Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.426231-4.4091.2e-05
2-0.191913-1.98520.024843
30.2145912.21980.014273
4-0.156456-1.61840.054261
50.02060.21310.415832
60.0958460.99140.161854
70.0245880.25430.399859
8-0.109589-1.13360.129748
90.1932321.99880.024082
10-0.192925-1.99560.024258
11-0.372762-3.85599.9e-05
120.8166128.44710
13-0.353353-3.65512e-04
14-0.146787-1.51840.065934
150.1621621.67740.04819
16-0.116169-1.20170.116074
170.0134640.13930.444747
180.0701210.72530.234915
190.0330290.34170.366639
20-0.088962-0.92020.179761
210.1493551.54490.062657
22-0.145341-1.50340.067839
23-0.331759-3.43170.000427
240.691827.15620
25-0.276871-2.8640.002518
26-0.141922-1.46810.072512
270.1299471.34420.090866
28-0.08905-0.92110.179524
290.007290.07540.470015
300.0477390.49380.311226
310.0414320.42860.334546
32-0.063463-0.65650.256466
330.1153721.19340.117673
34-0.116638-1.20650.11514
35-0.292192-3.02250.001569
360.5784385.98340
37-0.227237-2.35060.010289
38-0.119029-1.23120.110465
390.1222321.26440.10442
40-0.094429-0.97680.165439
410.0115830.11980.452427
420.0417150.43150.333486
430.0296460.30670.379849
44-0.039533-0.40890.341703
450.0797810.82530.20553
46-0.085471-0.88410.189308
47-0.242857-2.51210.006747
480.4584134.74193e-06


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.426231-4.4091.2e-05
2-0.456523-4.72234e-06
3-0.153039-1.5830.058181
4-0.283459-2.93210.002059
5-0.223638-2.31330.011308
6-0.150328-1.5550.061449
70.0406460.42040.337503
8-0.038759-0.40090.344638
90.2889852.98930.001735
100.0857760.88730.188461
11-0.630835-6.52540
120.4253234.39961.3e-05
130.1170781.21110.11427
140.1183921.22470.111697
15-0.190766-1.97330.02552
160.032640.33760.36815
170.0261210.27020.393764
180.0450030.46550.321254
190.0113730.11760.453284
20-0.001484-0.01540.49389
21-0.106371-1.10030.136834
220.0268040.27730.391055
23-0.020572-0.21280.415947
240.0982131.01590.155979
250.0674140.69730.243552
26-0.002828-0.02930.488357
27-0.01996-0.20650.418409
28-0.015295-0.15820.437292
290.0246940.25540.399437
30-0.031252-0.32330.373559
31-0.043662-0.45160.326219
32-0.008856-0.09160.463589
330.0181530.18780.425703
340.0168520.17430.430974
350.0429320.44410.328936
360.0052480.05430.478405
37-0.03863-0.39960.345128
38-0.025634-0.26520.395698
390.0712610.73710.231328
40-0.043592-0.45090.32648
41-0.046217-0.47810.316786
42-0.015517-0.16050.436393
430.0069080.07150.471583
440.0061840.0640.474558
45-0.037225-0.38510.350478
460.0018580.01920.492351
470.0397390.41110.340925
48-0.054661-0.56540.286488