Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.6473565.4930
20.5116694.34172.3e-05
30.4078553.46080.000455
40.2638452.23880.01413
50.154461.31060.097073
60.1880121.59530.057509
70.0238910.20270.419963
80.0521050.44210.329863
90.0590180.50080.309024
10-0.008347-0.07080.471865
11-0.000839-0.00710.49717
120.0922710.78290.218114
13-0.042899-0.3640.358459
14-0.189998-1.61220.055648
15-0.256795-2.1790.016303
16-0.35129-2.98080.00196
17-0.432434-3.66930.000232
18-0.370421-3.14310.001214
19-0.410335-3.48180.000425
20-0.35198-2.98660.001927
21-0.267297-2.26810.013162
22-0.202311-1.71670.04517
23-0.199818-1.69550.04715
24-0.062828-0.53310.297799
25-0.124106-1.05310.147914
26-0.127287-1.08010.141859
27-0.12902-1.09480.138634
28-0.166852-1.41580.080575
29-0.23299-1.9770.025937
30-0.0903-0.76620.223025
31-0.031066-0.26360.396419
320.0434580.36880.356697
330.120581.02320.154831
340.1369421.1620.124539
350.1256311.0660.144989
360.1780151.51050.067646
370.1295841.09960.137594
380.073450.62320.267547
390.0836080.70940.240172
400.0282750.23990.405535
41-0.047336-0.40170.344561
42-0.014935-0.12670.449755
430.0475690.40360.343838
440.0636340.53990.295449
450.0825680.70060.242903
460.066410.56350.287419
470.0198020.1680.433517
480.0557710.47320.31874


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6473565.4930
20.1593991.35250.090217
30.0463350.39320.34768
4-0.095119-0.80710.21113
5-0.065234-0.55350.290809
60.1688611.43280.078116
7-0.225681-1.9150.029735
80.1277421.08390.141007
90.019770.16780.433622
10-0.084177-0.71430.238686
110.0510820.43340.332993
120.1118680.94920.17284
13-0.184303-1.56390.061117
14-0.346224-2.93780.002219
15-0.077072-0.6540.257604
16-0.044599-0.37840.35311
17-0.172334-1.46230.074005
180.0260090.22070.412977
19-0.036767-0.3120.377978
200.0378490.32120.374509
21-0.047596-0.40390.343754
220.1169750.99260.162123
23-0.069992-0.59390.27722
240.0034240.02910.488452
25-0.113839-0.9660.168649
260.0347290.29470.384541
27-0.020947-0.17770.429714
28-0.144887-1.22940.111461
29-0.090309-0.76630.223003
300.1333521.13150.130794
310.1189461.00930.158108
32-0.046368-0.39340.347576
33-0.059003-0.50070.309071
34-0.065865-0.55890.288987
35-0.057332-0.48650.314051
36-0.062483-0.53020.298807
37-0.005734-0.04870.480666
38-0.058988-0.50050.309115
39-0.029331-0.24890.40208
40-0.020893-0.17730.429893
410.0206240.1750.430786
42-0.084054-0.71320.239006
430.0308310.26160.397185
44-0.063268-0.53680.296515
45-0.067046-0.56890.285596
46-0.075285-0.63880.262484
47-0.004982-0.04230.483199
480.0372690.31620.376368