Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.372322-3.13720.001241
2-0.182603-1.53860.064169
30.0853480.71920.237203
4-0.018582-0.15660.438011
50.0812180.68440.247988
6-0.13591-1.14520.127986
70.0415270.34990.36372
8-0.028367-0.2390.405889
90.1097120.92450.179191
10-0.151209-1.27410.10339
11-0.259879-2.18980.015914
120.6881015.7980
13-0.247234-2.08320.020416
14-0.150981-1.27220.103729
150.1005540.84730.199842
16-0.034096-0.28730.387361
170.0376480.31720.376
18-0.10376-0.87430.192453
190.0631190.53190.298244
20-0.046726-0.39370.347484
210.1043460.87920.191119
22-0.176527-1.48740.070663
23-0.126542-1.06630.144958
240.4769224.01867.2e-05
25-0.18151-1.52940.0653
26-0.12113-1.02070.155441
270.0815240.68690.24718
28-0.00035-0.00290.498829
290.0035050.02950.488261
30-0.077573-0.65360.257728
310.0482490.40660.342778
320.0110550.09320.463022
330.0038550.03250.487089
34-0.104529-0.88080.190705
35-0.116092-0.97820.165647
360.37253.13870.001236
37-0.128386-1.08180.141501
38-0.084208-0.70950.240154
390.0651450.54890.292389
400.0023310.01960.492194
41-0.013018-0.10970.456481
42-0.032852-0.27680.391364
430.0176460.14870.44111
440.0118510.09990.460368
450.0047810.04030.483989
46-0.080157-0.67540.250803
47-0.060857-0.51280.304846
480.2079271.7520.042044


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.372322-3.13720.001241
2-0.372923-3.14230.001223
3-0.19801-1.66850.049814
4-0.180989-1.5250.065846
5-0.007843-0.06610.473748
6-0.154351-1.30060.098804
7-0.081744-0.68880.246602
8-0.1695-1.42820.078805
90.0243910.20550.418876
10-0.187729-1.58180.059067
11-0.564275-4.75475e-06
120.3371622.8410.002933
130.1413171.19080.118858
140.097350.82030.2074
150.1712841.44330.076672
160.1107270.9330.176991
17-0.039139-0.32980.371266
18-0.063498-0.5350.297144
190.031530.26570.395628
20-0.012558-0.10580.458013
210.0096140.0810.467831
22-0.135412-1.1410.128851
23-0.032116-0.27060.393736
24-0.064631-0.54460.29387
25-0.068338-0.57580.283276
26-0.055392-0.46670.321058
27-0.072293-0.60920.272185
28-0.034273-0.28880.386793
29-0.031128-0.26230.39693
30-0.01424-0.120.452415
31-0.038375-0.32340.373688
320.1161280.97850.165573
33-0.115488-0.97310.166899
340.0350510.29530.384296
35-0.138618-1.1680.123353
36-0.060922-0.51330.304655
37-0.065287-0.55010.291983
380.0168310.14180.443813
390.0222240.18730.425994
400.0171620.14460.442716
41-0.010966-0.09240.463321
420.030870.26010.397764
430.0029330.02470.490177
44-0.095575-0.80530.211659
450.0645330.54380.294153
46-0.000418-0.00350.4986
470.1018210.8580.196902
48-0.070665-0.59540.276724