Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8446467.74130
20.7326466.71480
30.708486.49330
40.6891226.31590
50.6639736.08540
60.6160795.64650
70.5983275.48380
80.5652655.18071e-06
90.5125184.69735e-06
100.4954744.54119e-06
110.4746974.35071.9e-05
120.4661094.2722.5e-05
130.4069663.72990.000174
140.3494213.20250.000963
150.3252632.98110.001878
160.3006872.75580.003589
170.2729512.50160.007151
180.2142931.9640.026417
190.1899791.74120.042656
200.1739361.59410.05733
210.1614621.47980.071331
220.111731.0240.154383
230.0702510.64390.260711
240.0938550.86020.196064
250.0718030.65810.256141
260.0247230.22660.410648
270.0214350.19650.422364
28-0.000368-0.00340.498659
290.0002570.00240.499064
30-0.01804-0.16530.434537
31-0.025215-0.23110.408899
32-0.015822-0.1450.442526
33-0.045457-0.41660.33901
34-0.092304-0.8460.199985
35-0.113667-1.04180.150254
36-0.081614-0.7480.228273
37-0.030366-0.27830.390731
38-0.028125-0.25780.398608
39-0.04413-0.40450.343451
40-0.059786-0.54790.292592
41-0.078725-0.72150.236294
42-0.09346-0.85660.197059
43-0.110795-1.01550.156403
44-0.118258-1.08390.140766
45-0.134334-1.23120.110843
46-0.15601-1.42990.078234
47-0.198805-1.82210.036001
48-0.223268-2.04630.021928


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8446467.74130
20.0670650.61470.27022
30.2611742.39370.009453
40.0914020.83770.202285
50.0827810.75870.225079
6-0.042079-0.38570.350361
70.0961250.8810.190415
8-0.063647-0.58330.280615
9-0.055528-0.50890.306072
100.0595720.5460.29326
11-0.020522-0.18810.425631
120.0720940.66080.255288
13-0.16196-1.48440.070724
14-0.038815-0.35570.361462
15-0.029028-0.2660.395428
16-0.000831-0.00760.49697
17-0.023851-0.21860.413748
18-0.11165-1.02330.154555
190.0521450.47790.316975
20-0.025393-0.23270.40827
210.0946640.86760.194041
22-0.17459-1.60010.056661
230.0215430.19740.421979
240.1273441.16710.12323
25-0.068558-0.62830.265743
26-0.030446-0.2790.39045
270.0486370.44580.328456
28-0.074553-0.68330.248152
290.0829160.75990.22471
300.0052380.0480.480914
31-0.013613-0.12480.450505
320.0345230.31640.376239
33-0.079318-0.7270.234634
34-0.118444-1.08560.14039
350.0192820.17670.430077
360.0843750.77330.220756
370.1658611.52010.066115
380.0337290.30910.378995
39-0.045088-0.41320.340241
40-0.070288-0.64420.260601
41-0.108405-0.99360.161647
42-0.051729-0.47410.318327
43-0.062527-0.57310.284066
44-0.02952-0.27060.393699
45-0.048137-0.44120.330107
460.0202870.18590.426473
47-0.117795-1.07960.141704
48-0.133703-1.22540.111924