Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.511599-3.92970.000113
20.2788252.14170.018179
3-0.384231-2.95130.002267
40.268932.06570.021629
5-0.099955-0.76780.222844
60.226521.73990.043543
7-0.221804-1.70370.046849
80.1653291.26990.10455
9-0.175952-1.35150.090845
100.185871.42770.079325
11-0.172221-1.32290.095494
120.2939732.2580.013828
13-0.252165-1.93690.028774
140.2170511.66720.050388
15-0.321289-2.46790.008256
160.2379431.82770.036328
17-0.136959-1.0520.148544
180.120870.92840.178486
190.0240580.18480.427014
20-0.067844-0.52110.302118
21-0.058909-0.45250.326289
220.0446570.3430.366403
230.0030250.02320.490769
240.0950960.73040.234004
25-0.129266-0.99290.162403
260.0255940.19660.422411
27-0.008806-0.06760.473151
280.0197730.15190.439899
29-0.031437-0.24150.405012
300.0173250.13310.447293
310.0361630.27780.391079
32-0.024411-0.18750.425955
33-0.030154-0.23160.408817
34-0.052007-0.39950.345493
350.1041220.79980.213525
36-0.047386-0.3640.358588
370.0367520.28230.389353
38-0.074605-0.5730.284395
39-0.005173-0.03970.484219
400.0477990.36710.357411
41-0.018765-0.14410.442941
42-0.041131-0.31590.376585
430.0472430.36290.358995
44-0.052618-0.40420.343775
450.0155990.11980.452517
46-0.026221-0.20140.420535
470.0373820.28710.387507
48-0.063181-0.48530.314629


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.511599-3.92970.000113
20.0231510.17780.429734
3-0.315831-2.42590.009173
4-0.0667-0.51230.305166
50.0696140.53470.297427
60.1851991.42250.080068
70.0077090.05920.476492
80.1007490.77390.221049
90.0106150.08150.467645
100.0257510.19780.421941
11-0.071409-0.54850.292707
120.2087131.60320.05712
130.0276910.21270.416148
140.0679450.52190.301848
15-0.13209-1.01460.15722
16-0.089382-0.68660.247527
17-0.042422-0.32580.372846
18-0.148709-1.14230.128981
190.221651.70250.04696
20-0.001927-0.01480.494119
21-0.060011-0.4610.323264
22-0.007599-0.05840.476826
230.009540.07330.470917
240.006620.05080.479809
25-0.053309-0.40950.341837
26-0.023567-0.1810.428486
270.1324881.01770.156498
28-0.078234-0.60090.275095
29-0.071965-0.55280.291254
30-0.024712-0.18980.425051
310.0136030.10450.45857
320.037750.290.38643
33-0.056374-0.4330.33329
340.0351380.26990.394089
350.027690.21270.416151
36-0.067563-0.5190.302865
370.0290160.22290.4122
38-0.029291-0.2250.411383
39-0.057813-0.44410.329308
400.0607480.46660.321246
41-0.036374-0.27940.390459
42-0.081321-0.62460.267309
43-0.046728-0.35890.360468
440.0167550.12870.449018
45-0.035212-0.27050.393871
46-0.053829-0.41350.340381
470.0626130.48090.31617
48-0.04878-0.37470.354618