Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0462260.38950.349035
20.0342630.28870.386825
3-0.022468-0.18930.425192
40.0741090.62450.267165
5-0.100855-0.84980.199142
6-0.039111-0.32960.371352
7-0.078992-0.66560.253912
8-0.107309-0.90420.184474
9-0.073497-0.61930.268851
10-0.039048-0.3290.371552
11-0.011898-0.10030.460213
120.0021730.01830.492723
130.0352470.2970.383668
140.0515850.43470.332563
150.0488050.41120.341068
160.0012440.01050.495835
170.0534210.45010.326993
180.0285060.24020.405437
19-0.044083-0.37150.355704
20-0.142832-1.20350.116385
21-0.109021-0.91860.1807
22-0.03244-0.27330.392691
23-0.034469-0.29040.386164
24-0.033096-0.27890.390577
25-0.080147-0.67530.250829
26-0.131847-1.1110.135166
27-0.050986-0.42960.334387
280.0380510.32060.374718
29-0.112637-0.94910.172897
300.0187880.15830.43733
31-0.002103-0.01770.492957
320.3198582.69520.004388
33-0.092478-0.77920.219215
34-0.093118-0.78460.217641
350.0175450.14780.441444
36-0.041835-0.35250.36275
37-0.047889-0.40350.34389
380.0239170.20150.420432
390.0573170.4830.315305
40-0.006089-0.05130.479614
410.0464720.39160.348272
420.018920.15940.436894
430.0131220.11060.456135
440.0277030.23340.408051
450.0230380.19410.423317
460.0417710.3520.362952
470.0329540.27770.391034
480.0011230.00950.496238


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0462260.38950.349035
20.0321950.27130.393482
3-0.02557-0.21550.415015
40.0754610.63580.263461
5-0.107194-0.90320.184729
6-0.034666-0.29210.385532
7-0.066338-0.5590.288968
8-0.111646-0.94070.175012
9-0.047115-0.3970.346281
10-0.038898-0.32780.372028
11-0.008719-0.07350.470821
120.0025060.02110.491608
130.0163840.13810.445294
140.0321470.27090.393638
150.0210390.17730.429898
16-0.026349-0.2220.412469
170.0351850.29650.383867
180.0144710.12190.451646
19-0.052325-0.44090.330314
20-0.130995-1.10380.136708
21-0.101701-0.85690.19718
22-0.007273-0.06130.475654
23-0.01479-0.12460.450588
24-0.015611-0.13150.447861
25-0.08442-0.71130.239604
26-0.164329-1.38470.085247
27-0.085286-0.71860.237362
28-0.01575-0.13270.447398
29-0.181561-1.52990.065247
30-0.026353-0.22210.412455
31-0.07116-0.59960.275339
320.2868942.41740.009101
33-0.140819-1.18660.119678
34-0.20246-1.7060.046194
350.0080210.06760.473153
36-0.166864-1.4060.082039
37-0.012112-0.10210.4595
380.0184880.15580.438323
390.0278670.23480.407514
400.0312850.26360.39642
41-0.01574-0.13260.447433
42-0.038252-0.32230.374081
43-0.035024-0.29510.384383
44-0.027586-0.23240.40843
45-0.055254-0.46560.321471
46-0.023404-0.19720.422114
47-0.015072-0.1270.44965
48-0.000827-0.0070.497229