Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.219511.70030.047125
20.014540.11260.455351
3-0.043924-0.34020.367435
4-0.17992-1.39370.084282
50.1354651.04930.149123
60.102210.79170.215822
70.0161810.12530.450337
80.1545541.19720.117974
90.1274110.98690.163822
100.0931190.72130.236764
110.0572860.44370.329415
12-0.340989-2.64130.005258
13-0.170483-1.32060.095833
140.0904680.70080.24308
150.1416691.09740.138433
160.1085250.84060.201947
17-0.066867-0.51790.303199
180.0043370.03360.486657
19-0.042233-0.32710.372351
200.1148080.88930.188697
210.0071550.05540.477994
22-0.128069-0.9920.162586
23-0.1586-1.22850.112026
24-0.163553-1.26690.105047
25-0.010481-0.08120.467782
26-0.023164-0.17940.429102
27-0.128837-0.9980.161152
28-0.049815-0.38590.350481
29-0.013224-0.10240.459376
30-0.137896-1.06810.144869
31-0.056453-0.43730.331738
32-0.235502-1.82420.036552
33-0.125291-0.97050.167846
340.006440.04990.480189
350.105740.81910.207997
360.1805721.39870.083525
37-0.014458-0.1120.455603
38-0.052009-0.40290.344243
39-0.078531-0.60830.272643
40-0.109056-0.84470.200804
41-0.021108-0.16350.435336
420.0358250.27750.391174
430.0707010.54760.292983
440.0901160.6980.243926
45-0.031898-0.24710.402846
46-0.043868-0.33980.367596
47-0.059637-0.46190.322897
48-0.158472-1.22750.112212


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.219511.70030.047125
2-0.035347-0.27380.39259
3-0.041519-0.32160.374434
4-0.169139-1.31010.09757
50.2285351.77020.040885
60.01740.13480.446619
7-0.025514-0.19760.422001
80.1472341.14050.129311
90.1484961.15020.127303
100.0278470.21570.414975
110.0038680.030.488099
12-0.346367-2.68290.004708
13-0.016696-0.12930.448765
140.1379231.06830.144821
150.0879670.68140.249123
16-0.154638-1.19780.117849
17-0.040676-0.31510.3769
180.2003821.55220.062942
19-0.092534-0.71680.23815
200.161131.24810.10842
21-0.024047-0.18630.426432
22-0.078502-0.60810.272718
23-0.197636-1.53090.065527
24-0.234534-1.81670.03713
25-0.070026-0.54240.294769
260.0065990.05110.479702
27-0.042541-0.32950.371455
28-0.038827-0.30080.382321
29-0.045621-0.35340.36252
30-0.05047-0.39090.348613
310.0004420.00340.498639
32-0.070727-0.54780.292915
330.0977330.7570.225996
34-0.059726-0.46260.322649
350.102240.79190.215756
36-0.040475-0.31350.377488
370.0256590.19880.421565
380.0651660.50480.307784
39-0.019425-0.15050.44045
40-0.112292-0.86980.193935
410.0316530.24520.403574
420.0589660.45670.324752
430.0560180.43390.332954
44-0.052956-0.41020.341562
45-0.088321-0.68410.248263
46-0.041987-0.32520.373071
470.0242710.1880.425753
48-0.079267-0.6140.270768