Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.8740
10.3513032.76620.003732
20.0698320.54990.292195
30.1681721.32420.095151
40.296052.33110.011507
50.2932192.30880.012151
60.3693642.90840.002518
70.1460691.15020.12725
80.0672190.52930.299249
9-0.014036-0.11050.543822
100.0669620.52730.299948
110.1598311.25850.106462
120.2681612.11150.019384
130.0265460.2090.417558
14-0.06691-0.52680.69991
150.0011020.00870.496552
160.1480271.16560.124127
170.1161880.91490.181904
180.1406311.10730.136215
190.0909820.71640.23822
20-0.050267-0.39580.653197
21-0.097914-0.7710.778176
220.0918110.72290.236223
230.1256980.98970.163072
240.0120090.09460.462485
25-0.161297-1.270.895594
26-0.129057-1.01620.843258
27-0.0297-0.23390.592068
280.0388260.30570.380422
29-0.000449-0.00350.501405
30-0.057359-0.45160.673449
31-0.145877-1.14860.872441
32-0.233007-1.83470.964325
33-0.045615-0.35920.639658
340.0817910.6440.260967
35-0.08785-0.69170.754157
36-0.23742-1.86940.966858
37-0.195853-1.54220.935937
38-0.063276-0.49820.689958
39-0.016017-0.12610.549976
40-0.023383-0.18410.572738
41-0.114363-0.90050.814329
42-0.124375-0.97930.834388
43-0.077963-0.61390.729231
44-0.091056-0.7170.761959
45-0.076355-0.60120.725057
460.0641540.50510.307623
47-0.027499-0.21650.585357


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3513032.76620.003732
1-0.061125-0.48130.684002
20.1873491.47520.072611
30.2073941.6330.053766
40.1587911.25030.10794
50.2877922.26610.013474
6-0.093938-0.73970.768853
7-0.005659-0.04460.517699
8-0.234899-1.84960.96543
9-0.073872-0.58170.718552
100.0252880.19910.421411
110.1968941.55030.063074
12-0.026404-0.20790.582007
130.0041710.03280.486953
140.0198240.15610.438233
150.0508330.40030.34517
16-0.016927-0.13330.552798
170.0451250.35530.361779
180.0845180.66550.254101
19-0.133377-1.05020.851152
20-0.096859-0.76270.775722
21-0.001048-0.00830.503279
22-0.011002-0.08660.534379
23-0.08381-0.65990.744126
24-0.124571-0.98090.834766
250.0157960.12440.45071
260.0378310.29790.383395
270.0483710.38090.352301
280.0600680.4730.318944
29-0.007292-0.05740.522803
30-0.083313-0.6560.742877
31-0.214661-1.69020.951998
320.087890.6920.245745
33-0.011087-0.08730.534642
34-0.12988-1.02270.844783
35-0.089744-0.70660.758782
360.0199080.15680.437974
370.1171830.92270.179869
380.0188080.14810.441376
390.1080850.85110.199005
40-0.048747-0.38380.648792
410.0213480.16810.433527
420.0574960.45270.326163
43-0.029963-0.23590.592868
44-0.184384-1.45180.924207
450.0027810.02190.491299
460.0307520.24210.404736
47-0.096236-0.75780.774269