Autocorrelation Function
Time lag kACF(k)T-STATP-value
0110.2470
10.2726642.7940.003095
2-0.166103-1.70210.954148
3-0.30185-3.0930.998731
4-0.286593-2.93670.997962
50.0237090.24290.404262
60.1736161.7790.039064
70.0394180.40390.34355
8-0.283144-2.90140.997736
9-0.288364-2.95490.998069
10-0.165673-1.69760.953732
110.2502572.56440.005875
120.8073668.2730
130.2294892.35160.01028
14-0.115106-1.17950.879564
15-0.283846-2.90860.997784
16-0.270592-2.77270.996711
170.0057820.05930.476432
180.1418281.45330.07456
190.0367270.37630.35371
20-0.256722-2.63060.995098
21-0.241313-2.47270.992493
22-0.139715-1.43170.922393
230.2373662.43230.008348
240.6785556.95310
250.1653591.69440.046575
26-0.112294-1.15070.87376
27-0.255178-2.61480.994879
28-0.245925-2.520.993379
290.003780.03870.48459
300.1062791.0890.139317
310.0202730.20770.417917
32-0.240523-2.46460.992331
33-0.223276-2.28790.987926
34-0.140618-1.44090.923707
350.2188572.24260.013511
360.5836065.98020
370.1184761.2140.113732
38-0.10491-1.0750.857583
39-0.228105-2.33740.989342
40-0.197384-2.02260.977171
410.0001050.00110.49957
420.096390.98770.162784
430.0147580.15120.440044
44-0.222392-2.27880.98765
45-0.188965-1.93630.972241
46-0.122314-1.25330.893567
470.17571.80040.037335


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2726642.7940.003095
1-0.259761-2.66180.995502
2-0.201539-2.06520.979315
3-0.211812-2.17040.983886
40.0755240.77390.220366
50.0106210.10880.456772
6-0.121591-1.24590.892219
7-0.347468-3.56050.999721
8-0.157981-1.61880.945757
9-0.227937-2.33570.989295
100.1397991.43250.077483
110.6894497.06480
12-0.149209-1.52890.935357
130.1447791.48350.070462
14-0.016783-0.1720.568104
150.014220.14570.442214
16-0.039571-0.40550.657026
17-0.081819-0.83840.798144
18-0.019951-0.20440.580795
19-0.007619-0.07810.53104
200.0471380.4830.315044
210.0215780.22110.412719
220.0284620.29170.385564
230.0784790.80420.211557
24-0.125628-1.28730.899591
25-0.046278-0.47420.681832
260.0104380.1070.457514
27-0.053335-0.54650.707066
280.0184490.1890.425213
29-0.079455-0.81420.791304
300.0014830.01520.493951
31-0.030588-0.31340.622714
32-0.089017-0.91220.818111
33-0.092757-0.95050.827974
34-0.053982-0.55320.709333
350.003810.0390.484467
36-0.075346-0.77210.779096
37-0.029251-0.29970.617515
380.0055420.05680.477409
390.039780.40760.342188
40-0.067705-0.69380.75532
410.0161060.1650.434614
42-0.047227-0.48390.685281
43-0.000821-0.00840.503348
44-0.00125-0.01280.505099
45-0.00745-0.07630.530355
46-0.099225-1.01680.844195
47-0.02762-0.2830.611141