Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.42610
1-0.108903-0.91760.81904
2-0.095202-0.80220.787438
30.0056520.04760.481075
4-0.215358-1.81460.963098
5-0.005875-0.04950.51967
60.2000531.68570.048124
7-0.00425-0.03580.514234
80.1165850.98240.164629
90.0178250.15020.440517
10-0.017412-0.14670.558114
110.044020.37090.3559
12-0.302342-2.54760.993493
13-0.02553-0.21510.584854
140.1443131.2160.114005
150.0094610.07970.468341
160.1261761.06320.145652
17-0.073929-0.62290.732339
18-0.108673-0.91570.818536
19-0.018354-0.15470.561232
20-0.009329-0.07860.531217
210.0403550.340.367418
22-0.040938-0.3450.634425
230.062430.5260.300249
24-0.052167-0.43960.669207
25-0.088219-0.74330.770137
26-0.071377-0.60140.725267
27-0.02319-0.19540.577181
28-0.025679-0.21640.585342
290.0607790.51210.305075
300.0549840.46330.322282
31-0.01192-0.10040.539862
32-0.111236-0.93730.824106
33-0.055889-0.47090.680433
340.0912160.76860.222341
35-0.107323-0.90430.815557
360.1613751.35980.089102
370.0084380.07110.471759
38-0.091927-0.77460.779423
390.0001230.0010.499588
40-0.030791-0.25940.601979
41-0.021508-0.18120.571647
420.0616760.51970.302448
43-0.052623-0.44340.670592
440.0566660.47750.317245
450.0086460.07290.471064
46-0.10353-0.87240.807024
470.0722970.60920.272174


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.108903-0.91760.81904
1-0.108347-0.91290.817819
2-0.018062-0.15220.560267
3-0.232687-1.96070.973079
4-0.067364-0.56760.713959
50.1514531.27620.103029
60.027620.23270.408319
70.1192081.00450.159284
80.0539640.45470.325354
90.1035650.87270.192897
100.0959980.80890.21064
11-0.297689-2.50840.992792
12-0.104015-0.87640.808128
130.0480950.40530.343254
140.0136850.11530.454261
150.0126530.10660.457697
16-0.129712-1.0930.860951
170.0441980.37240.355346
180.0113410.09560.46207
190.0164170.13830.445186
200.0264470.22280.412149
21-0.099792-0.84090.798377
220.1338091.12750.131665
23-0.160391-1.35150.909583
24-0.162519-1.36940.912407
25-0.102492-0.86360.804646
26-0.045005-0.37920.647171
270.0196560.16560.434462
28-0.110498-0.93110.822514
290.0474320.39970.345301
300.0796120.67080.252254
31-0.069752-0.58770.720714
320.0012950.01090.495661
330.0604040.5090.306174
34-0.032431-0.27330.60728
350.1203141.01380.157064
36-0.144927-1.22120.88697
37-0.059234-0.49910.690381
38-0.084308-0.71040.760105
39-0.025107-0.21160.583471
400.0217480.18330.427561
41-0.051454-0.43360.667039
42-0.000474-0.0040.501587
43-0.003305-0.02790.511071
44-0.010604-0.08930.535472
45-0.034163-0.28790.612853
46-0.01052-0.08860.535192
47-0.038511-0.32450.626743