Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.400271-3.55770.000318
20.0200340.17810.429563
3-0.166789-1.48250.071099
40.046290.41140.340934
50.0550480.48930.313
60.0071380.06340.474786
70.0291390.2590.398158
8-0.079331-0.70510.241408
90.1385641.23160.110879
10-0.120327-1.06950.144053
11-0.09902-0.88010.190736
120.1728031.53590.064278
13-0.026325-0.2340.407801
140.0069120.06140.475583
15-0.087963-0.78180.218325
160.051040.45370.325661
17-0.107422-0.95480.171298
180.1066050.94750.173131
190.0704270.6260.26657
20-0.143628-1.27660.102742
210.1361641.21030.114895
22-0.181552-1.61370.055294
230.1052860.93580.176112
24-0.003936-0.0350.486092
250.1417321.25970.105736
26-0.189517-1.68450.048019
270.0269230.23930.405747
28-0.074059-0.65820.256146
290.1044950.92880.177919
300.0675270.60020.275048
31-0.067397-0.5990.275432
320.0416860.37050.355997
330.0274070.24360.404087
34-0.042041-0.37370.354827
35-0.043521-0.38680.349964
36-0.009321-0.08280.467092
370.0869050.77240.221084
38-0.028488-0.25320.400384
39-0.028507-0.25340.400319
40-0.037129-0.330.371134
410.1036640.92140.179826
42-0.081124-0.7210.236505
430.0517810.46020.323304
44-0.090501-0.80440.211794
450.0465250.41350.340171
460.0010670.00950.496228
47-0.043298-0.38480.350694
480.0826850.73490.232281


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.400271-3.55770.000318
2-0.166928-1.48370.070935
3-0.274685-2.44150.008432
4-0.189851-1.68740.047732
5-0.063115-0.5610.2882
6-0.041738-0.3710.355824
70.0252330.22430.411562
8-0.040211-0.35740.360872
90.1401391.24560.1083
100.0127730.11350.454949
11-0.189076-1.68050.048401
120.0756340.67230.251692
130.0437410.38880.349244
14-0.024573-0.21840.413836
15-0.054753-0.48670.313924
160.0119630.10630.457795
17-0.1379-1.22570.111979
18-0.071438-0.6350.263647
190.1138531.0120.157325
20-0.070475-0.62640.266431
210.0418150.37170.35557
22-0.092904-0.82570.205716
230.0062510.05560.477916
240.0285070.25340.400318
250.1453621.2920.100061
26-0.041394-0.36790.356959
27-0.042805-0.38050.352313
28-0.170548-1.51590.066772
290.0412550.36670.357419
300.0807340.71760.237566
31-0.038786-0.34470.365605
320.0939630.83520.203072
330.1542051.37060.08719
340.0495250.44020.330502
350.0370440.32930.371416
360.0247720.22020.41315
37-0.040621-0.3610.359514
38-0.032456-0.28850.386868
39-0.095848-0.85190.198419
40-0.011681-0.10380.458788
410.1243881.10560.136132
42-0.106137-0.94340.174186
430.0244530.21730.414252
44-0.058895-0.52350.301057
45-0.04425-0.39330.347576
46-0.016758-0.14890.440988
47-0.001269-0.01130.495515
480.0011420.01020.495962