Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2597122.18840.015967
20.213991.80310.037807
3-0.009121-0.07690.469479
40.0521220.43920.33093
50.1355381.14210.128632
60.060460.50940.306011
70.2769182.33330.011233
80.0205460.17310.431523
90.1150490.96940.167813
10-0.041541-0.350.363676
11-0.039012-0.32870.371668
12-0.11409-0.96130.169822
13-0.155908-1.31370.096587
14-0.067964-0.57270.284338
15-0.047165-0.39740.346126
16-0.055722-0.46950.320067
17-0.034923-0.29430.384706
18-0.021307-0.17950.429014
19-0.107472-0.90560.184111
20-0.026711-0.22510.411286
21-0.034019-0.28670.387607
22-0.024307-0.20480.419152
23-0.043951-0.37030.356115
24-0.023152-0.19510.422942
25-0.020623-0.17380.431269
26-0.007007-0.0590.476542
27-0.052729-0.44430.329088
28-0.005852-0.04930.480404
29-0.040487-0.34120.366998
30-0.026871-0.22640.410762
31-0.072593-0.61170.271351
32-0.025717-0.21670.414534
33-0.030995-0.26120.397359
340.0269680.22720.410446
35-0.052014-0.43830.331257
36-0.045581-0.38410.351036
37-0.058043-0.48910.313148
38-0.044426-0.37430.354632
39-0.038618-0.32540.372917
40-0.047176-0.39750.346092
41-0.004203-0.03540.485924
42-0.134716-1.13510.130069
430.0080390.06770.473094
44-0.089214-0.75170.22735
45-0.001894-0.0160.493657
46-0.010451-0.08810.465037
47-0.11879-1.00090.160127
48-0.064731-0.54540.293584


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2597122.18840.015967
20.1571391.32410.094862
3-0.106401-0.89660.186494
40.0481460.40570.343096
50.1529851.28910.100779
6-0.027997-0.23590.407091
70.2487742.09620.019815
8-0.101537-0.85560.197559
90.040550.34170.366802
10-0.042209-0.35570.361575
11-0.081465-0.68640.247338
12-0.137294-1.15690.125604
13-0.098382-0.8290.204946
14-0.073358-0.61810.269234
150.0524860.44230.329826
16-0.100755-0.8490.199373
170.0705510.59450.277044
180.0530660.44710.328067
19-0.065378-0.55090.291721
200.1057080.89070.188047
210.0363050.30590.380285
22-0.063663-0.53640.296668
230.0201510.16980.432828
24-0.045417-0.38270.351546
25-0.058891-0.49620.310634
260.0274080.23090.409011
27-0.134459-1.1330.130518
280.0454290.38280.351509
29-0.043207-0.36410.358443
30-0.028035-0.23620.406968
31-0.029924-0.25210.40083
320.016020.1350.446502
33-0.021147-0.17820.429542
340.141841.19520.118
35-0.168602-1.42070.079895
360.0571260.48140.315873
37-0.035876-0.30230.381656
38-0.040764-0.34350.366126
39-0.029688-0.25020.401593
40-0.016372-0.1380.445332
41-0.074281-0.62590.266694
42-0.0684-0.57630.283102
430.0119810.1010.459935
44-0.050501-0.42550.335868
450.0300960.25360.400271
460.0230860.19450.42316
47-0.12166-1.02510.154392
48-0.031144-0.26240.396876