Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3689563.10890.001351
20.1137440.95840.170551
30.0272010.22920.409687
4-0.111182-0.93680.17601
5-0.296798-2.50090.007349
6-0.351478-2.96160.00208
7-0.228115-1.92210.029301
8-0.005022-0.04230.483182
9-0.056796-0.47860.316856
100.0136460.1150.454391
110.2396072.0190.023634
120.042240.35590.361478
130.0062620.05280.479035
14-0.005462-0.0460.481709
15-0.058936-0.49660.310501
16-0.096382-0.81210.209716
17-0.161606-1.36170.088796
18-0.117832-0.99290.162073
19-0.0482-0.40610.34293
20-0.140585-1.18460.120065
210.0345790.29140.385809
220.1730821.45840.074568
230.145891.22930.11151
240.1055380.88930.188428
250.1679861.41550.08065
260.1679161.41490.080737
27-0.009146-0.07710.469395
28-0.203674-1.71620.045244
29-0.206554-1.74050.043056
30-0.113943-0.96010.170132
31-0.151321-1.27510.103224
32-0.048234-0.40640.342827
33-0.007066-0.05950.476345
340.1103590.92990.177786
350.086170.72610.235088
360.1343861.13240.130647
370.1088260.9170.181128
38-0.002029-0.01710.493203
39-0.051351-0.43270.333275
40-0.009276-0.07820.46896
41-0.050767-0.42780.335056
42-0.061671-0.51960.302463
43-0.030274-0.25510.399693
440.0137610.1160.454009
450.0684070.57640.28308
460.0635390.53540.297028
470.045780.38570.350418
480.0424460.35770.36083


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3689563.10890.001351
2-0.025912-0.21830.413897
3-0.007289-0.06140.475598
4-0.13455-1.13370.130359
5-0.247101-2.08210.020469
6-0.196284-1.65390.05128
7-0.042127-0.3550.361834
80.1293941.09030.139636
9-0.132262-1.11450.13442
10-0.033493-0.28220.389298
110.1515811.27720.102838
12-0.23205-1.95530.027243
130.0116650.09830.46099
14-0.019594-0.16510.434667
15-0.081457-0.68640.247357
16-0.039023-0.32880.371633
17-0.092802-0.7820.218418
18-0.065346-0.55060.291812
19-0.118379-0.99750.16096
20-0.141906-1.19570.117891
210.0886990.74740.228648
220.0012960.01090.495658
230.0428520.36110.359558
24-0.070608-0.5950.276882
250.0743320.62630.266554
260.0815170.68690.247199
27-0.124343-1.04770.149158
28-0.097777-0.82390.206381
29-0.132417-1.11580.134142
300.0204840.17260.431729
310.012820.1080.457141
32-0.017302-0.14580.442249
33-0.150368-1.2670.104644
34-0.03055-0.25740.3988
35-0.036775-0.30990.378784
360.0660.55610.289938
37-0.036782-0.30990.378762
38-0.09759-0.82230.206828
39-0.000491-0.00410.498357
400.046380.39080.348557
41-0.020913-0.17620.430312
42-0.006273-0.05290.478998
43-0.046311-0.39020.34877
44-0.004761-0.04010.484055
450.0398320.33560.369069
460.0763760.64360.260969
47-0.132963-1.12040.133166
48-0.112706-0.94970.172748