412277
460.0028350.02420.49037
47-0.002762-0.02360.509382


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0334230.28560.388011
1-0.23218-1.98370.974477
2-0.014855-0.12690.550325
3-0.006973-0.05960.523671
40.0484540.4140.340048
5-0.148444-1.26830.89564
6-0.093792-0.80140.787238
70.2355152.01220.023942
8-0.127355-1.08810.85994
9-0.186175-1.59070.941998
10-0.145697-1.24480.891414
110.2048431.75020.042145
12-0.087068-0.74390.770341
13-0.164064-1.40180.917389
14-0.208404-1.78060.960431
150.041450.35410.362124
16-0.07954-0.67960.750544
17-0.072213-0.6170.730418
18-0.026681-0.2280.589844
19-0.027611-0.23590.592917
20-0.036796-0.31440.622938
210.0932250.79650.214157
220.0833020.71170.23945
230.07790.66560.253891
24-0.139278-1.190.881047
250.1815251.55090.06262
260.0080210.06850.472776
27-0.101091-0.86370.804716
28-0.041166-0.35170.63697
29-0.114422-0.97760.834255
30-0.041613-0.35550.638395
31-0.117035-0.99990.83968
320.039750.33960.367556
33-0.018898-0.16150.563912
340.0587630.50210.308563
35-0.009255-0.07910.531405
36-0.023336-0.19940.578741
37-0.073475-0.62780.733945
38-0.078408-0.66990.747487
390.0217940.18620.4264
40-0.048956-0.41830.661515
41-0.00401-0.03430.51362
42-0.129033-1.10250.863057
43-0.029888-0.25540.60042
44-0.090516-0.77340.7791
45-0.096318-0.82290.79339
46-0.040896-0.34940.636108
470.0123070.10510.458273