Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.328921-3.67740.000174
2-0.085648-0.95760.170064
30.0300610.33610.368681
4-0.002496-0.02790.488889
53e-0600.499989
6-0.148827-1.66390.049315
70.1999332.23530.013586
8-0.170499-1.90620.029457
90.0350530.39190.3479
100.0005710.00640.497459
110.0155950.17440.430932
120.0690980.77250.220627
13-0.068666-0.76770.222053
140.143311.60230.055812
15-0.068158-0.7620.223739
16-0.157294-1.75860.040547
170.1385561.54910.061943
18-0.077151-0.86260.195011
19-0.05629-0.62930.265136
200.0737120.82410.205718
210.0538070.60160.27427
22-0.044005-0.4920.311794
23-0.053256-0.59540.27632
240.1739831.94520.026998
25-0.000222-0.00250.499013
26-0.06876-0.76880.221742
270.0562440.62880.265304
28-0.044928-0.50230.308166
29-0.056083-0.6270.265892
30-0.042935-0.480.316023
310.0743260.8310.203781
32-0.080993-0.90550.183464
33-0.032017-0.3580.360489
340.0517730.57880.281871
35-0.052585-0.58790.278825
360.0641820.71760.237178
37-0.045519-0.50890.305852
380.0154590.17280.431532
390.0631330.70580.240799
40-0.136662-1.52790.064529
410.072640.81210.209127
420.0616870.68970.245835
43-0.130173-1.45540.074036
440.0308560.3450.365346
45-0.024358-0.27230.392909
460.0308960.34540.365177
47-0.030767-0.3440.365717
480.0980241.09590.137606


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.328921-3.67740.000174
2-0.217352-2.43010.008258
3-0.089121-0.99640.160489
4-0.048477-0.5420.294394
5-0.021882-0.24470.403563
6-0.188179-2.10390.018695
70.0842780.94230.173939
8-0.138137-1.54440.062507
9-0.042516-0.47530.317684
10-0.063936-0.71480.238026
11-0.01382-0.15450.438729
120.0537650.60110.274428
130.0122390.13680.445689
140.1150351.28610.100388
150.0667110.74590.228579
16-0.1734-1.93870.027398
170.0430530.48130.315556
18-0.076965-0.86050.195582
19-0.1221-1.36510.087333
200.0499130.5580.288905
210.0334570.37410.354494
220.0021390.02390.49048
23-0.010525-0.11770.453256
240.0825810.92330.178819
250.1360361.52090.065402
260.0141680.15840.437199
270.0854880.95580.170513
280.0184930.20680.418267
29-0.069824-0.78070.218242
30-0.008174-0.09140.463666
31-0.00864-0.09660.4616
32-0.124188-1.38850.083733
33-0.052249-0.58420.280082
34-0.106198-1.18730.118675
35-0.141867-1.58610.057619
36-0.007917-0.08850.464803
37-0.088173-0.98580.163067
38-0.103776-1.16030.124078
390.0516690.57770.282261
40-0.096922-1.08360.140308
410.0009760.01090.495657
420.1200361.3420.091008
43-0.06752-0.75490.225865
440.0035540.03970.484185
45-0.124431-1.39120.083321
46-0.069209-0.77380.220261
47-0.018959-0.2120.416239
48-0.033353-0.37290.354929