Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.178762-2.0460.021378
20.1369551.56750.059702
30.0189080.21640.414503
4-0.158108-1.80960.036323
50.0236320.27050.393607
6-0.350589-4.01275e-05
70.0317150.3630.358598
8-0.174536-1.99770.023913
90.0709040.81150.209264
100.0836660.95760.170013
11-0.080661-0.92320.178799
120.5944466.80370
13-0.078833-0.90230.184281
140.078120.89410.186448
15-0.019846-0.22710.410332
16-0.113557-1.29970.09799
17-0.062367-0.71380.238303
18-0.371808-4.25552e-05
190.001310.0150.494031
20-0.13729-1.57140.059256
210.0482460.55220.290878
220.0234410.26830.394449
23-0.060245-0.68950.245852
240.4698475.37760
250.0139810.160.436557
260.0456130.52210.301255
27-0.024324-0.27840.390573
28-0.14588-1.66970.048687
29-0.031741-0.36330.358488
30-0.313688-3.59030.000233
31-0.024382-0.27910.390319
32-0.112269-1.2850.100534
330.0578520.66210.254522
340.046440.53150.297974
35-0.081568-0.93360.176118
360.4871695.57590
37-0.080155-0.91740.180307
380.1002951.14790.126546
39-0.003719-0.04260.483055
40-0.153838-1.76080.040307
410.0206170.2360.406912
42-0.306916-3.51280.000305
43-0.002247-0.02570.48976
44-0.094241-1.07860.141365
450.0776370.88860.187924
460.0197430.2260.410788
47-0.079915-0.91470.181022
480.4001754.58025e-06


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.178762-2.0460.021378
20.1084661.24140.108329
30.0628480.71930.236609
4-0.167868-1.92130.028431
5-0.041453-0.47450.317983
6-0.334199-3.82510.000101
7-0.082444-0.94360.173551
8-0.156977-1.79670.037345
90.0342450.3920.347865
100.0371590.42530.335658
11-0.108172-1.23810.10895
120.4976735.69610
130.1472031.68480.047203
14-0.075479-0.86390.19461
15-0.050146-0.5740.283492
160.0023390.02680.48934
17-0.102496-1.17310.121439
18-0.217489-2.48930.007027
19-0.109665-1.25520.105826
20-0.000714-0.00820.496747
21-0.057099-0.65350.25728
22-0.137144-1.56970.059451
23-0.137555-1.57440.058905
240.1136221.30050.097864
250.1377211.57630.058686
26-0.03029-0.34670.364693
27-0.0251-0.28730.387174
28-0.099526-1.13910.128364
290.0135580.15520.43846
300.0166310.19040.424663
31-0.042675-0.48840.313029
32-0.07362-0.84260.20049
33-0.000544-0.00620.49752
340.0053090.06080.475819
35-0.168253-1.92570.028152
360.0998541.14290.127585
37-0.125051-1.43130.077367
38-0.018843-0.21570.414793
390.0397360.45480.325004
40-0.080947-0.92650.177949
41-0.019919-0.2280.410009
420.0225370.25790.398427
430.0118210.13530.446291
440.0069420.07950.468394
45-0.045452-0.52020.301895
46-0.098833-1.13120.13002
47-0.049767-0.56960.284958
48-0.061113-0.69950.242748