Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.463381-3.90450.000106
20.0628470.52960.299036
30.0598890.50460.307689
4-0.146237-1.23220.110967
5-0.012261-0.10330.459002
60.1541531.29890.099088
7-0.072673-0.61240.27113
8-0.080776-0.68060.249161
90.1098860.92590.178813
10-0.033927-0.28590.387904
11-0.36951-3.11360.001332
120.692135.8320
13-0.437462-3.68610.000221
140.1496891.26130.105664
150.0156270.13170.447808
16-0.172399-1.45270.075362
170.041530.34990.363709
180.0967930.81560.20873
19-0.045414-0.38270.351554
20-0.047911-0.40370.343822
210.0605880.51050.305633
22-0.053255-0.44870.327493
23-0.198003-1.66840.04982
240.5098414.2962.7e-05
25-0.353296-2.97690.00199
260.1210061.01960.155687
27-0.002432-0.02050.491855
28-0.118657-0.99980.160395
290.0420160.3540.362183
300.0333030.28060.389909
31-0.042603-0.3590.360337
320.023920.20160.420421
330.01290.10870.456873
34-0.049811-0.41970.337979
35-0.146423-1.23380.110676
360.3480992.93310.002257
37-0.237594-2.0020.024553
380.1251741.05470.147561
39-0.050708-0.42730.335236
40-0.075558-0.63670.263195
410.0484190.4080.342255
420.0071350.06010.476114
43-0.01924-0.16210.435837
440.0018490.01560.493807
450.0270840.22820.410069
46-0.025453-0.21450.415398
47-0.073319-0.61780.269343
480.1281911.08020.141864


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.463381-3.90450.000106
2-0.193403-1.62960.053803
30.0066470.0560.477747
4-0.129905-1.09460.138695
5-0.183129-1.54310.063629
60.069490.58550.280024
70.0717190.60430.273782
8-0.124567-1.04960.148726
9-0.028068-0.23650.406862
100.0697240.58750.279363
11-0.47824-4.02976.9e-05
120.4588923.86670.000121
130.0057250.04820.480832
14-0.003306-0.02790.488928
15-0.063367-0.53390.297526
16-0.073205-0.61680.269659
17-0.008375-0.07060.471971
18-0.084994-0.71620.238118
190.0523840.44140.330135
20-0.013231-0.11150.455774
21-0.157098-1.32370.094919
22-0.067235-0.56650.286409
230.1023590.86250.19566
240.1077180.90760.183567
250.0785080.66150.255211
26-0.135329-1.14030.128995
27-0.039924-0.33640.368778
280.0657540.55410.290641
29-0.044713-0.37680.353737
30-0.063967-0.5390.295788
31-0.106383-0.89640.186534
320.0497420.41910.338192
33-0.057116-0.48130.315903
34-0.014571-0.12280.451314
35-0.001235-0.01040.495864
36-0.063815-0.53770.296229
37-0.02501-0.21070.416849
380.0479910.40440.343574
39-0.019722-0.16620.434244
40-0.022868-0.19270.423877
41-0.041747-0.35180.363029
42-0.046172-0.38910.349201
430.0204530.17230.431831
44-0.106371-0.89630.186561
450.0653820.55090.291709
46-0.026758-0.22550.411134
470.0294050.24780.402514
48-0.239751-2.02020.023569