Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.265081-3.0340.001456
2-0.482754-5.52540
30.2948473.37470.000486
40.0103610.11860.452891
5-0.185136-2.1190.01799
60.2501952.86360.00244
7-0.179587-2.05550.02091
80.0246780.28250.389022
90.2631893.01230.001556
10-0.455428-5.21260
11-0.159313-1.82340.03526
120.8000199.15660
13-0.21968-2.51430.006568
14-0.428793-4.90781e-06
150.288423.30110.000621
16-0.012113-0.13860.444975
17-0.150449-1.7220.043718
180.2344942.68390.004108
19-0.178184-2.03940.02171
200.015690.17960.42888
210.2345762.68480.004097
22-0.40997-4.69233e-06
23-0.118195-1.35280.089224
240.6796867.77940
25-0.161689-1.85060.033239
26-0.390245-4.46668e-06
270.2414362.76340.003273
28-0.010771-0.12330.451037
29-0.10245-1.17260.121543
300.1642331.87970.031183
31-0.131998-1.51080.066626
320.0048750.05580.477794
330.2053552.35040.010123
34-0.34706-3.97235.8e-05
35-0.111216-1.27290.10265
360.5851916.69780
37-0.105042-1.20230.115716
38-0.382489-4.37781.2e-05
390.2106792.41130.008641
400.0183110.20960.417159
41-0.101838-1.16560.12295
420.1376681.57570.058756
43-0.104546-1.19660.116814
440.0088690.10150.459651
450.1671131.91270.028984
46-0.291157-3.33240.00056
47-0.114066-1.30550.096999
480.5102865.84050


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.265081-3.0340.001456
2-0.594818-6.8080
3-0.11138-1.27480.102319
4-0.311569-3.56610.000253
5-0.263918-3.02070.001517
60.00730.08360.466769
7-0.369779-4.23232.2e-05
80.0649390.74330.229327
90.120911.38390.084375
10-0.436984-5.00151e-06
11-0.656913-7.51870
120.0732240.83810.201753
130.0118740.13590.446054
140.0477390.54640.29286
150.0388790.4450.328531
160.0055360.06340.474786
170.0767170.87810.190759
180.1458661.66950.048702
190.1233081.41130.08026
200.0836490.95740.170063
210.0299150.34240.366302
220.0079870.09140.46365
23-0.138352-1.58350.057859
24-0.128389-1.46950.072051
250.0059210.06780.473037
260.0077880.08910.464552
27-0.030364-0.34750.364373
28-0.031731-0.36320.358528
290.0596750.6830.247903
30-0.095102-1.08850.139189
310.0203260.23260.408201
32-0.069151-0.79150.215052
33-0.066557-0.76180.223779
340.0189340.21670.414388
35-0.087807-1.0050.158376
36-0.022357-0.25590.39922
370.0301630.34520.365238
38-0.025474-0.29160.385542
390.0215140.24620.402943
400.0047530.05440.478349
41-0.018852-0.21580.41475
420.0009210.01050.495802
43-0.046103-0.52770.299311
440.0570930.65350.257304
450.02280.2610.397268
460.099831.14260.127643
470.0438430.50180.308324
480.0512180.58620.27937