Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.325215-2.38980.010188
2-0.29941-2.20020.016045
30.1894821.39240.084754
40.0823930.60550.273704
5-0.091794-0.67450.25142
60.1178790.86620.195099
7-0.224925-1.65290.052082
80.2391741.75760.042245
90.0538150.39550.347031
10-0.351998-2.58660.00621
11-0.085387-0.62750.266499
120.5016713.68650.000264
13-0.156633-1.1510.1274
14-0.214992-1.57990.059989
150.0260940.19180.424329
160.0776260.57040.285376
17-0.007465-0.05490.478227
18-0.012191-0.08960.464474
19-0.136915-1.00610.159424
200.2204051.61960.055568
21-0.038796-0.28510.388333
22-0.211882-1.5570.062655
230.0531870.39080.348726
240.1801491.32380.09557
250.0229870.16890.433244
26-0.158241-1.16280.125006
27-0.054915-0.40350.344071
280.1880811.38210.086315
29-0.08112-0.59610.276798
300.0111220.08170.467582
31-0.031963-0.23490.407596
320.0439480.3230.373989
330.0293250.21550.415097
34-0.087247-0.64110.262074
35-0.104456-0.76760.223037
360.1949461.43260.078874
370.0022990.01690.493291
38-0.123786-0.90960.183528
390.0327420.24060.405387
400.0516160.37930.352977
41-0.060667-0.44580.328758
420.0543260.39920.345657
43-0.030297-0.22260.412329
44-0.019724-0.14490.442649
450.0817520.60080.275259
46-0.04505-0.33110.370944
47-0.08428-0.61930.269153
480.1088650.80.213611


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.325215-2.38980.010188
2-0.453097-3.32960.000786
3-0.13982-1.02750.154391
4-0.024364-0.1790.429288
5-0.000407-0.0030.498812
60.1920161.4110.081987
7-0.180294-1.32490.095394
80.2145331.57650.060377
90.1136990.83550.203556
10-0.216216-1.58890.058966
11-0.427999-3.14510.001349
120.0935460.68740.247379
130.163571.2020.117307
140.0277390.20380.419622
15-0.104953-0.77120.221962
16-0.123194-0.90530.184667
17-0.077558-0.56990.285543
18-0.06239-0.45850.324228
19-0.038541-0.28320.389046
20-0.013736-0.10090.459987
21-0.149934-1.10180.13772
22-0.032091-0.23580.407234
230.1384091.01710.156823
24-0.041384-0.30410.381107
250.0471910.34680.365053
26-0.107889-0.79280.215675
27-0.053841-0.39570.346961
280.0769170.56520.287131
29-0.124304-0.91340.182535
300.0908030.66730.253723
31-0.085078-0.62520.267239
32-0.081856-0.60150.275006
33-0.004634-0.03410.48648
340.0238210.1750.430849
35-0.125984-0.92580.179338
36-0.139408-1.02440.155098
37-0.087076-0.63990.26248
380.0176450.12970.448657
390.167091.22790.112414
400.0005690.00420.498339
41-0.046653-0.34280.36653
42-0.126904-0.93250.177603
43-0.025761-0.18930.425283
440.0133720.09830.461043
45-0.059733-0.43890.331225
46-0.054533-0.40070.345097
470.0193350.14210.443773
48-0.021519-0.15810.437471