Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.244633-4.85581e-06
2-0.008103-0.16080.436148
3-0.080074-1.58940.056384
40.0702871.39520.081878
5-0.041361-0.8210.206073
6-0.031344-0.62220.267098
7-0.070907-1.40750.080039
80.0979571.94440.02628
9-0.090878-1.80390.036007
10-0.034888-0.69250.244513
110.1212232.40620.008289
12-0.044001-0.87340.191492
130.0436890.86720.19318
14-0.103068-2.04580.020717
15-0.013061-0.25920.397791
160.1054812.09370.018461
17-0.003066-0.06090.475754
180.0058630.11640.453708
190.0054270.10770.457135
20-0.041723-0.82820.204033
210.0757691.5040.066694
22-0.069852-1.38650.083187
230.0163210.3240.373068
240.0303460.60230.273645
250.0202040.4010.344304
26-0.025613-0.50840.305725
270.0300090.59570.275872
28-0.069223-1.3740.085104
290.060021.19140.117114
30-0.025954-0.51520.303362
310.0356510.70770.23979
32-0.00412-0.08180.467429
33-0.124989-2.4810.00676
340.0614631.220.111597
35-0.025854-0.51320.304053
360.0348330.69140.244854
37-0.069631-1.38210.083857
380.0403250.80040.211974
390.0079730.15830.43717
400.0541611.07510.141501
41-0.037336-0.74110.229539
420.0268740.53340.297018
430.0338220.67140.251194
44-0.052403-1.04020.149449
45-0.000945-0.01880.49252
46-0.004298-0.08530.466028
470.0901321.78910.037185
48-0.02887-0.5730.283471


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.244633-4.85581e-06
2-0.072274-1.43460.076098
3-0.106795-2.11980.017323
40.0234980.46640.320584
5-0.027558-0.5470.292344
6-0.054339-1.07860.140714
7-0.096221-1.90990.028434
80.0466020.9250.177758
9-0.073548-1.45990.072558
10-0.085864-1.70430.044553
110.1055282.09470.018419
12-0.021943-0.43560.331698
130.0373920.74220.229199
14-0.074854-1.48580.069065
15-0.077143-1.53120.063256
160.0780881.550.060972
170.0373040.74050.229732
180.046190.91680.179893
190.0097760.19410.423118
20-0.031753-0.63030.264439
210.0599311.18960.11746
22-0.039872-0.79140.214582
230.0110210.21880.413473
240.0202620.40220.34388
250.0608641.20810.113863
260.0186460.37010.355752
270.0187360.37190.355081
28-0.055401-1.09970.136072
29-0.005145-0.10210.459355
300.0287030.56970.284592
310.0542261.07640.141213
320.0099030.19660.422131
33-0.131516-2.61050.004693
34-0.008113-0.1610.43607
35-0.034541-0.68560.246678
360.0168480.33440.369119
37-0.071024-1.40980.079696
380.0011310.02250.491049
390.0318190.63160.264012
400.0326880.64880.258411
410.0123750.24560.403048
42-0.041512-0.8240.205222
430.0489110.97090.166109
44-0.003515-0.06980.472207
450.0013310.02640.489471
460.0026530.05270.479014
470.0536581.06510.143747
480.0281740.55920.288159