Autocorrelation Function
Time lag kACF(k)T-STATP-value
0111.83220
10.1959752.31880.010927
2-0.062125-0.73510.768237
30.126381.49530.068538
4-0.023868-0.28240.610976
5-0.20358-2.40880.991347
6-0.024167-0.28590.612328
70.0903921.06950.143336
8-0.08724-1.03220.84813
90.0292130.34570.36506
100.2074632.45470.007663
110.2035942.4090.008649
12-0.015921-0.18840.574574
130.002320.02740.489071
140.014150.16740.433638
15-0.062152-0.73540.768334
16-0.077186-0.91330.818666
17-0.027316-0.32320.626488
180.0118060.13970.444555
19-0.03182-0.37650.646444
200.0730650.86450.194391
210.0397120.46990.319585
22-0.014744-0.17450.569122
23-0.008178-0.09680.538473
240.0645760.76410.223056
25-0.000972-0.01150.50458
26-0.026172-0.30970.621365
270.0600910.7110.239131
280.0093020.11010.456259
29-0.002066-0.02440.509735
300.0872581.03250.15182
310.0529320.62630.266068
32-0.052533-0.62160.732385
33-0.006177-0.07310.529077
34-0.022367-0.26460.604165
35-0.042906-0.50770.693758
360.0145890.17260.431599
370.0186910.22110.412649
380.0169070.20010.420865
390.0652930.77260.220545
400.0875621.0360.150983
41-0.094051-1.11280.866154
42-0.166305-1.96780.974464
43-0.131059-1.55070.938385
44-0.091915-1.08760.86067
45-0.01475-0.17450.569147
460.0728230.86170.195176
470.0165380.19570.42257


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1959752.31880.010927
1-0.104546-1.2370.890923
20.1685611.99440.024023
3-0.103075-1.21960.887666
4-0.159417-1.88620.969334
50.0300910.3560.361173
60.0744640.88110.189896
7-0.082452-0.97560.834523
80.0757050.89580.18596
90.128321.51830.065596
100.1889452.23560.01348
11-0.072549-0.85840.803934
12-0.02211-0.26160.602998
13-0.020602-0.24380.596117
140.0370830.43880.330752
15-0.034556-0.40890.658372
16-0.048074-0.56880.714806
170.0160740.19020.424717
180.0001150.00140.499457
190.0475060.56210.287476
20-0.078054-0.92360.821345
21-0.030027-0.35530.638545
220.015510.18350.427329
230.0858761.01610.155667
24-0.016487-0.19510.577191
250.0021480.02540.489878
260.06060.7170.237275
270.0217150.25690.398803
280.0135450.16030.436452
290.0611770.72390.235179
30-0.008085-0.09570.538036
31-0.004466-0.05280.521034
32-0.006366-0.07530.529966
33-0.068132-0.80610.789236
34-0.009215-0.1090.543335
350.032580.38550.350229
36-0.016235-0.19210.576027
370.0014480.01710.493178
380.057430.67950.248967
390.0427910.50630.306716
40-0.151525-1.79290.962424
41-0.159299-1.88490.969239
42-0.094923-1.12310.86835
430.009980.11810.453087
440.0758860.89790.185391
450.0517090.61180.270823
46-0.064034-0.75770.775036
47-0.05649-0.66840.747509