Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.48530
10.9572068.12220
20.9108967.72920
30.8641177.33230
40.8166366.92940
50.771956.55020
60.7244526.14720
70.6741415.72030
80.6231285.28741e-06
90.5695364.83274e-06
100.5189754.40361.8e-05
110.4681793.97268.3e-05
120.418073.54740.000344
130.3691173.13210.001255
140.3196962.71270.004171
150.267932.27350.012991
160.2194291.86190.033348
170.1709291.45040.075648
180.1256931.06650.144871
190.0853790.72450.235564
200.0505210.42870.334716
210.0156630.13290.447319
22-0.019195-0.16290.564463
23-0.050788-0.43090.666104
24-0.052996-0.44970.672856
25-0.055204-0.46840.679552
26-0.057412-0.48720.686188
27-0.059621-0.50590.692763
28-0.061829-0.52460.699275
29-0.064037-0.54340.705724
30-0.066245-0.56210.712106
31-0.076891-0.65240.741902
32-0.090583-0.76860.777685
33-0.10451-0.88680.81093
34-0.118437-1.0050.840862
35-0.132364-1.12310.867447
36-0.147229-1.24930.892195
37-0.163265-1.38530.914889
38-0.179536-1.52340.933982
39-0.196744-1.66940.950312
40-0.214187-1.81740.963344
41-0.231629-1.96540.973389
42-0.250009-2.12140.981334
43-0.269561-2.28730.987441
44-0.289348-2.45520.991751
45-0.310071-2.6310.994797
46-0.33103-2.80890.996802
47-0.351988-2.98670.998074


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.9572068.12220
1-0.063839-0.54170.705149
2-0.028204-0.23930.59423
3-0.033162-0.28140.610389
40.00810.06870.472697
5-0.061597-0.52270.698595
6-0.0589-0.49980.690625
7-0.036397-0.30880.620832
8-0.060199-0.51080.694476
90.002960.02510.490017
10-0.03985-0.33810.631877
11-0.024188-0.20520.581019
12-0.023229-0.19710.577851
13-0.03768-0.31970.62495
14-0.066598-0.56510.71312
150.0001840.00160.49938
16-0.041572-0.35280.637348
17-0.004675-0.03970.515768
180.0155260.13170.447778
190.0283250.24030.405374
20-0.041174-0.34940.636086
21-0.035144-0.29820.616799
220.0044520.03780.484985
230.3180962.69910.004329
24-0.048949-0.41530.660439
25-0.028724-0.24370.595935
26-0.023121-0.19620.577493
270.0153190.130.44847
28-0.039041-0.33130.629301
29-0.041904-0.35560.638398
30-0.139991-1.18790.880605
31-0.075945-0.64440.739322
32-0.008889-0.07540.529956
33-0.03585-0.30420.619073
34-0.032277-0.27390.607518
35-0.037221-0.31580.623478
36-0.038986-0.33080.629125
37-0.040636-0.34480.634378
38-0.008743-0.07420.529467
39-0.049767-0.42230.662962
40-0.014882-0.12630.550069
41-0.010074-0.08550.533941
420.0005240.00440.498233
43-0.048385-0.41060.658693
44-0.045433-0.38550.649504
45-0.023706-0.20120.579428
460.1007260.85470.19778
47-0.059917-0.50840.69364