Autocorrelation Function
Time lag kACF(k)T-STATP-value
0110.29560
10.6446976.63760
20.621056.39410
30.6768076.96820
40.5135195.2870
50.5296695.45330
60.5515095.67810
70.4862375.00611e-06
80.4440414.57177e-06
90.5724595.89380
100.4539264.67354e-06
110.473084.87072e-06
120.5538435.70220
130.3871283.98576.2e-05
140.415054.27322.1e-05
150.4016834.13563.6e-05
160.2773312.85530.002587
170.3045853.13590.001109
180.3060273.15070.001059
190.2351912.42140.008579
200.2149032.21260.014536
210.2615072.69240.004124
220.1978292.03680.022082
230.2274662.34190.010527
240.2470192.54320.006214
250.1279821.31770.095231
260.11711.20560.115325
270.0605740.62370.267099
280.005210.05360.47866
29-0.026493-0.27280.607217
30-0.019802-0.20390.580578
31-0.039926-0.41110.659073
320.0092260.0950.462253
330.0087810.09040.464067
34-0.039133-0.40290.656084
35-0.044846-0.46170.677386
36-0.016868-0.17370.568771
37-0.072854-0.75010.772564
38-0.123032-1.26670.89598
39-0.123869-1.27530.897506
40-0.210477-2.1670.983763
41-0.208266-2.14420.98285
42-0.197104-2.02930.977534
43-0.218462-2.24920.986716
44-0.227204-2.33920.989401
45-0.216693-2.2310.986106
46-0.181758-1.87130.967971
47-0.208655-2.14820.983014


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.6446976.63760
10.351523.61910.000227
20.3720313.83030.000109
3-0.096285-0.99130.838105
40.0735890.75760.225171
50.1119831.15290.125765
60.0667360.68710.246764
7-0.07902-0.81360.791138
80.2986693.0750.001339
9-0.081022-0.83420.796969
100.0987231.01640.155874
110.0722720.74410.229235
12-0.138756-1.42860.921968
13-0.044363-0.45670.675605
14-0.072289-0.74430.770816
15-0.145386-1.49680.931297
160.0301320.31020.3785
17-0.045801-0.47160.680893
180.0094660.09750.461272
19-0.10561-1.08730.86032
200.0115850.11930.45264
210.0395210.40690.342452
220.0575720.59270.277308
23-0.00605-0.06230.524773
24-0.064902-0.66820.747272
25-0.155789-1.60390.944149
26-0.125952-1.29680.901234
27-0.029279-0.30140.618167
28-0.095167-0.97980.835292
290.0352860.36330.358557
300.0491520.5060.306938
310.2004622.06390.020736
32-0.022906-0.23580.592989
33-0.01851-0.19060.575389
34-0.160214-1.64950.948998
350.1404881.44640.075506
36-0.042381-0.43630.668261
37-0.023069-0.23750.593642
38-0.051822-0.53350.70261
39-0.078011-0.80320.788162
40-0.069695-0.71760.762693
410.006130.06310.474897
42-0.01526-0.15710.562271
43-0.009775-0.10060.539986
44-0.067904-0.69910.756995
450.1497921.54220.063002
46-0.013614-0.14020.555601
470.0370160.38110.351946