Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.366193-3.62510.00023
2-0.120146-1.18940.118581
30.0641010.63460.263595
40.0147720.14620.442019
5-0.007853-0.07770.469095
6-0.077624-0.76840.222037
70.144561.43110.077796
8-0.032283-0.31960.374982
9-0.040926-0.40510.343127
10-0.127576-1.26290.104804
110.0869670.86090.19569
120.0202180.20020.420888
13-0.030124-0.29820.383086
14-0.043781-0.43340.332835
150.0806940.79880.213159
16-0.156981-1.5540.061701
170.0618880.61270.270759
18-0.067394-0.66720.253117
190.1585631.56970.059855
20-0.070475-0.69770.243518
21-0.053109-0.52580.300125
220.1775431.75760.04097
23-0.143585-1.42140.079184
24-0.064652-0.640.261825
250.0166930.16530.434541
260.1641261.62480.053713
27-0.070859-0.70150.242337
280.045530.45070.326591
29-0.114334-1.13180.13023
300.0833420.8250.205674
31-0.074627-0.73880.230908
320.0399720.39570.346592
330.0450950.44640.328141
340.0402710.39870.345505
35-0.023949-0.23710.406545
36-0.08728-0.8640.194842
370.1166491.15480.125498
38-0.083441-0.8260.205398
390.0389790.38590.350212
400.0563590.55790.289084
41-0.070908-0.70190.242187
42-0.028178-0.27890.390437
430.0292390.28950.386422
440.0052190.05170.479451
450.0109380.10830.456998
46-0.083565-0.82730.205052
470.1170811.1590.124627
48-0.103229-1.02190.154668


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.366193-3.62510.00023
2-0.293616-2.90660.002259
3-0.126803-1.25530.106179
4-0.053183-0.52650.299871
5-0.018425-0.18240.427823
6-0.103246-1.02210.154628
70.0831250.82290.206284
80.0502620.49760.309952
90.0227220.22490.411248
10-0.177107-1.75330.041341
11-0.08507-0.84220.200876
12-0.052735-0.52210.301406
13-0.015811-0.15650.437972
14-0.0936-0.92660.178208
150.0163920.16230.435712
16-0.191239-1.89320.030643
17-0.041459-0.41040.341197
18-0.189079-1.87180.032109
190.0656090.64950.258769
20-0.062787-0.62160.267839
21-0.024475-0.24230.40453
220.1206181.19410.117668
230.0076120.07540.470042
24-0.162662-1.61030.055278
25-0.141394-1.39970.082376
26-0.025706-0.25450.399831
270.0103230.10220.459407
280.1094811.08380.140554
29-0.087826-0.86940.193369
30-0.008883-0.08790.465054
31-0.110752-1.09640.137797
32-0.003051-0.03020.487983
33-0.028135-0.27850.3906
340.0393110.38920.349
350.0784940.77710.219499
360.044560.44110.330047
370.1041261.03080.152587
380.0001590.00160.499375
39-0.062493-0.61870.26879
400.074920.74170.230031
41-0.090371-0.89460.186589
420.0207880.20580.418692
430.0447160.44270.329491
440.0791590.78360.217573
450.020940.20730.418104
46-0.041419-0.410.341341
470.0052360.05180.479383
48-0.084562-0.83710.202281