Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.324813-2.49490.007708
2-0.20872-1.60320.057115
3-0.009809-0.07530.470097
40.1279220.98260.164912
5-0.182631-1.40280.082956
60.2668782.04990.022412
7-0.208765-1.60360.057076
80.242371.86170.033816
9-0.127594-0.98010.165528
10-0.197073-1.51370.067715
11-0.110933-0.85210.198804
120.6153694.72677e-06
13-0.239158-1.8370.035623
14-0.094043-0.72240.236463
15-0.098431-0.75610.226309
160.1276240.98030.165471
17-0.072869-0.55970.288895
180.0777240.5970.276393
19-0.073975-0.56820.286023
200.2218951.70440.046783
21-0.235622-1.80980.037707
22-0.052228-0.40120.344873
23-0.08302-0.63770.263072
240.3413672.62210.005551
25-0.013847-0.10640.457827
26-0.135814-1.04320.150553
27-0.169953-1.30540.098406
280.2746512.10960.019571
29-0.178558-1.37150.087702
300.0235540.18090.428526
310.1080110.82970.20504
320.0553880.42540.336031
33-0.195497-1.50160.069261
340.0822720.63190.264934
35-0.169234-1.29990.099344
360.2383881.83110.036069
370.0675420.51880.302919
38-0.182159-1.39920.083495
39-0.055931-0.42960.334522
400.1921151.47570.072675
41-0.17329-1.33110.094144
420.0737580.56650.286586
430.0826490.63480.263993
44-0.028792-0.22120.412866
45-0.071551-0.54960.292338
460.0157640.12110.452018
47-0.086017-0.66070.255685
480.1445161.110.135741


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.324813-2.49490.007708
2-0.351286-2.69830.004538
3-0.274861-2.11120.019499
4-0.089822-0.68990.24647
5-0.295681-2.27120.0134
60.127580.980.165553
7-0.187532-1.44050.077511
80.3046752.34030.011336
90.0625810.48070.316256
10-0.199167-1.52980.065702
11-0.334311-2.56790.006392
120.3312262.54420.006796
130.2010621.54440.063921
140.1216130.93410.177023
15-0.085956-0.66020.255834
16-0.043707-0.33570.369136
170.106770.82010.207725
18-0.115778-0.88930.188725
190.0462720.35540.36177
20-0.067965-0.5220.301796
21-0.10163-0.78060.219068
220.0780990.59990.275439
23-0.123677-0.950.172998
24-0.0789-0.6060.273404
250.0989140.75980.225208
260.0125140.09610.461875
27-0.045902-0.35260.36283
280.114960.8830.190404
29-0.083847-0.6440.261023
30-0.002243-0.01720.493158
310.0942820.72420.235904
32-0.052245-0.40130.344825
330.0205850.15810.437453
340.0667880.5130.304929
350.0488060.37490.354544
36-0.067774-0.52060.302303
37-0.070137-0.53870.296049
38-0.036968-0.2840.388719
390.0736090.56540.286973
40-0.069717-0.53550.297156
410.0673580.51740.30341
420.0146070.11220.455524
430.0387090.29730.38363
440.0289950.22270.412262
45-0.048426-0.3720.355626
46-0.018489-0.1420.443776
470.0899670.6910.246123
48-0.035-0.26880.394496