Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9355817.2470
20.8129166.29680
30.649735.03282e-06
40.4710443.64870.000277
50.2784732.1570.017509
60.1102080.85370.198342
7-0.028836-0.22340.412005
8-0.147519-1.14270.128855
9-0.239055-1.85170.034495
10-0.303861-2.35370.010941
11-0.353656-2.73940.004047
12-0.405196-3.13860.001316
13-0.445371-3.44980.000516
14-0.471981-3.6560.000271
15-0.483705-3.74680.000202
16-0.482754-3.73940.000207
17-0.450775-3.49170.000454
18-0.390268-3.0230.001839
19-0.307153-2.37920.010274
20-0.221614-1.71660.045604
21-0.123973-0.96030.170382
22-0.029399-0.22770.410317
230.0491280.38050.352442
240.0940960.72890.23446
250.1229220.95220.17242
260.1266560.98110.165248
270.1059940.8210.20744
280.0755850.58550.280211
290.0469960.3640.358559
300.0252370.19550.422837
310.0135440.10490.458397
320.0167650.12990.448555
330.0330130.25570.399522
340.0488230.37820.353315
350.0613860.47550.318081
360.0677520.52480.300826
370.0642630.49780.31023
380.0522580.40480.343537
390.0393990.30520.38064
400.0275530.21340.41586
410.0164960.12780.449375
420.009610.07440.470455
430.0076690.05940.476415
440.0101620.07870.46876
450.0151890.11770.453369
460.0191850.14860.441182
470.0183030.14180.443866
480.0167080.12940.448731


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9355817.2470
2-0.500407-3.87610.000133
3-0.248557-1.92530.029467
4-0.051369-0.39790.346056
5-0.205521-1.5920.058325
60.1868241.44710.076532
70.0019250.01490.494078
8-0.212771-1.64810.052278
90.0516430.40.345278
10-0.087566-0.67830.250099
11-0.163439-1.2660.105205
12-0.160513-1.24330.109291
13-0.019163-0.14840.441248
14-0.021719-0.16820.433482
15-0.00897-0.06950.472418
16-0.057318-0.4440.329326
170.0792870.61420.270718
180.0325380.2520.400935
190.0050780.03930.484376
20-0.18085-1.40090.083204
210.0868060.67240.251957
22-0.007315-0.05670.477502
23-0.102147-0.79120.215965
24-0.183306-1.41990.080409
250.047590.36860.356851
26-0.110376-0.8550.197985
27-0.09021-0.69880.2437
280.011080.08580.465946
29-0.089958-0.69680.244307
300.0491770.38090.352304
310.1023590.79290.215489
32-0.159308-1.2340.111009
330.0662680.51330.30481
34-0.050098-0.38810.349673
35-0.034591-0.26790.394833
36-0.065398-0.50660.307157
37-0.051064-0.39550.346922
380.0268460.20790.417987
390.0694960.53830.296175
40-0.148347-1.14910.127539
41-0.054089-0.4190.338368
42-0.029596-0.22920.409727
43-0.003658-0.02830.488746
44-0.108113-0.83740.202835
450.0171480.13280.447386
46-0.03138-0.24310.404392
47-0.005286-0.04090.483739
480.0312850.24230.404676