Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8800147.46720
20.6989485.93080
30.5625114.77315e-06
40.5156064.37512e-05
50.5253224.45751.5e-05
60.5168834.38591.9e-05
70.4620563.92071e-04
80.3912173.31960.000709
90.3750363.18230.001079
100.4130773.50510.000395
110.4838894.10595.3e-05
120.5025754.26453e-05
130.3566513.02630.001716
140.1735611.47270.072593
150.0312880.26550.395697
16-0.033481-0.28410.388577
17-0.047374-0.4020.344445
18-0.07101-0.60250.274355
19-0.119425-1.01340.157142
20-0.177185-1.50350.068547
21-0.186275-1.58060.059177
22-0.156813-1.33060.09376
23-0.105408-0.89440.187039
24-0.092983-0.7890.216354
25-0.202465-1.7180.04505
26-0.335865-2.84990.00285
27-0.425667-3.61190.000279
28-0.43683-3.70660.000205
29-0.409005-3.47050.000441
30-0.388657-3.29790.000758
31-0.388882-3.29980.000753
32-0.39824-3.37920.000588
33-0.366997-3.11410.001324
34-0.314329-2.66720.004721
35-0.248509-2.10870.019226
36-0.213771-1.81390.036929
37-0.270519-2.29540.012312
38-0.344229-2.92090.002329
39-0.379341-3.21880.000966
40-0.346557-2.94060.002201
41-0.289051-2.45270.008302
42-0.239977-2.03630.022701
43-0.222124-1.88480.031748
44-0.212782-1.80550.037587
45-0.175693-1.49080.07019
46-0.123272-1.0460.14953
47-0.0625-0.53030.298757
48-0.023254-0.19730.422068


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8800147.46720
2-0.334599-2.83920.002937
30.1800711.5280.065453
40.2284781.93870.028229
50.0933910.79240.215351
6-0.084048-0.71320.239022
7-0.045583-0.38680.350029
80.0410860.34860.364194
90.2149051.82350.036187
100.0684960.58120.281457
110.1555771.32010.09549
12-0.128609-1.09130.139393
13-0.622285-5.28031e-06
140.1113070.94450.174045
15-0.149112-1.26530.104929
16-0.189739-1.610.055888
170.006090.05170.479467
18-0.061294-0.52010.302295
190.0843490.71570.238237
20-0.065803-0.55840.289166
210.0225790.19160.4243
220.0914590.77610.220129
23-0.076263-0.64710.259809
240.0723490.61390.270607
25-0.116048-0.98470.164034
26-0.017014-0.14440.442808
270.0940060.79770.213842
28-0.019719-0.16730.433793
29-0.030446-0.25830.398441
300.0423490.35930.360195
31-0.018062-0.15330.439311
320.006310.05350.478723
33-0.035873-0.30440.380853
34-0.032916-0.27930.390407
350.0320420.27190.393245
36-0.030799-0.26130.397289
37-0.020928-0.17760.429775
380.0178280.15130.44009
39-0.023547-0.19980.4211
400.0166590.14140.443993
41-0.045072-0.38240.351629
420.004250.03610.485667
43-0.109838-0.9320.177223
440.0373330.31680.376163
45-0.080715-0.68490.247808
460.0251610.21350.415771
470.0006870.00580.497684
480.0358980.30460.380772