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
21-0.012518-0.14810.558767
220.0350750.4150.339386
230.0118730.14050.444239
24-0.106882-1.26460.89595
25-0.076829-0.9090.817557
26-0.088876-1.05160.8526
27-0.078243-0.92580.821926
28-0.044517-0.52670.700393
290.0545470.64540.259859
300.1318121.55960.060553
310.0138670.16410.434955
320.0310280.36710.35704
330.0375910.44480.328582
340.0095490.1130.455101
350.016570.19610.422425
360.0149640.17710.429858
370.0310190.3670.357077
38-0.053609-0.63430.736542
39-0.085454-1.01110.843145
40-0.08352-0.98820.837625
41-0.028377-0.33580.631225
420.0133980.15850.437133
43-0.033042-0.3910.651789
440.0425280.50320.307808
450.0941691.11420.133548
460.0948041.12170.131948
47-0.02729-0.32290.626373


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
210.099231.17410.121172
22-0.03743-0.44290.670732
23-0.032873-0.3890.651053
24-0.047052-0.55670.7107
25-0.093248-1.10330.864111
26-0.05646-0.6680.747398
27-0.022904-0.2710.606605
280.0282450.33420.369363
290.0372760.44110.329927
30-0.066636-0.78840.784116
310.003020.03570.485772
320.0169880.2010.420494
33-0.009121-0.10790.542895
340.0432430.51170.304847
350.0252630.29890.382723
360.0075710.08960.464373
37-0.089849-1.06310.85522
38-0.043406-0.51360.695824
39-0.059385-0.70270.758281
400.034390.40690.34235
410.0292130.34570.365061
42-0.02674-0.31640.623913
430.0495310.58610.27939
440.077950.92230.178976
450.0908511.0750.142119
46-0.068091-0.80570.789098
470.1389861.64450.051158