Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.388429-4.01795.5e-05
2-0.044757-0.4630.322165
30.0095760.09910.460641
4-0.057605-0.59590.27626
50.0103130.10670.457622
60.0058330.06030.475998
70.0123980.12820.449098
8-0.061745-0.63870.262193
90.0113250.11720.45348
10-0.056611-0.58560.279692
11-0.393861-4.07414.4e-05
120.9020149.33050
13-0.350129-3.62180.000225
14-0.036828-0.38090.351999
150.0076440.07910.468564
16-0.04962-0.51330.304408
170.0100950.10440.458514
180.0048820.05050.479907
190.0086490.08950.464441
20-0.059793-0.61850.26878
210.0178090.18420.427097
22-0.054136-0.560.288329
23-0.349662-3.61690.000228
240.7882918.15410
25-0.301743-3.12130.001158
26-0.030875-0.31940.375032
270.0055860.05780.477015
28-0.044545-0.46080.322946
290.0102450.1060.457899
300.0057990.060.476139
310.0121660.12580.450046
32-0.054215-0.56080.288051
330.0169890.17570.430417
34-0.048398-0.50060.308829
35-0.291584-3.01620.001599
360.6578466.80480
37-0.249214-2.57790.00565
38-0.023276-0.24080.4051
390.0001090.00110.499552
40-0.034562-0.35750.360706
410.0099260.10270.459208
420.0066040.06830.472833
430.005730.05930.476424
44-0.045754-0.47330.318488
450.0152310.15760.437554
46-0.04349-0.44990.326858
47-0.22353-2.31220.01134
480.5007235.17951e-06


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.388429-4.01795.5e-05
2-0.230395-2.38320.009462
3-0.125995-1.30330.097634
4-0.144951-1.49940.06836
5-0.105836-1.09480.138037
6-0.07417-0.76720.222321
7-0.03714-0.38420.350805
8-0.106182-1.09840.137257
9-0.091608-0.94760.172733
10-0.157729-1.63160.052856
11-0.702937-7.27120
120.7345587.59830
130.1033371.06890.143755
14-0.025735-0.26620.395296
15-0.045037-0.46590.321129
16-0.022743-0.23530.407232
17-0.027141-0.28070.389723
18-0.05004-0.51760.302896
19-0.094226-0.97470.165958
20-0.057961-0.59950.275037
21-0.047498-0.49130.312102
22-0.009894-0.10230.459337
230.2229242.30590.011521
24-0.076575-0.79210.215027
250.0172890.17880.429202
26-0.006199-0.06410.474496
27-0.016534-0.1710.432262
28-0.040709-0.42110.337264
29-0.046202-0.47790.316843
30-0.041797-0.43240.333177
310.0269590.27890.390441
320.0274580.2840.38847
330.0001540.00160.499365
340.058230.60230.274113
350.0851470.88080.19021
36-0.113202-1.1710.122106
37-0.014071-0.14550.442275
380.0050590.05230.479181
39-0.037994-0.3930.347546
400.0145070.15010.4405
410.0103720.10730.457378
420.0343870.35570.361383
43-0.025414-0.26290.396572
440.0028250.02920.488373
450.0352170.36430.358182
460.0158610.16410.434992
470.0297030.30720.379626
48-0.226932-2.34740.010372