Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.597407-5.44260
20.1511751.37730.086065
3-0.099838-0.90960.182841
40.0799280.72820.234276
50.097280.88630.189018
6-0.215265-1.96120.026607
70.0766930.69870.243346
80.09540.86910.193639
9-0.089173-0.81240.209441
100.170611.55430.061956
11-0.596355-5.4330
120.8408647.66060
13-0.496748-4.52561e-05
140.1449771.32080.095099
15-0.101493-0.92460.178916
160.0804210.73270.232911
170.0801420.73010.233685
18-0.185391-1.6890.047487
190.0775330.70640.24097
200.0685710.62470.266937
21-0.078777-0.71770.237481
220.1570261.43060.078154
23-0.510477-4.65076e-06
240.6743266.14340
25-0.373614-3.40380.000513
260.1059150.96490.168691
27-0.101719-0.92670.178383
280.0930260.84750.199574
290.049390.450.326955
30-0.149773-1.36450.088049
310.0652210.59420.277
320.0416310.37930.352726
33-0.040037-0.36480.358113
340.12291.11970.133042
35-0.408075-3.71770.000182
360.4982684.53949e-06
37-0.25955-2.36460.010192
380.0679130.61870.268898
39-0.080092-0.72970.233823
400.0747280.68080.248946
410.0364850.33240.370213
42-0.10623-0.96780.167977
430.0534820.48720.313685
440.0129770.11820.453087
45-0.0111-0.10110.459847
460.0852350.77650.219821
47-0.303702-2.76690.003488
480.3369083.06940.001449


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.597407-5.44260
2-0.319884-2.91430.00229
3-0.297482-2.71020.004084
4-0.194208-1.76930.040257
50.1210921.10320.136565
6-0.064035-0.58340.280607
7-0.173732-1.58280.058638
80.0413530.37670.353662
9-0.009274-0.08450.466437
100.2778082.53090.006631
11-0.645016-5.87640
120.4053733.69310.000198
130.1032790.94090.17474
140.0402360.36660.357437
150.0199260.18150.428196
160.0866680.78960.216011
17-0.08406-0.76580.222977
18-0.009002-0.0820.467416
190.1267111.15440.125827
20-0.00819-0.07460.470349
21-0.024629-0.22440.411506
22-0.17821-1.62360.05413
230.0694020.63230.26447
24-0.101396-0.92380.179144
250.1442991.31460.096128
26-0.017974-0.16380.435161
27-0.020587-0.18760.425841
28-0.016532-0.15060.440324
29-0.026939-0.24540.403365
300.0437520.39860.345605
31-0.024198-0.22050.413029
32-0.044483-0.40530.343166
33-0.042166-0.38410.350926
34-0.012726-0.11590.453989
350.0278390.25360.400206
36-0.045183-0.41160.340834
37-0.023853-0.21730.414251
38-0.085546-0.77940.218991
390.0473330.43120.333712
40-0.088322-0.80470.211659
410.0131770.120.452368
420.0179480.16350.435256
430.0105150.09580.461956
44-0.025024-0.2280.41011
45-0.012139-0.11060.456103
460.0108030.09840.46092
47-0.055595-0.50650.306927
48-0.071866-0.65470.257227