Autocorrelation Function
Time lag kACF(k)T-STATP-value
0111.83220
10.3615434.27781.7e-05
20.0245650.29070.385872
3-0.043699-0.51710.697035
40.0062660.07410.470501
5-0.078834-0.93280.823731
6-0.066641-0.78850.784132
7-0.113011-1.33720.908331
8-0.007844-0.09280.536908
9-0.122629-1.4510.925486
10-0.102094-1.2080.885456
110.0490260.58010.281395
120.0696870.82460.205514
130.0547320.64760.259153
140.0914991.08260.140416
150.0131630.15570.438228
160.0016330.01930.492304
17-0.032453-0.3840.649215
180.0383550.45380.325329
190.0731930.8660.193977
200.0514440.60870.271857
21-0.022947-0.27150.606803
220.0860111.01770.155288
230.00190.02250.491049
24-0.120612-1.42710.922111
25-0.186221-2.20340.985399
26-0.01067-0.12630.550143
27-0.048667-0.57580.717174
28-0.104134-1.23210.890016
29-0.130641-1.54580.937791
30-0.008684-0.10270.540846
310.0451320.5340.297092
320.0663990.78560.216701
33-0.022558-0.26690.605036
340.0030310.03590.485721
35-0.008827-0.10440.541518
360.075950.89870.185191
370.0020710.02450.490244
38-0.107721-1.27460.897714
39-0.135189-1.59960.944026
400.0120240.14230.443538
41-0.003355-0.03970.515806
420.0669480.79210.214808
430.0579820.6860.246908
440.1371761.62310.05341
450.0642310.760.224269
46-0.032427-0.38370.6491
47-0.070166-0.83020.796086


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3615434.27781.7e-05
1-0.12211-1.44480.924629
2-0.011114-0.13150.552217
30.0360220.42620.335303
4-0.115444-1.3660.912928
50.0051370.06080.475808
6-0.10669-1.26240.895542
70.0704180.83320.203078
8-0.17918-2.12010.982119
9-0.004324-0.05120.520364
100.1110581.31410.095489
11-0.046778-0.55350.709591
120.0712990.84360.20016
130.0405490.47980.316064
14-0.056044-0.66310.74583
150.0126630.14980.440559
16-0.03889-0.46020.67694
170.0964931.14170.127759
180.0118720.14050.444243
190.0395150.46760.320416
20-0.008443-0.09990.539718
210.1062331.2570.105431
22-0.055659-0.65860.744371
23-0.129075-1.52720.93552
24-0.089721-1.06160.854875
250.0905571.07150.142898
26-0.113493-1.34290.909257
27-0.054996-0.65070.741855
28-0.039704-0.46980.680379
29-0.010115-0.11970.547546
300.0397730.47060.319328
310.0099360.11760.453289
32-0.102078-1.20780.88542
33-0.037497-0.44370.671019
34-0.001002-0.01190.504722
350.1146831.35690.088491
36-0.097996-1.15950.875888
37-0.111591-1.32040.905565
38-0.021605-0.25560.600696
390.0688660.81480.208277
40-0.013055-0.15450.561269
410.0776180.91840.179998
420.0407050.48160.315412
430.1100121.30170.097581
44-0.02134-0.25250.599487
45-0.031619-0.37410.645562
460.0184720.21860.413654
470.0974021.15250.125546