Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0401860.33860.367951
2-0.197297-1.66250.050416
3-0.222225-1.87250.032628
4-0.097854-0.82450.206199
50.1474061.24210.10915
6-0.248766-2.09610.019817
70.0456260.38450.350896
8-0.059955-0.50520.307496
9-0.227849-1.91990.029445
10-0.094483-0.79610.214306
110.1402961.18220.120545
120.6249375.26581e-06
130.1325091.11650.133977
14-0.183967-1.55010.062778
15-0.224981-1.89570.031034
16-0.086951-0.73270.233089
170.1442571.21550.114095
18-0.196635-1.65690.050979
190.0276040.23260.408374
20-0.071786-0.60490.273593
21-0.120228-1.01310.157236
22-0.090162-0.75970.224969
230.0921080.77610.22013
240.5504244.6388e-06
250.1126760.94940.172813
26-0.220695-1.85960.033542
27-0.197218-1.66180.050483
28-0.04396-0.37040.356089
290.1522141.28260.101905
30-0.14432-1.21610.113995
310.0083830.07060.471943
32-0.100079-0.84330.200951
33-0.037736-0.3180.375721
34-0.042456-0.35770.360799
350.057740.48650.314045
360.3852413.24610.000893
370.028480.240.405519
38-0.121292-1.0220.15512
39-0.174024-1.46640.073484
40-0.013312-0.11220.455502
410.1327491.11860.133549
42-0.098011-0.82590.205826
43-0.013083-0.11020.456264
44-0.049228-0.41480.339769
45-0.02358-0.19870.421537
46-0.025854-0.21790.414085
470.0164430.13850.445099
480.2536722.13750.018002


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0401860.33860.367951
2-0.199233-1.67880.048797
3-0.213517-1.79910.038124
4-0.136928-1.15380.12623
50.0678140.57140.284762
6-0.380115-3.20290.001019
70.0515560.43440.33265
8-0.2175-1.83270.035521
9-0.427547-3.60260.00029
10-0.412202-3.47330.00044
11-0.172412-1.45280.075346
120.2779232.34180.011
130.1378551.16160.124647
140.1047270.88240.190257
15-0.044336-0.37360.354916
16-0.065648-0.55320.290945
170.0301260.25380.400175
18-0.145672-1.22750.111854
190.0544180.45850.323986
200.0030580.02580.489758
210.1160.97740.165837
22-0.109744-0.92470.179122
23-0.061885-0.52150.301837
240.0835570.70410.241849
250.0045390.03820.4848
26-0.121102-1.02040.155496
270.0208210.17540.430617
280.022160.18670.426205
290.0304910.25690.39899
300.0284420.23970.405644
310.1188751.00170.159955
32-0.134378-1.13230.130662
330.1782721.50210.068747
340.0391020.32950.371381
350.0102660.08650.465656
36-0.073279-0.61750.269454
37-0.055461-0.46730.32085
38-0.0623-0.5250.300626
390.0558450.47060.319699
400.049590.41790.338657
41-0.036446-0.30710.379834
420.0293440.24730.40271
430.0249440.21020.417064
44-0.011857-0.09990.460349
450.0233680.19690.422233
46-0.006455-0.05440.478388
470.0217630.18340.427511
48-0.078181-0.65880.256089