Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3454892.65370.005107
20.09640.74050.230977
3-0.109861-0.84390.201078
4-0.197421-1.51640.067377
5-0.078114-0.60.2754
60.0432560.33230.370436
7-0.197797-1.51930.067013
8-0.069625-0.53480.2974
90.0082020.0630.474988
100.1737661.33470.093547
110.0300060.23050.409259
120.0203190.15610.438254
13-0.006322-0.04860.480718
14-0.039209-0.30120.382172
150.1530521.17560.122235
16-0.000438-0.00340.498663
17-0.145817-1.120.133618
18-0.141064-1.08350.14149
19-0.216293-1.66140.050972
20-0.121693-0.93470.176867
21-0.035198-0.27040.393912
22-0.063089-0.48460.314879
23-0.010411-0.080.468267
24-0.075697-0.58140.281579
25-0.069432-0.53330.29791
26-0.05661-0.43480.332635
27-0.031127-0.23910.405931
280.0676420.51960.302654
290.0797260.61240.271319
300.0881130.67680.250585
31-0.021511-0.16520.434664
32-0.038463-0.29540.384348
330.0262120.20130.420563
340.02740.21050.417015
350.0450070.34570.365396
360.0281740.21640.414709
37-0.03487-0.26780.394878
380.0074790.05740.477191
390.0201650.15490.438719
400.0080990.06220.475303
410.0049730.03820.484828
420.0135180.10380.458826
430.0355110.27280.392994
440.024330.18690.426197
450.0316040.24280.404519
46-0.01998-0.15350.439275
47-0.032223-0.24750.402688
48-0.008718-0.0670.473417


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3454892.65370.005107
2-0.026074-0.20030.420975
3-0.153432-1.17850.121657
4-0.12642-0.97110.167744
50.0531610.40830.342253
60.0716680.55050.292031
7-0.324812-2.49490.007708
80.0679480.52190.301842
90.1036740.79630.214516
100.1570411.20630.116267
11-0.260555-2.00140.02498
120.0410140.3150.376923
130.1924851.47850.072296
14-0.120731-0.92730.178762
150.1397741.07360.143681
16-0.190897-1.46630.073938
170.0510150.39190.34829
18-0.142085-1.09140.139772
19-0.150867-1.15880.125597
200.0060280.04630.481612
21-0.112832-0.86670.194815
220.0668550.51350.304751
23-0.185196-1.42250.080071
24-0.083211-0.63920.262597
25-0.153527-1.17930.121513
260.0048280.03710.485273
270.0032310.02480.490142
28-0.051226-0.39350.347694
290.1486541.14180.129069
30-0.084981-0.65280.258226
31-0.062989-0.48380.315151
320.0089390.06870.472747
330.1249670.95990.170515
340.0684350.52570.300548
35-0.091207-0.70060.243162
360.0520950.40010.345246
37-0.007563-0.05810.476937
38-0.085294-0.65520.257456
39-0.038516-0.29580.384193
40-0.002851-0.02190.491303
410.0435520.33450.369584
42-0.100895-0.7750.22072
43-0.093523-0.71840.237684
44-0.067562-0.5190.302866
45-0.039627-0.30440.380955
460.0201230.15460.438846
47-0.062839-0.48270.315555
48-0.003984-0.03060.487846