Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.251754-2.09120.020096
20.0884760.73490.232435
3-0.029846-0.24790.402468
40.0610670.50730.306795
5-0.128434-1.06690.144878
60.0864340.7180.237599
7-0.041963-0.34860.364238
8-0.011399-0.09470.462417
9-0.015452-0.12840.449122
10-0.018769-0.15590.438281
11-0.021959-0.18240.427898
120.0585990.48680.313987
130.0044040.03660.485463
140.0670350.55680.28972
15-0.073434-0.610.271935
16-0.000974-0.00810.496785
170.0357970.29740.383546
18-0.067067-0.55710.28963
190.0643680.53470.297294
20-0.190194-1.57990.059355
210.1372111.13980.129164
22-0.226174-1.87870.032252
23-0.010076-0.08370.46677
24-0.066062-0.54880.292473
250.0560850.46590.321384
26-0.03323-0.2760.391676
270.0309650.25720.398889
28-0.011544-0.09590.461941
29-0.086568-0.71910.237259
30-0.061723-0.51270.304897
310.012320.10230.459394
320.112440.9340.176781
330.0105360.08750.465255
340.025210.20940.417372
350.0475850.39530.34693
36-0.025799-0.21430.415471
370.0410910.34130.366948
38-0.014365-0.11930.452684
390.059320.49280.311876
40-0.089808-0.7460.229099
410.0420080.34890.364098
420.072910.60560.273372
43-0.14779-1.22760.111878
440.0088510.07350.470801
450.0295440.24540.403434
460.0226780.18840.425568
47-0.07452-0.6190.268974
480.0815150.67710.250297


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.251754-2.09120.020096
20.0267940.22260.412265
3-0.00152-0.01260.49498
40.0545280.45290.326004
5-0.107221-0.89060.188109
60.0271770.22570.411033
7-0.002785-0.02310.490805
8-0.031892-0.26490.395933
9-0.015774-0.1310.448067
10-0.042997-0.35720.361031
11-0.022903-0.19020.424837
120.0505280.41970.337998
130.0315820.26230.396922
140.077360.64260.261308
15-0.052715-0.43790.331419
16-0.046741-0.38830.349508
170.0452520.37590.354077
18-0.058941-0.48960.312986
190.053270.44250.329756
20-0.194462-1.61530.055402
210.0601650.49980.309413
22-0.169016-1.4040.082409
23-0.135826-1.12830.13156
24-0.062797-0.52160.301798
25-0.032485-0.26980.394043
260.0242390.20130.42051
27-0.029672-0.24650.403024
28-0.00994-0.08260.467217
29-0.117054-0.97230.167143
30-0.147795-1.22770.111871
31-0.06071-0.50430.307832
320.145051.20490.116183
330.0602620.50060.309131
340.0731480.60760.272719
350.0430150.35730.360974
360.0330120.27420.39237
370.0658340.54690.293121
38-0.057372-0.47660.317588
390.0970240.80590.211523
40-0.13266-1.1020.137155
410.0617570.5130.304797
420.0774090.6430.261175
43-0.132642-1.10180.137188
44-0.118814-0.98690.163559
45-0.108832-0.9040.184563
46-0.008625-0.07160.471547
47-0.08348-0.69340.245182
48-0.000646-0.00540.497867