Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8630167.32290
20.6837525.80180
30.5058524.29232.7e-05
40.3569143.02850.001705
50.2314671.96410.026692
60.1224821.03930.151073
70.0297370.25230.400754
8-0.03828-0.32480.37313
9-0.076911-0.65260.258044
10-0.080829-0.68590.247502
11-0.075816-0.64330.261029
12-0.106148-0.90070.185376
13-0.15812-1.34170.091956
14-0.229403-1.94660.027745
15-0.294614-2.49990.007351
16-0.342245-2.9040.002444
17-0.364863-3.0960.001397
18-0.376961-3.19860.001027
19-0.397356-3.37170.000602
20-0.405023-3.43670.000491
21-0.391837-3.32480.000697
22-0.36091-3.06240.001543
23-0.316841-2.68850.004456
24-0.290313-2.46340.008077
25-0.253378-2.150.017458
26-0.231289-1.96260.026781
27-0.202426-1.71760.04508
28-0.151702-1.28720.101067
29-0.091422-0.77570.220222
30-0.013973-0.11860.452974
310.037350.31690.376107
320.0804780.68290.248438
330.1263351.0720.143653
340.1854381.57350.059994
350.2516482.13530.018069
360.3029692.57080.006107
370.2836372.40670.009331
380.2558582.1710.016613
390.225341.91210.029923
400.1963591.66620.050013
410.1689781.43380.077975
420.1357681.1520.12656
430.1041730.88390.189835
440.0758440.64360.260954
450.054590.46320.322306
460.042850.36360.358614
470.0355620.30180.381854
480.031340.26590.395528


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8630167.32290
2-0.239199-2.02970.023043
3-0.078774-0.66840.253001
4-0.002521-0.02140.491496
5-0.04446-0.37730.353546
6-0.057872-0.49110.312438
7-0.042081-0.35710.361041
8-0.002913-0.02470.490175
90.0170530.14470.442678
100.0535640.45450.325417
11-0.029879-0.25350.400289
12-0.172865-1.46680.073391
13-0.085897-0.72890.234227
14-0.122812-1.04210.150428
15-0.062782-0.53270.297932
16-0.040234-0.34140.366898
17-0.010467-0.08880.464739
18-0.061655-0.52320.301233
19-0.131678-1.11730.133785
20-0.044672-0.37910.352883
21-0.051957-0.44090.330315
22-0.055157-0.4680.320592
23-0.020578-0.17460.430939
24-0.124304-1.05480.147533
250.0336860.28580.387912
26-0.11724-0.99480.16158
27-0.032169-0.2730.392832
280.0121110.10280.459217
29-0.02655-0.22530.411198
300.0745990.6330.264372
31-0.122127-1.03630.151769
320.0020510.01740.493081
330.0068160.05780.47702
340.0451130.38280.3515
350.0663890.56330.28748
36-0.028445-0.24140.404981
37-0.195018-1.65480.051161
380.0347950.29520.384327
39-0.031003-0.26310.396624
40-0.064122-0.54410.294029
41-0.055143-0.46790.320634
42-0.028533-0.24210.404692
43-0.033708-0.2860.387841
44-0.020214-0.17150.432148
45-0.051764-0.43920.330905
46-0.0733-0.6220.267962
47-0.029818-0.2530.400488
480.0147940.12550.450228