Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.210021.62680.054509
20.2381451.84470.035012
3-0.08852-0.68570.752221
4-0.130523-1.0110.841968
5-0.160995-1.24710.891389
60.0008490.00660.497387
70.2746222.12720.018761
80.2698152.090.020433
90.3208062.4850.007882
100.1475271.14270.128843
110.0632140.48970.313082
12-0.367312-2.84520.996968
13-0.02902-0.22480.588545
14-0.098741-0.76480.776319
15-0.022412-0.17360.568617
160.1168180.90490.184577
170.1614291.25040.108
180.0782250.60590.273423
19-0.085886-0.66530.745786
20-0.078219-0.60590.726559
21-0.057207-0.44310.670364
22-0.017672-0.13690.55421
23-0.054049-0.41870.661521
240.1029020.79710.214274
25-0.13838-1.07190.855969
26-0.090525-0.70120.757057
27-0.074761-0.57910.717653
28-0.148465-1.150.872647
29-0.061268-0.47460.681597
30-0.034866-0.27010.605984
310.0676430.5240.301118
32-0.01128-0.08740.534667
33-0.092824-0.7190.762537
34-0.184696-1.43070.921141
35-0.090833-0.70360.757796
36-0.209773-1.62490.945286
370.0013690.01060.495786
38-0.036839-0.28540.611823
390.0027530.02130.491529
400.0554090.42920.334658
410.0198730.15390.439088
42-0.018633-0.14430.557139
43-0.093997-0.72810.765306
44-0.11794-0.91360.817696
450.0042950.03330.486786
46-0.049044-0.37990.647316
470.0392860.30430.380975


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.210021.62680.054509
10.202991.57240.060564
2-0.186595-1.44540.92322
3-0.145766-1.12910.868324
4-0.053214-0.41220.659166
50.1079940.83650.203092
60.330432.55950.00651
70.1416831.09750.13841
80.1017470.78810.216863
90.0229120.17750.429866
100.0426320.33020.371191
11-0.362676-2.80930.996653
120.1637361.26830.104796
130.0808810.62650.26668
14-0.241693-1.87210.966969
15-0.036663-0.2840.611303
160.0421980.32690.372453
17-0.095475-0.73950.768769
18-0.017986-0.13930.555167
190.0217120.16820.433504
200.16051.24320.10931
210.1460751.13150.131175
22-0.138931-1.07620.856917
23-0.119768-0.92770.821364
24-0.076503-0.59260.722159
25-0.116392-0.90160.814554
26-0.058741-0.4550.674625
27-0.067975-0.52650.69977
280.0063630.04930.480426
29-0.061964-0.480.683504
30-0.039176-0.30350.618705
310.0525760.40730.342635
320.039820.30840.379407
33-0.105581-0.81780.791654
340.1067440.82680.205803
350.0337810.26170.397236
36-0.052399-0.40590.656864
37-0.147533-1.14280.871167
38-0.081816-0.63370.735671
390.0342070.2650.395973
400.1637881.26870.104725
410.0068330.05290.478982
42-0.005648-0.04380.517376
43-0.059604-0.46170.677013
440.0892330.69120.246055
45-0.079117-0.61280.72885
460.1643121.27280.104007
47-0.081576-0.63190.735069