Autocorrelation Function
Time lag kACF(k)T-STATP-value
0111.83220
10.2915263.44940.000371
20.0221260.26180.396931
30.0238290.28190.389201
4-0.08951-1.05910.854311
5-0.119855-1.41810.920815
6-0.156509-1.85180.966922
70.0597590.70710.240345
80.021760.25750.398598
90.0321080.37990.352295
100.0910741.07760.141533
110.0753950.89210.186939
120.0390140.46160.322535
13-0.027386-0.3240.626804
140.0173190.20490.418967
150.0480870.5690.285143
160.0859681.01720.155409
170.0025560.03020.487956
180.101121.19650.116769
190.159651.8890.03048
200.079090.93580.175492


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2915263.44940.000371
1-0.0687-0.81290.791163
20.0405880.48020.315902
3-0.117723-1.39290.917074
4-0.06304-0.74590.771512
5-0.120965-1.43130.92271
60.1604981.8990.029808
7-0.063156-0.74730.771925
80.0576120.68170.248286
90.0247380.29270.38509
100.0504930.59740.275588
11-0.006907-0.08170.532508
12-0.001847-0.02190.508704
130.0241320.28550.38783
140.0684850.81030.209563
150.0892621.05620.146358
16-0.057173-0.67650.750076
170.1386811.64090.051532
180.0886061.04840.14813
190.0584550.69160.245152
20-0.056313-0.66630.746843