Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.133994-1.22070.11282
2-0.445606-4.05975.5e-05
30.0653270.59520.27668
40.3169062.88720.002477
5-0.057391-0.52290.301232
6-0.258014-2.35060.010557
7-0.056039-0.51050.305514
80.2730412.48750.007433
90.0797340.72640.234815
10-0.506342-4.6137e-06
11-0.017627-0.16060.436403
120.6480865.90430
13-0.10806-0.98450.163871
14-0.303446-2.76450.003511
15-0.007776-0.07080.471846
160.2662562.42570.008723
17-0.029713-0.27070.393646
18-0.140698-1.28180.101737
19-0.110786-1.00930.15788
200.2362772.15260.017127
210.0310430.28280.389013
22-0.392898-3.57950.000289
230.0250060.22780.410176
240.3864063.52030.000351
25-0.013387-0.1220.451613
26-0.198835-1.81150.036842
27-0.00462-0.04210.483263
280.1302851.1870.119315
29-0.006509-0.05930.476428
30-0.07621-0.69430.244714
31-0.089083-0.81160.209677
320.146061.33070.093471
33-0.054144-0.49330.311562
34-0.172804-1.57430.059609
35-0.000477-0.00430.498271
360.2209122.01260.0237
37-0.007357-0.0670.473361
38-0.064632-0.58880.27879
39-0.004251-0.03870.4846
40-0.009496-0.08650.465634
410.0433870.39530.346827
42-0.015595-0.14210.44368
43-0.042255-0.3850.350624
440.0390.35530.361631
45-0.017891-0.1630.435459
46-0.116679-1.0630.145433
47-0.01578-0.14380.443016
480.1099611.00180.159677


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.133994-1.22070.11282
2-0.472035-4.30042.3e-05
3-0.112438-1.02440.15432
40.1300041.18440.119818
50.0367280.33460.369382
6-0.088654-0.80770.210793
7-0.177826-1.62010.054505
80.0608540.55440.290396
90.1068710.97360.166532
10-0.38724-3.52790.000343
11-0.161933-1.47530.07196
120.4307483.92438.9e-05
130.0363720.33140.370603
140.1849821.68530.047847
15-0.105551-0.96160.169517
16-0.068671-0.62560.266638
17-0.058076-0.52910.299075
180.1305591.18950.118827
19-0.009318-0.08490.466277
20-0.052276-0.47630.317571
21-0.115848-1.05540.147146
22-0.007513-0.06840.472798
230.0067990.06190.475379
240.0036410.03320.486809
250.0665650.60640.272939
260.0495850.45170.326316
270.0719940.65590.256852
28-0.054632-0.49770.309997
29-0.10681-0.97310.166668
30-0.072095-0.65680.256558
310.013330.12140.451816
32-0.061519-0.56050.288336
33-0.108347-0.98710.163234
340.0699590.63740.262824
35-0.015048-0.13710.445643
360.0579890.52830.299348
37-0.018694-0.17030.432592
380.0291790.26580.395512
39-0.006839-0.06230.475235
40-0.087875-0.80060.212832
410.0118210.10770.45725
42-0.040514-0.36910.356495
43-0.046607-0.42460.336111
440.0279540.25470.399801
450.0729250.66440.254144
46-0.092702-0.84460.200394
47-0.028465-0.25930.398011
48-0.060261-0.5490.292237