Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9226317.82880
20.8364747.09770
30.7548666.40530
40.6857395.81870
50.623515.29071e-06
60.5618824.76775e-06
70.5080164.31072.5e-05
80.4531413.8450.000129
90.3998943.39320.000563
100.356593.02580.001719
110.3308022.80690.003215
120.2985512.53330.006739
130.2600462.20660.015267
140.2254521.9130.029861
150.1949011.65380.051262
160.1751051.48580.070847
170.163781.38970.084448
180.1542951.30920.097308
190.143161.21470.114215
200.1067760.9060.183972
210.0713430.60540.273419
220.0422160.35820.360616
230.0149070.12650.449849
24-0.015625-0.13260.447447
25-0.045587-0.38680.350015
26-0.06585-0.55880.28903
27-0.092786-0.78730.216842
28-0.122875-1.04260.150304
29-0.143624-1.21870.113469
30-0.158403-1.34410.09157
31-0.175158-1.48630.070787
32-0.194208-1.64790.051865
33-0.209415-1.77690.0399
34-0.218082-1.85050.034173
35-0.228634-1.940.028147
36-0.241496-2.04920.022045
37-0.255985-2.17210.016571
38-0.271289-2.3020.012116
39-0.278038-2.35920.010514
40-0.277324-2.35320.010674
41-0.282711-2.39890.009518
42-0.292866-2.48510.007639
43-0.304286-2.5820.005929
44-0.298195-2.53030.006792
45-0.281337-2.38720.009802
46-0.263333-2.23450.014279
47-0.249227-2.11480.018956
48-0.228567-1.93950.028182


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9226317.82880
2-0.099319-0.84280.201079
3-0.012941-0.10980.456434
40.0347170.29460.384579
5-0.002872-0.02440.490314
6-0.035648-0.30250.381577
70.0201570.1710.432337
8-0.043988-0.37330.355028
9-0.022426-0.19030.424809
100.035240.2990.382892
110.0808150.68570.247541
12-0.07887-0.66920.252743
13-0.048304-0.40990.341559
140.0173270.1470.44176
15-0.005908-0.05010.480079
160.0410630.34840.364266
170.042620.36160.359339
18-0.010358-0.08790.465103
19-0.014773-0.12540.450297
20-0.161239-1.36820.087758
210.0073990.06280.475057
22-0.000978-0.00830.496699
23-0.037329-0.31670.376178
24-0.045276-0.38420.35099
25-0.008298-0.07040.472031
260.0357670.30350.381194
27-0.075695-0.64230.26136
28-0.051902-0.44040.330483
290.0281450.23880.405963
30-0.027916-0.23690.406714
31-0.02224-0.18870.425424
32-0.009066-0.07690.469447
33-0.01266-0.10740.457376
340.0029020.02460.490211
35-0.047666-0.40450.343537
36-0.039629-0.33630.368824
37-0.050746-0.43060.334024
38-0.034921-0.29630.383922
390.072720.6170.269574
400.0114570.09720.461413
41-0.085657-0.72680.234845
42-0.04168-0.35370.362312
43-0.015867-0.13460.446637
440.0984290.83520.203184
450.0198340.16830.43341
460.0079040.06710.473356
47-0.014544-0.12340.451064
480.0394970.33510.369247