Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2653232.0380.023021
2-0.317061-2.43540.008958
3-0.353078-2.7120.004374
4-0.207978-1.59750.057747
50.1245510.95670.171312
60.3060122.35050.011055
70.1321361.0150.157136
8-0.154811-1.18910.119576
9-0.316786-2.43330.009006
10-0.303923-2.33450.011497
110.2222121.70680.046555
120.7119765.46880
130.1323511.01660.156746
14-0.301451-2.31550.012041
15-0.262099-2.01320.02433
16-0.166479-1.27870.102996
170.116390.8940.187475
180.1996691.53370.065226
190.0518330.39810.345984
20-0.16606-1.27550.10356
21-0.272464-2.09280.020337
22-0.239-1.83580.035714
230.1864271.4320.078714
240.4950443.80250.000171
250.0552850.42470.336317
26-0.235276-1.80720.037916
27-0.223029-1.71310.045971
28-0.144458-1.10960.135836
290.0767540.58960.27887
300.1365541.04890.149252
310.0440450.33830.368164
32-0.110844-0.85140.198992
33-0.182544-1.40210.083055
34-0.126351-0.97050.167874
350.1668471.28160.102503
360.348612.67770.004793
370.0252470.19390.423451
38-0.134073-1.02980.153646
39-0.131276-1.00840.158701
40-0.076444-0.58720.279664
410.0687840.52830.299622
420.0849970.65290.258187
430.0170620.13110.448089
44-0.076324-0.58630.279971
45-0.114459-0.87920.191437
46-0.030381-0.23340.408144
470.0901450.69240.245696
480.1796931.38020.086359


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2653232.0380.023021
2-0.416799-3.20150.001102
3-0.16053-1.23310.111223
4-0.226243-1.73780.043731
50.082010.62990.265585
60.0857230.65840.256405
70.0088290.06780.473079
8-0.085202-0.65440.257683
9-0.167014-1.28290.102279
10-0.268292-2.06080.02187
110.2537831.94930.028007
120.5197653.99249.2e-05
13-0.273837-2.10340.019853
140.0406690.31240.377925
150.1434171.10160.137553
16-0.049171-0.37770.353508
17-0.025435-0.19540.422886
18-0.178619-1.3720.08763
19-0.037115-0.28510.388288
20-0.122269-0.93920.175737
21-0.02095-0.16090.436353
22-0.068939-0.52950.299213
23-0.099849-0.7670.223084
24-0.049188-0.37780.35346
250.0273770.21030.417086
260.0063860.0490.480523
27-0.152795-1.17360.122628
28-0.039645-0.30450.380903
29-0.085181-0.65430.257735
30-0.045913-0.35270.362798
31-0.008543-0.06560.47395
32-0.05978-0.45920.323896
330.0401210.30820.379516
340.0556340.42730.335345
350.009120.07010.472194
360.0072180.05540.477985
37-0.002962-0.02280.490962
380.0788650.60580.273494
390.0256030.19670.422385
400.0225580.17330.431515
41-0.01483-0.11390.454847
42-0.020623-0.15840.437339
43-0.037228-0.2860.387959
440.0072870.0560.477777
45-0.054661-0.41990.338057
460.0069640.05350.47876
47-0.210384-1.6160.055716
48-0.071977-0.55290.291221