Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7171337.45270
20.3583673.72430.000157
30.0725320.75380.226313
40.0287750.2990.382743
50.1629221.69310.046656
60.2039972.120.018148
70.1354921.40810.080991
8-0.014234-0.14790.441339
90.0112920.11740.453399
100.2563612.66420.00445
110.5938796.17180
120.7626247.92540
130.5476795.69170
140.2290922.38080.009513
15-0.01979-0.20570.418721
16-0.054115-0.56240.287511
170.0941220.97810.165094
180.1011791.05150.147692
190.0480410.49930.309307
20-0.106451-1.10630.135534
21-0.077778-0.80830.210351
220.1478741.53680.063639
230.4548374.72683e-06
240.5867936.09810
250.4102174.26312.2e-05
260.1389851.44440.075764
27-0.093136-0.96790.167628
28-0.102124-1.06130.145461
290.0099280.10320.459007
300.023340.24260.404404
31-0.044894-0.46660.320878
32-0.166577-1.73110.043143
33-0.165021-1.71490.044611
340.0527970.54870.292178
350.3039363.15860.001028
360.4217964.38341.4e-05
370.2593642.69540.004078
380.0274040.28480.388177
39-0.162227-1.68590.04735
40-0.156697-1.62840.053173
41-0.066457-0.69060.245638
42-0.066457-0.69060.245637
43-0.127176-1.32160.094539
44-0.256103-2.66150.004483
45-0.247931-2.57660.005664
46-0.07469-0.77620.219664
470.1389861.44440.075762
480.2242982.3310.010806


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7171337.45270
2-0.320992-3.33580.000583
3-0.084386-0.8770.191225
40.2518172.6170.005072
50.201442.09340.019326
6-0.216654-2.25150.013188
7-0.04635-0.48170.315501
8-0.001304-0.01350.494608
90.3246953.37430.000514
100.3645523.78850.000125
110.3802323.95156.9e-05
120.1603281.66620.049288
13-0.345716-3.59280.000247
14-0.075842-0.78820.216161
15-0.030126-0.31310.377412
16-0.129661-1.34750.090323
170.1275961.3260.093816
18-0.211572-2.19870.015015
190.1378161.43220.077483
20-0.092113-0.95730.170285
210.0446740.46430.321695
22-0.053693-0.5580.289
230.1107561.1510.126134
24-0.045493-0.47280.318663
250.0269570.28020.389949
260.0053390.05550.477929
27-0.054316-0.56450.286803
28-0.054829-0.56980.284998
290.0197580.20530.418848
30-0.067379-0.70020.242648
310.0056910.05910.476473
320.064110.66630.253334
33-0.142173-1.47750.071225
340.00760.0790.468598
35-0.000554-0.00580.497708
36-0.061407-0.63820.262361
37-0.058542-0.60840.272105
380.0456540.47440.318069
390.0269490.28010.389981
40-0.058452-0.60750.272413
410.0202430.21040.416887
42-0.108784-1.13050.130382
430.0314150.32650.372348
44-0.047442-0.4930.311495
45-0.059545-0.61880.268671
46-0.108206-1.12450.131646
470.0166270.17280.431568
48-0.087205-0.90630.183409