Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.81020
10.8564746.68930
20.6548165.11432e-06
30.4888763.81820.000158
40.3751322.92990.002382
50.3346162.61340.005637
60.2917842.27890.013093
70.2067771.6150.055738
80.111250.86890.194157
90.0867370.67740.250345
100.1395411.08980.140034
110.2538931.9830.025939
120.3283662.56460.006403
130.2353851.83840.035436
140.0875770.6840.248283
15-0.041887-0.32720.627663
16-0.121053-0.94550.82592
17-0.143508-1.12080.866624
18-0.167394-1.30740.902007
19-0.214593-1.6760.950574
20-0.275192-2.14930.982207
21-0.285062-2.22640.985155
22-0.241681-1.88760.96808
23-0.156609-1.22320.887013
24-0.093635-0.73130.766305
25-0.155067-1.21110.884738
26-0.249245-1.94670.971908
27-0.316876-2.47490.991939
28-0.343747-2.68470.995333
29-0.336095-2.6250.994532
30-0.330616-2.58220.993883
31-0.34172-2.66890.995132
32-0.361787-2.82560.996815
33-0.3401-2.65630.994966
34-0.282712-2.20810.984495
35-0.186081-1.45330.924373
36-0.102025-0.79680.785683
37-0.108988-0.85120.801012
38-0.148713-1.16150.875016
39-0.171199-1.33710.906924
40-0.168567-1.31660.903543
41-0.146903-1.14730.872141
42-0.123055-0.96110.829849
43-0.119738-0.93520.823309
44-0.125058-0.97670.833721
45-0.100563-0.78540.782378
46-0.053051-0.41430.659962
470.0297510.23240.408518


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.8564746.68930
1-0.295477-2.30770.98779
20.0633160.49450.31136
30.036390.28420.388605
40.160341.25230.107622
5-0.131227-1.02490.845274
6-0.128284-1.00190.839832
7-0.019538-0.15260.560389
80.2483171.93940.02854
90.1364681.06590.145345
100.1941941.51670.067253
11-0.121508-0.9490.826818
12-0.473419-3.69750.999766
13-0.031289-0.24440.596119
14-0.011247-0.08780.534854
150.0054230.04240.483178
16-0.064879-0.50670.692911
17-0.025322-0.19780.578059
180.1052990.82240.207023
190.0086930.06790.473046
20-0.015898-0.12420.549203
21-0.163097-1.27380.896222
22-0.093528-0.73050.766052
23-0.00142-0.01110.504405
24-0.168268-1.31420.903153
250.0410880.32090.374689
260.0548670.42850.334889
270.0222420.17370.431331
28-0.067748-0.52910.700682
29-0.048624-0.37980.647281
30-0.01497-0.11690.546347
31-0.029577-0.2310.590959
32-0.044981-0.35130.636716
33-0.074959-0.58540.719797
340.0717930.56070.28852
350.0905290.70710.241113
360.0045620.03560.485846
37-0.088927-0.69450.755009
38-0.031901-0.24920.59796
39-0.038-0.29680.616183
40-0.030519-0.23840.593799
410.0043590.0340.486478
42-0.050186-0.3920.651775
430.0521680.40740.342553
440.0469210.36650.357642
450.0025860.02020.491977
460.0028590.02230.491128
470.0339670.26530.395841