Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1301261.0080.158762
2-0.067332-0.52160.301952
30.1014190.78560.2176
40.0187880.14550.442389
5-0.004698-0.03640.485545
6-0.067293-0.52120.302057
7-0.031609-0.24480.403708
8-0.075481-0.58470.280481
9-0.124905-0.96750.168587
100.0076350.05910.476517
110.0776250.60130.274958
12-0.358929-2.78030.003623
13-0.223224-1.72910.044468
140.0166070.12860.449038
150.0617590.47840.317058
16-0.025244-0.19550.422817
17-0.129037-0.99950.160779
180.049370.38240.351752
190.0555760.43050.334192
20-0.072412-0.56090.288477
210.0196530.15220.439758
220.0376880.29190.385675
23-0.093358-0.72310.2362
24-0.08337-0.64580.260442
250.1450071.12320.132909
260.0303240.23490.407548
27-0.046915-0.36340.35879
280.0185150.14340.443222
290.0367370.28460.388479
300.0171930.13320.447249
31-0.025686-0.1990.421482
320.0577150.44710.328221
330.0418730.32430.373402
34-0.017664-0.13680.445815
35-0.07441-0.57640.283257
360.0903980.70020.243249
370.0593470.45970.323697
38-0.035488-0.27490.392173
390.0179520.13910.444935
40-0.001028-0.0080.496836
410.0069750.0540.478547
420.0139850.10830.457048
430.0877840.680.249569
44-0.02647-0.2050.419118
45-0.082895-0.64210.261626
46-0.004751-0.03680.485382
470.0701210.54320.294519
48-0.005804-0.0450.482144


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1301261.0080.158762
2-0.085716-0.6640.254632
30.1251080.96910.168198
4-0.020685-0.16020.436622
50.0150250.11640.453867
6-0.084607-0.65540.257369
7-0.008499-0.06580.473865
8-0.088071-0.68220.24887
9-0.091963-0.71230.239507
100.0305510.23660.406868
110.0751680.58230.28129
12-0.38259-2.96350.002178
13-0.12512-0.96920.168174
14-0.029621-0.22940.409652
150.117390.90930.183416
16-0.04457-0.34520.365562
17-0.142768-1.10590.136598
18-0.002504-0.01940.492294
190.022630.17530.430721
20-0.127032-0.9840.164537
21-0.069946-0.54180.294981
22-0.016196-0.12550.450293
23-0.016576-0.12840.449132
24-0.226694-1.7560.042099
250.0109780.0850.466259
26-0.092367-0.71550.238546
270.0640790.49640.31073
28-0.023233-0.180.428893
29-0.137695-1.06660.145217
30-0.066871-0.5180.303189
310.0165820.12840.449115
32-0.019543-0.15140.440093
33-0.063367-0.49080.312665
34-0.058695-0.45460.325501
35-0.121283-0.93950.175632
36-0.043015-0.33320.370075
370.0142490.11040.45624
38-0.055361-0.42880.334793
390.0152310.1180.45324
40-0.073823-0.57180.284787
41-0.08149-0.63120.265149
420.0008030.00620.49753
430.068780.53280.298081
44-0.093402-0.72350.236094
45-0.06109-0.47320.318892
46-0.051138-0.39610.346713
47-0.038586-0.29890.383031
48-0.040791-0.3160.376563