Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.48530
10.9557948.11020
20.9100037.72160
30.8638547.330
40.8173376.93530
50.7723446.55360
60.7242436.14540
70.6739775.71890
80.6221445.27911e-06
90.5694614.8324e-06
100.5170344.38721.9e-05
110.4668263.96118.7e-05
120.4173623.54140.000351
130.3684533.12640.001276
140.3184912.70250.004289
150.2684362.27780.012856
160.2189771.85810.033623
170.1709721.45070.075597
180.1254151.06420.145402
190.0854470.7250.235388
200.0513570.43580.332151
210.017730.15040.440418
22-0.015694-0.13320.552782
23-0.048435-0.4110.658846
24-0.050224-0.42620.664369
25-0.052212-0.4430.670466
26-0.053958-0.45780.67578
27-0.055377-0.46990.680072
28-0.057179-0.48520.68549
29-0.059381-0.50390.692054
30-0.062404-0.52950.70096
31-0.073694-0.62530.733128
32-0.086408-0.73320.767091
33-0.09954-0.84460.799442
34-0.112875-0.95780.829309
35-0.126365-1.07220.856405
36-0.141178-1.19790.882564
37-0.15767-1.33790.907426
38-0.174897-1.4840.928919
39-0.192419-1.63270.946554
40-0.210034-1.78220.960534
41-0.228239-1.93670.971645
42-0.24734-2.09880.980327
43-0.267221-2.26740.986817
44-0.28833-2.44660.991567
45-0.309893-2.62950.994776
46-0.331635-2.8140.996848
47-0.35306-2.99580.998124


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.9557948.11020
1-0.040933-0.34730.635322
2-0.02781-0.2360.592939
3-0.028895-0.24520.596495
4-0.007754-0.06580.526137
5-0.062029-0.52630.699863
6-0.052019-0.44140.669874
7-0.047508-0.40310.655973
8-0.040765-0.34590.634786
9-0.031558-0.26780.605184
10-0.008352-0.07090.528152
11-0.025335-0.2150.584804
12-0.027395-0.23250.591579
13-0.04696-0.39850.654267
14-0.037139-0.31510.623214
15-0.033556-0.28470.611667
16-0.024956-0.21180.583555
17-0.01475-0.12520.549625
180.0243480.20660.418451
190.030670.26020.39771
20-0.029377-0.24930.598071
21-0.032795-0.27830.609199
22-0.028389-0.24090.594838
230.3261992.76790.003584
24-0.038421-0.3260.627319
25-0.022149-0.18790.574274
26-0.019481-0.16530.565415
27-0.000841-0.00710.502838
28-0.043143-0.36610.642311
29-0.042228-0.35830.639422
30-0.141174-1.19790.882558
31-0.049377-0.4190.661761
32-0.036249-0.30760.620357
33-0.01547-0.13130.552036
34-0.034979-0.29680.616266
35-0.036765-0.3120.622016
36-0.051543-0.43740.668418
37-0.027648-0.23460.592407
38-0.028617-0.24280.595584
39-0.02988-0.25350.599713
40-0.036169-0.30690.620099
41-0.005647-0.04790.519041
420.0080440.06830.472886
43-0.048494-0.41150.65903
44-0.044285-0.37580.645905
45-0.040929-0.34730.635307
460.1069640.90760.183553
47-0.059896-0.50820.693578