Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.033754-0.3620.35902
2-0.2157-2.31310.011247
30.2919123.13040.001107
40.0821230.88070.190166
5-0.108407-1.16250.123713
60.0861540.92390.178735
7-0.111132-1.19180.117906
80.0973781.04430.149277
90.2505122.68640.004146
10-0.295522-3.16910.00098
11-0.222177-2.38260.009416
120.6125076.56840
13-0.225254-2.41560.008642
14-0.24235-2.59890.005288
150.2756682.95620.00189
160.0684110.73360.232333
17-0.038048-0.4080.342008
180.1456361.56180.060545
19-0.047155-0.50570.307023
200.1132071.2140.113617
210.2182322.34030.010497
22-0.209908-2.2510.013143
23-0.108092-1.15920.124397
240.535055.73780
25-0.245386-2.63150.004834
26-0.231822-2.4860.007178
270.2105412.25780.012922
28-0.019731-0.21160.4164
29-0.133911-1.4360.076853
300.0137610.14760.44147
31-0.122135-1.30970.096446
320.0292550.31370.377149
330.1032041.10670.135358
34-0.249152-2.67190.004319
35-0.10047-1.07740.141773
360.4811285.15951e-06
37-0.140167-1.50310.067774
38-0.096358-1.03330.151809
390.276132.96120.001862
400.0485560.52070.301787
41-0.035475-0.38040.352166
420.075890.81380.208712
43-0.072857-0.78130.218114
440.047720.51170.304909
450.1212681.30050.098022
46-0.152423-1.63460.052439
47-0.10999-1.17950.120314
480.2834823.040.001465


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.033754-0.3620.35902
2-0.217086-2.3280.01083
30.289693.10660.001192
40.0473410.50770.306327
50.0136220.14610.442056
60.0332780.35690.360923
7-0.193783-2.07810.019963
80.175931.88660.030866
90.1936842.0770.020013
10-0.234918-2.51920.006568
11-0.225641-2.41970.008549
120.5324395.70980
13-0.38971-4.17922.9e-05
140.1680911.80260.037037
150.0033540.0360.485686
160.0741630.79530.214035
170.1080061.15820.124585
180.0427280.45820.323835
190.1491781.59980.056199
20-0.064002-0.68630.246937
21-0.02997-0.32140.374247
220.0942011.01020.157263
230.0748380.80250.211947
240.0133530.14320.443195
25-0.097705-1.04780.148471
26-0.065175-0.69890.243007
27-0.055098-0.59090.277888
280.0313910.33660.368503
29-0.09165-0.98280.163876
30-0.067142-0.720.236488
31-0.05727-0.61420.270165
32-0.085399-0.91580.180843
330.0092810.09950.460448
34-0.067836-0.72750.23421
350.0339440.3640.358258
360.0744840.79880.213039
370.1473791.58050.058373
380.0830920.89110.187378
390.0504390.54090.294814
400.0173320.18590.42644
410.050410.54060.29492
420.0502440.53880.29553
43-0.039181-0.42020.337575
44-0.000765-0.00820.496735
450.0026340.02820.488759
460.1149991.23320.110003
47-0.085767-0.91970.179816
48-0.079619-0.85380.197492