Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.34583.16930.001066
20.3013042.76150.003533
30.0449430.41190.340726
40.0600630.55050.291722
50.0336920.30880.379123
60.0086920.07970.468347
70.1085080.99450.16142
8-0.016293-0.14930.440825
90.0292410.2680.39468
10-0.135056-1.23780.109618
11-0.131629-1.20640.115525
12-0.354437-3.24850.000834
13-0.018262-0.16740.433738
14-0.068029-0.62350.267323
150.1454741.33330.093021
160.0310830.28490.388218
170.0429810.39390.347316
18-0.182742-1.67490.04884
19-0.327501-3.00160.001768
20-0.213724-1.95880.026726
21-0.353516-3.240.000857
22-0.126103-1.15580.125529
23-0.133782-1.22610.111788
24-0.039248-0.35970.359983
25-0.14975-1.37250.086784
26-0.077574-0.7110.239534
27-0.199391-1.82750.035591
28-0.005792-0.05310.478895
29-0.030852-0.28280.389026
300.1761361.61430.055105
310.1730261.58580.05827
320.136911.25480.106516
330.2027231.8580.033337
34-0.059599-0.54620.293176
350.0544760.49930.309443
36-0.080823-0.74080.230453
370.0902580.82720.205226
380.037360.34240.366448
390.1917631.75750.041234
400.1467591.34510.091111
410.0740550.67870.24959
420.0623820.57170.284512
430.0465540.42670.335353
440.0363880.33350.369794
450.0647850.59380.277134
460.1698121.55640.061692
470.0414840.38020.352375
480.054790.50220.308434


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.34583.16930.001066
20.2064081.89180.030984
3-0.129453-1.18650.119393
40.0221990.20350.419634
50.0460440.4220.337051
6-0.033736-0.30920.37897
70.1220511.11860.133247
8-0.087027-0.79760.213671
9-0.004691-0.0430.482905
10-0.12537-1.1490.126901
11-0.090433-0.82880.204774
12-0.282244-2.58680.005705
130.2716992.49020.00737
14-0.010304-0.09440.462494
150.144931.32830.093838
16-0.0544-0.49860.309687
170.017450.15990.436661
18-0.324462-2.97370.001919
19-0.184088-1.68720.047638
20-0.087606-0.80290.212142
21-0.215427-1.97440.02581
22-0.04073-0.37330.354936
230.0768810.70460.241496
24-0.139906-1.28230.101639
250.0788580.72270.235921
260.0462290.42370.336436
27-0.131847-1.20840.115143
280.1363891.250.10738
29-0.062564-0.57340.28395
30-0.083301-0.76350.223663
31-0.041354-0.3790.352816
32-0.009959-0.09130.463747
33-0.028424-0.26050.397553
34-0.055441-0.50810.306349
350.0993020.91010.182682
36-0.04687-0.42960.334304
37-0.014038-0.12870.448967
380.049580.45440.325354
39-0.010686-0.09790.461106
400.0255130.23380.407843
41-0.056081-0.5140.304304
420.0156320.14330.443209
43-0.048417-0.44370.329183
44-0.033584-0.30780.379498
45-0.008583-0.07870.468743
460.0002350.00220.499142
47-0.035638-0.32660.37238
48-0.112201-1.02830.153371