Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.546444-5.9610
20.0523450.5710.284533
30.1377311.50250.067812
4-0.252347-2.75280.003418
50.1300411.41860.079317
6-0.019067-0.2080.417792
7-0.110364-1.20390.115503
80.2202852.4030.008902
9-0.039861-0.43480.332235
10-0.102341-1.11640.133248
110.2031732.21640.014284
12-0.198515-2.16550.016171
13-0.059016-0.64380.260475
140.0765690.83530.202621
150.0202660.22110.412707
16-0.000277-0.0030.498798
17-0.005856-0.06390.474587
180.0949071.03530.151311
19-0.105584-1.15180.125859
200.0173160.18890.42525
210.0498910.54420.293645
22-0.138388-1.50960.066894
230.1337151.45870.073646
24-0.102799-1.12140.132187
250.0163480.17830.429379
260.1619031.76610.039968
27-0.200246-2.18440.015446
280.0399650.4360.331827
290.1417751.54660.06231
30-0.222695-2.42930.008311
310.114921.25360.106218
320.031810.3470.364599
33-0.173765-1.89560.030222
340.1712711.86830.032087
35-0.018598-0.20290.419789
36-0.05327-0.58110.281132
370.1191781.30010.098043
38-0.159262-1.73730.042457
390.1092541.19180.117852
40-0.021928-0.23920.40568
41-0.088893-0.96970.167079
420.062490.68170.248383
430.0333270.36360.358417
440.0129110.14080.444115
45-0.036709-0.40050.344771
460.0379430.41390.339842
470.0115480.1260.449981
48-0.131641-1.4360.076808


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.546444-5.9610
2-0.351093-3.830.000103
3-0.025166-0.27450.392077
4-0.234065-2.55330.005967
5-0.197253-2.15180.016718
6-0.157684-1.72010.044004
7-0.265257-2.89360.002265
8-0.054772-0.59750.275656
90.1323141.44340.075771
100.0176020.1920.42403
110.199492.17620.015759
120.1537131.67680.048103
13-0.092311-1.0070.15799
14-0.207284-2.26120.012782
150.0078010.08510.466163
16-0.006357-0.06930.472416
17-0.157395-1.7170.044292
180.0665290.72570.234711
19-0.025959-0.28320.388764
20-0.100316-1.09430.138012
210.1882032.05310.02113
220.0896970.97850.164912
230.0497770.5430.294073
24-0.012206-0.13320.447149
25-0.108872-1.18770.118667
26-0.088178-0.96190.169024
27-0.127504-1.39090.083425
28-0.179239-1.95530.026448
29-0.057495-0.62720.265866
30-0.078338-0.85460.197253
31-0.075362-0.82210.20633
320.0183650.20030.420779
33-0.082642-0.90150.184566
34-0.140311-1.53060.064259
350.0332920.36320.358559
360.0283360.30910.37889
37-0.022217-0.24240.404458
38-0.059388-0.64780.259167
390.1046211.14130.128023
404e-054e-040.499827
41-0.041509-0.45280.325755
420.0085150.09290.463074
43-0.021332-0.23270.408194
440.0458860.50060.308805
450.0558780.60960.271659
46-0.020062-0.21890.41357
470.0640330.69850.243107
480.0006810.00740.497043