Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.3176782.46070.00838
20.1057170.81890.208047
30.1055760.81780.208356
40.0587690.45520.325296
50.0685310.53080.298745
6-0.017274-0.13380.552997
7-0.162077-1.25540.892907
8-0.093528-0.72450.764203
9-0.151304-1.1720.877084
10-0.065178-0.50490.692249
11-0.122295-0.94730.826356
12-0.339156-2.62710.994542
13-0.10309-0.79850.786144
14-0.015221-0.11790.54673
15-0.084731-0.65630.742937
16-0.167344-1.29620.900072
17-0.029765-0.23060.590779
180.0150270.11640.453863
190.067550.52320.301368
20-0.079602-0.61660.730082
210.0359420.27840.39083
22-0.003626-0.02810.511157
230.0033940.02630.489557
240.0882010.68320.248555
250.0989510.76650.223201
260.0619880.48020.316432
270.142311.10230.13736
280.1162710.90060.185693
29-0.000365-0.00280.501122
30-0.003814-0.02950.511736
31-0.033409-0.25880.601656
320.0746960.57860.282515
33-0.126461-0.97960.834382
34-0.166038-1.28610.898329
35-0.046197-0.35780.63914
36-0.082873-0.64190.738319
37-0.021364-0.16550.565441
38-0.000727-0.00560.502236
39-0.001544-0.0120.504753
400.0995350.7710.221867
410.0257880.19980.421174
420.0048030.03720.485224
43-0.01531-0.11860.547001
44-0.071303-0.55230.708606
450.0874830.67760.250302
460.0897530.69520.244799
47-0.033298-0.25790.601326


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3176782.46070.00838
10.0053360.04130.483583
20.0783890.60720.273005
30.0029150.02260.49103
40.0480440.37220.355546
5-0.06704-0.51930.697266
6-0.162729-1.26050.893814
7-0.003546-0.02750.510912
8-0.124155-0.96170.82997
90.0470490.36440.358406
10-0.1066-0.82570.793882
11-0.275876-2.13690.981655
120.1042480.80750.211284
130.0008970.00690.497241
14-0.069814-0.54080.704667
15-0.18385-1.42410.9202
160.1172040.90790.183792
17-0.032834-0.25430.599946
18-0.017296-0.1340.553065
19-0.16808-1.30190.901044
200.0713530.55270.291262
21-0.053459-0.41410.659858
22-0.078756-0.610.727931
23-0.013474-0.10440.541388
240.0857760.66440.254484
250.0649830.50340.308278
260.0123680.09580.461999
27-0.041879-0.32440.626615
28-0.05711-0.44240.670096
290.0333840.25860.398417
30-0.075835-0.58740.720436
310.0135310.10480.458437
32-0.145915-1.13030.868567
33-0.063045-0.48830.686457
340.0407730.31580.376615
35-0.112393-0.87060.806277
360.1334921.0340.152637
37-0.053-0.41050.658563
380.1518181.1760.122124
390.0210240.16290.435591
40-0.052404-0.40590.656876
41-0.053003-0.41060.658571
42-0.070712-0.54770.707045
430.0025570.01980.49213
44-0.025169-0.1950.576959
450.0406140.31460.377081
46-0.039743-0.30780.620368
47-0.022361-0.17320.568466