Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.30919-2.71310.00411
20.1189321.04360.149962
3-0.004081-0.03580.485764
40.005730.05030.480014
5-0.166013-1.45680.074624
60.008350.07330.470889
70.1020480.89550.186665
80.0894180.78460.217535
90.014190.12450.450616
10-0.005075-0.04450.482299
110.0361180.31690.376077
12-0.364322-3.19690.001008
130.1624791.42570.078992
14-0.068753-0.60330.27404
15-0.041995-0.36850.356754
160.0527350.46280.322424
170.0612410.53740.296275
180.0905330.79440.214695
19-0.109404-0.960.170025
200.0019470.01710.493208
210.0135630.1190.452786
22-0.082071-0.72020.2368
23-0.056238-0.49350.311536
24-0.037725-0.3310.370757
250.0360010.31590.376464
26-0.014123-0.12390.450849
27-0.030831-0.27050.393735
28-0.013199-0.11580.454047
29-0.00328-0.02880.488558
30-0.236959-2.07930.020459
310.0770810.67640.250411
32-0.014213-0.12470.450536
33-0.064511-0.56610.286493
340.0931450.81730.208126
350.1508711.32390.094729
36-0.051992-0.45620.324754
37-0.097025-0.85140.198595
380.0627520.55060.291736
39-0.038506-0.33790.368183
40-0.021951-0.19260.423881
41-0.058609-0.51430.304261
420.2427372.130.018182
43-0.097377-0.85450.197746
440.0418530.36730.357217
45-0.004257-0.03740.48515
46-0.062049-0.54450.293844
47-0.072144-0.63310.264286
480.0794540.69720.243887


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.30919-2.71310.00411
20.02580.22640.410747
30.0439480.38560.350412
40.0149010.13080.448154
5-0.183262-1.60810.055951
6-0.107134-0.94010.175054
70.1205421.05780.146738
80.2071211.81750.036517
90.0885370.77690.219797
10-0.069427-0.60920.272087
11-0.023894-0.20970.417241
12-0.367033-3.22070.000937
130.0052020.04560.481856
140.1024740.89920.185674
15-0.052695-0.46240.32255
16-0.053976-0.47360.318549
17-0.082733-0.7260.235026
180.1633471.43340.077901
190.1038630.91140.182466
200.0282730.24810.402361
21-0.015967-0.14010.444468
22-0.135853-1.19210.118441
23-0.107426-0.94270.174402
24-0.264397-2.32010.011494
250.0039710.03480.486147
260.0289950.25440.399921
27-0.124344-1.09110.139312
28-0.089832-0.78830.216478
29-0.031222-0.2740.39242
30-0.157245-1.37980.085818
31-0.044286-0.38860.349318
320.1259241.1050.136304
33-0.004867-0.04270.483023
34-0.076393-0.67030.25232
350.0818340.71810.237436
36-0.072298-0.63440.263845
37-0.108794-0.95470.171368
380.0076330.0670.473387
39-0.055559-0.48750.313634
400.016660.14620.442078
41-0.162546-1.42630.078907
42-0.029233-0.25650.399117
430.0014740.01290.494858
440.082230.72160.236373
45-0.009971-0.08750.465253
46-0.128603-1.12850.13131
47-0.012255-0.10750.457323
480.0148320.13010.448394