Autocorrelation Function
Time lag kACF(k)T-STATP-value
0111.83220
10.317953.7620.000124
20.1026291.21430.113335
30.0979111.15850.124317
4-0.063666-0.75330.773736
5-0.234806-2.77830.996892
6-0.129779-1.53560.93655
7-0.074969-0.8870.811713
8-0.07924-0.93760.824962
9-0.009676-0.11450.545493
100.1015141.20110.115865
110.138321.63660.051978
120.1412961.67180.048395
130.2109522.4960.00686
140.1395771.65150.050439
15-0.076897-0.90990.817769
16-0.003376-0.03990.515905
17-0.038346-0.45370.67463
180.0503750.5960.276053
190.0940561.11290.133833
200.1187751.40540.081065
210.0861221.0190.154977
220.0566840.67070.251761
23-0.045398-0.53720.703994
24-0.051222-0.60610.727275
25-0.094315-1.11590.866821
26-0.061892-0.73230.767399
270.0127820.15120.440005
28-0.055054-0.65140.742076
29-0.081923-0.96930.832973
300.0519020.61410.27007
310.0812050.96080.169147
320.1500231.77510.039028
330.0820280.97060.166719
340.0025460.03010.488005
35-0.012307-0.14560.557782
360.0299070.35390.361984
37-0.045865-0.54270.705895
38-0.114743-1.35770.911621
39-0.071586-0.8470.800785
400.0048920.05790.476962
41-0.056525-0.66880.747641
420.0232740.27540.391714
43-0.027192-0.32170.625933
440.0637920.75480.22582
450.0291710.34520.365249
460.0452270.53510.296702
47-0.04361-0.5160.696664


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.317953.7620.000124
10.0017090.02020.491946
20.0720790.85290.197599
3-0.129135-1.52790.935608
4-0.207224-2.45190.992279
50.0026170.0310.48767
6-0.003166-0.03750.514913
7-0.017184-0.20330.580411
80.0056410.06670.473442
90.0666140.78820.215959
100.0836390.98960.16203
110.0649450.76840.221762
120.1312371.55280.061362
130.0269770.31920.375028
14-0.139605-1.65180.949595
150.0843190.99770.16008
16-0.007606-0.090.53579
170.2055122.43170.008147
180.0921871.09080.138625
190.0453590.53670.296167
200.0201190.23810.406094
21-0.011963-0.14150.556179
22-0.080108-0.94790.827581
23-0.02051-0.24270.595697
24-0.074508-0.88160.810247
250.0174830.20690.418211
260.0584190.69120.245286
27-0.070767-0.83730.798081
28-0.106128-1.25570.894345
29-0.001253-0.01480.505905
300.0043240.05120.479636
310.0834160.9870.162676
32-0.046543-0.55070.708642
33-0.093469-1.10590.864676
340.0209410.24780.402333
350.120831.42970.077518
360.0063190.07480.470253
37-0.141324-1.67220.951637
38-0.05889-0.69680.756457
390.0311780.36890.356377
400.0170940.20230.420005
410.1246881.47530.071185
42-0.156777-1.8550.967151
430.0837320.99070.161762
44-0.025007-0.29590.616122
450.0422920.50040.308786
46-0.03221-0.38110.648151
474.1e-055e-040.499805