Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.125008-0.96020.170435
20.1439411.10560.136687
30.0186240.14310.443369
40.0359040.27580.391838
5-0.083733-0.64320.261304
6-0.14036-1.07810.142684
7-0.205318-1.57710.060062
8-0.015492-0.1190.452841
9-0.153385-1.17820.121729
100.2511781.92930.029251
11-0.099021-0.76060.224964
120.002090.01610.493622
130.1575931.21050.115458
140.1331461.02270.155309
150.1073960.82490.20637
16-0.085265-0.65490.257528
170.1693411.30070.099204
18-0.070263-0.53970.295717
19-0.041335-0.31750.375992
20-0.134893-1.03610.152184
21-0.09487-0.72870.234531
22-0.07991-0.61380.270853
230.0234330.180.428886
24-0.032906-0.25280.400669
250.0300140.23050.409233
26-0.047984-0.36860.356883
270.2644172.0310.023383
28-0.048166-0.370.356365
290.0121460.09330.462992
30-0.047508-0.36490.358239
310.0232360.17850.42948
32-0.065062-0.49980.309555
33-0.063009-0.4840.315095
34-0.070593-0.54220.29485
35-0.046792-0.35940.360283
36-0.056188-0.43160.333808
370.009340.07170.471524
38-0.043507-0.33420.369714
39-0.011308-0.08690.46554
40-0.008371-0.06430.474475
410.0257730.1980.421875
42-0.002585-0.01990.492111
43-0.01008-0.07740.469272
44-0.01236-0.09490.462344
45-0.004207-0.03230.487166
46-0.016918-0.12990.448525
47-0.019197-0.14750.441639
48-0.01458-0.1120.455605


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.125008-0.96020.170435
20.1303511.00120.160398
30.0522580.40140.344789
40.0259150.19910.421452
5-0.089923-0.69070.246227
6-0.177299-1.36190.08921
7-0.239367-1.83860.035503
8-0.032276-0.24790.402531
9-0.09094-0.69850.243796
100.2856082.19380.016101
110.0094660.07270.47114
12-0.14304-1.09870.138179
130.0530880.40780.342456
140.1046280.80370.21241
150.1497931.15060.127273
16-0.068608-0.5270.300089
170.1999321.53570.064978
18-0.078045-0.59950.275575
19-0.041268-0.3170.376188
20-0.167189-1.28420.102045
21-0.038881-0.29870.383127
220.0757990.58220.281318
230.0452440.34750.364717
240.0274540.21090.416855
25-0.094309-0.72440.235842
26-0.052067-0.39990.345324
270.0599370.46040.323466
28-0.009288-0.07130.471684
29-0.02621-0.20130.42057
30-0.056321-0.43260.333439
31-0.017081-0.13120.448031
32-0.113436-0.87130.193556
33-0.003148-0.02420.490394
340.0183670.14110.444143
350.0206350.15850.437302
36-0.030285-0.23260.40843
37-0.133888-1.02840.153976
38-0.045297-0.34790.364563
39-0.015529-0.11930.452729
40-0.044032-0.33820.3682
41-0.069057-0.53040.298899
42-0.030115-0.23130.408935
430.0278890.21420.415556
44-0.127345-0.97820.165996
45-0.005396-0.04140.483541
46-0.002614-0.02010.492025
470.089090.68430.248228
48-0.00503-0.03860.484655