Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9433558.16970
20.8733217.56320
30.7953086.88760
40.714676.18920
50.632285.47570
60.5490134.75465e-06
70.4623654.00427.3e-05
80.3686063.19220.001032
90.2685542.32570.011369
100.1639051.41950.079954
110.0608860.52730.299776
12-0.034199-0.29620.383957
13-0.120929-1.04730.149168
14-0.196962-1.70570.046098
15-0.263904-2.28550.012556
16-0.326205-2.8250.003027
17-0.385266-3.33650.000661
18-0.442009-3.82790.000133
19-0.493684-4.27542.8e-05
20-0.538906-4.66717e-06
21-0.559833-4.84833e-06
22-0.574467-4.9752e-06
23-0.582295-5.04282e-06
24-0.581859-5.0392e-06
25-0.571952-4.95332e-06
26-0.552206-4.78224e-06
27-0.527554-4.56889e-06
28-0.499718-4.32772.3e-05
29-0.465584-4.03216.6e-05
30-0.424879-3.67960.000219
31-0.380648-3.29650.000749
32-0.334655-2.89820.002459
33-0.287078-2.48620.007569
34-0.238156-2.06250.021312
35-0.188438-1.63190.053445
36-0.136873-1.18540.119809
37-0.08301-0.71890.237222
38-0.027805-0.24080.405185
390.0285790.24750.4026
400.0852420.73820.231344
410.1376821.19240.11844
420.1843571.59660.057283
430.2274321.96960.026287
440.2664272.30730.011899
450.2996522.59510.005685
460.3252862.81710.003096
470.342792.96860.002007
480.3513793.0430.001614


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9433558.16970
2-0.150776-1.30580.097813
3-0.097836-0.84730.199767
4-0.054071-0.46830.320475
5-0.056402-0.48850.313326
6-0.05469-0.47360.31857
7-0.083363-0.72190.236288
8-0.120942-1.04740.149141
9-0.115791-1.00280.159596
10-0.110809-0.95960.170162
11-0.066447-0.57540.283355
12-0.022032-0.19080.424598
13-0.031371-0.27170.393306
14-0.009958-0.08620.465753
15-0.02231-0.19320.423658
16-0.061008-0.52830.299409
17-0.070521-0.61070.271612
18-0.086444-0.74860.228211
19-0.072935-0.63160.264773
20-0.074557-0.64570.260229
210.0954330.82650.205578
22-0.087406-0.7570.225724
23-0.062105-0.53780.296138
24-0.025473-0.22060.412999
25-0.003609-0.03130.487574
260.0094820.08210.467386
27-0.043643-0.3780.353265
28-0.067771-0.58690.279513
29-0.030738-0.26620.395407
30-0.025868-0.2240.411673
31-0.041709-0.36120.35948
32-0.041239-0.35710.360996
33-0.040503-0.35080.363372
34-0.024048-0.20830.417794
35-0.019949-0.17280.431653
36-0.010731-0.09290.463103
370.0014970.0130.494844
38-0.004383-0.0380.484912
390.0104330.09030.464126
400.010530.09120.46379
41-0.000616-0.00530.497878
42-0.043784-0.37920.352812
43-0.009374-0.08120.467756
44-0.003388-0.02930.488335
45-0.015233-0.13190.447701
46-0.029999-0.25980.397867
47-0.048973-0.42410.336346
48-0.055973-0.48470.314635