Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.236291.87550.03268
2-0.003479-0.02760.489028
3-0.130889-1.03890.151411
4-0.134766-1.06970.144424
5-0.202881-1.61030.056164
6-0.025707-0.2040.419487
70.2388851.89610.031268
80.1815181.44080.077303
9-0.018612-0.14770.441514
10-0.075071-0.59590.276702
11-0.022527-0.17880.429333
12-0.120236-0.95430.171779
13-0.059736-0.47410.318521
14-0.055765-0.44260.329779
15-0.056054-0.44490.328953
16-0.04362-0.34620.365164
17-0.053402-0.42390.336554
18-0.089779-0.71260.239363
19-0.008281-0.06570.473903
20-0.139456-1.10690.136273
21-0.020647-0.16390.435176
220.0128980.10240.459391
230.0584060.46360.322271
24-0.058357-0.46320.322412
25-0.184908-1.46770.073585
26-0.08918-0.70780.240827
27-0.126883-1.00710.158869
28-0.018427-0.14630.442093
290.097750.77590.220366
300.2203061.74860.042614
310.0930470.73850.231466
32-0.003897-0.03090.48771
330.0517940.41110.341196
34-0.03753-0.29790.383386
35-0.037877-0.30060.38234
360.0615320.48840.313482
370.062460.49580.310893
380.0531930.42220.337155
390.0854290.67810.250105
400.026830.2130.416023
410.0527860.4190.33833
42-0.008286-0.06580.473886
430.0162020.12860.449041
44-0.027001-0.21430.415498
45-0.011259-0.08940.464538
46-0.022613-0.17950.429066
470.0199650.15850.437297
48-0.143429-1.13840.129626


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.236291.87550.03268
2-0.06282-0.49860.309893
3-0.122465-0.9720.167374
4-0.079967-0.63470.263954
5-0.170998-1.35730.089772
60.0424060.33660.368772
70.2296471.82280.036542
80.03750.29760.383476
9-0.107876-0.85620.197556
10-0.041828-0.3320.370495
110.0647460.51390.304558
12-0.049849-0.39570.346845
13-0.000312-0.00250.499016
14-0.138136-1.09640.138535
15-0.130468-1.03560.152184
160.0085440.06780.473075
17-0.040899-0.32460.37327
18-0.135483-1.07540.143157
190.0015350.01220.495159
20-0.203765-1.61730.055401
210.038550.3060.380313
220.0482040.38260.35165
230.0048890.03880.484585
24-0.144568-1.14750.127763
25-0.231086-1.83420.035675
26-0.029939-0.23760.406468
27-0.096981-0.76980.222158
28-0.000281-0.00220.499112
29-0.042647-0.33850.368056
30-0.018126-0.14390.44303
310.0070290.05580.477841
32-0.007593-0.06030.476068
330.1491461.18380.120468
34-0.073722-0.58520.280268
35-0.054713-0.43430.332788
360.0574460.4560.324992
37-0.083671-0.66410.254519
380.0224740.17840.429499
390.055050.43690.331821
40-0.170047-1.34970.090971
410.0543990.43180.33369
42-0.019678-0.15620.438191
430.0255820.2030.419875
44-0.031619-0.2510.401328
45-0.059357-0.47110.319587
46-0.050681-0.40230.344425
470.0158080.12550.450275
48-0.127749-1.0140.157236