Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.8622036.67860
20.7094395.49530
30.5505214.26433.6e-05
40.4924213.81430.000163
50.4723763.6590.000268
60.4382543.39470.000612
70.3747422.90270.002584
80.3188442.46980.008191
90.3017652.33750.011385
100.3516092.72360.004223
110.3927673.04240.00174
120.4133313.20160.001093
130.3357912.6010.005844
140.2423361.87710.032683
150.1459151.13020.131435
160.0678850.52580.300471
170.0227010.17580.430504
18-0.023066-0.17870.570599
19-0.023883-0.1850.573074
20-0.029672-0.22980.5905
21-0.018418-0.14270.556483
22-0.005933-0.0460.518251
230.0003430.00270.498945
24-0.007529-0.05830.523155
25-0.057296-0.44380.670613
26-0.110015-0.85220.801246
27-0.167412-1.29680.900162
28-0.207624-1.60830.943485
29-0.239608-1.8560.965816
30-0.2707-2.09680.979884
31-0.259185-2.00760.975404
32-0.238857-1.85020.965393
33-0.191727-1.48510.928625
34-0.181901-1.4090.918002
35-0.187279-1.45070.923959
36-0.215034-1.66560.949501
37-0.226692-1.7560.9579
38-0.232489-1.80080.961624
39-0.235389-1.82330.963381
40-0.279997-2.16880.982966
41-0.32129-2.48870.992193
42-0.357376-2.76820.996257
43-0.313197-2.4260.990855
44-0.26512-2.05360.97781
45-0.207993-1.61110.943798
46-0.199793-1.54760.93651
47-0.199987-1.54910.936691


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.8622036.67860
1-0.132325-1.0250.845258
2-0.1111-0.86060.803551
30.3042622.35680.010857
40.0681890.52820.299657
5-0.144123-1.11640.865644
6-0.02699-0.20910.582448
70.1080760.83720.202914
80.0908330.70360.242204
90.1887051.46170.07452
10-0.017576-0.13610.553917
110.0123790.09590.461964
12-0.231305-1.79170.960886
13-0.063232-0.48980.686968
14-0.06615-0.51240.694873
15-0.192145-1.48830.929052
160.0282160.21860.413867
170.00160.01240.495075
180.1798631.39320.084348
19-0.053016-0.41070.658608
20-0.01885-0.1460.5578
21-0.006638-0.05140.52042
22-0.043347-0.33580.630891
23-0.092817-0.7190.76252
24-0.134315-1.04040.848835
250.0511140.39590.346782
26-0.016532-0.12810.550735
270.0591660.45830.324196
28-0.068361-0.52950.700802
29-0.038016-0.29450.615293
300.0777710.60240.274585
31-0.032036-0.24820.597567
320.0263560.20420.419461
33-0.196435-1.52160.933316
340.0325750.25230.400827
35-0.035248-0.2730.607117
360.133551.03450.152533
37-0.058508-0.45320.673981
38-0.000982-0.00760.503022
39-0.138523-1.0730.856215
40-0.023155-0.17940.570871
41-0.01421-0.11010.543641
420.0237370.18390.42737
43-0.009442-0.07310.529031
44-0.024917-0.1930.576196
450.0970950.75210.227467
46-0.021246-0.16460.565083
47-0.043114-0.3340.630214