Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.569424-5.72260
20.0217990.21910.413514
30.1552021.55980.060973
4-0.089252-0.8970.185934
5-0.092799-0.93260.176621
60.0857520.86180.195421
7-0.014268-0.14340.443135
80.0070610.0710.471786
90.0069030.06940.472413
10-0.055038-0.55310.2907
110.2442942.45510.007896
12-0.397311-3.99296.2e-05
130.2625552.63860.004821
14-0.016357-0.16440.434879
15-0.1059-1.06430.144869
160.0676420.67980.249096
170.0249860.25110.401119
18-0.116285-1.16860.122649
190.1075761.08110.141109
200.0017060.01710.493178
21-0.08611-0.86540.194436
220.0536470.53910.295486
230.0975820.98070.164544
24-0.170193-1.71040.045129
250.121981.22590.111547
26-0.063594-0.63910.262098
27-0.03402-0.34190.36657
280.0611310.61440.27018
29-0.022823-0.22940.409522
300.0378520.38040.352222
31-0.026528-0.26660.395159
320.0245990.24720.402623
33-0.027874-0.28010.389977
340.0239750.24090.405044
35-0.062266-0.62580.266441
360.1005511.01050.15733
37-0.165502-1.66330.049679
380.1483981.49140.069489
390.027390.27530.391839
40-0.166616-1.67450.048566
410.1506431.51390.066581
42-0.010483-0.10530.458154
43-0.073328-0.73690.231434
440.032280.32440.373148
450.0183250.18420.427126
46-0.027868-0.28010.389997
47-0.000669-0.00670.497325
480.0359870.36170.35918


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.569424-5.72260
2-0.447565-4.4989e-06
3-0.151157-1.51910.065929
4-0.046251-0.46480.321532
5-0.19408-1.95050.026945
6-0.222987-2.2410.013608
7-0.191004-1.91960.028867
8-0.086571-0.870.193173
9-0.042703-0.42920.334361
10-0.170818-1.71670.04455
110.2425642.43770.008264
12-0.150792-1.51540.066392
13-0.076241-0.76620.222669
14-0.02747-0.27610.39153
150.0080720.08110.467753
160.0320510.32210.37402
17-0.046897-0.47130.319219
18-0.181507-1.82410.035545
19-0.114383-1.14950.126526
20-0.017257-0.17340.43133
21-0.068076-0.68420.247722
22-0.228014-2.29150.012005
230.1850231.85950.032937
24-0.124844-1.25470.106247
250.0379230.38110.351956
26-0.062403-0.62710.265991
27-0.146662-1.47390.071805
28-0.053108-0.53370.29735
29-0.080369-0.80770.21058
30-0.062229-0.62540.266562
31-0.040548-0.40750.34225
320.0367860.36970.35619
33-0.057025-0.57310.283928
34-0.139739-1.40440.08164
350.1217021.22310.112071
36-0.04802-0.48260.315213
37-0.152284-1.53040.064518
38-0.100955-1.01460.156364
390.0021010.02110.491597
40-0.092367-0.92830.177739
41-0.057866-0.58150.281083
42-0.0389-0.39090.348332
43-0.026505-0.26640.395248
440.0335070.33670.368505
45-0.095695-0.96170.169242
46-0.083555-0.83970.201525
470.0781540.78540.217018
480.0678130.68150.248553