Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9650118.84450
20.9281778.50690
30.8917198.17270
40.856527.85010
50.821247.52680
60.7867547.21070
70.7538446.90910
80.7188836.58870
90.6814236.24530
100.6471235.9310
110.6171785.65650
120.5873325.3830
130.552355.06241e-06
140.513944.71035e-06
150.4757224.36011.8e-05
160.4390524.0246.2e-05
170.4019813.68420.000203
180.3674323.36760.000573
190.3345613.06630.001458
200.3011742.76030.003544
210.2646972.4260.008704
220.2296852.10510.019135
230.1982261.81680.03641
240.1688981.5480.062694
250.1369181.25490.106503
260.1011090.92670.178374
270.064730.59330.2773
280.0292890.26840.39451
29-0.004537-0.04160.483466
30-0.034489-0.31610.376357
31-0.060198-0.55170.291302
32-0.083894-0.76890.222053
33-0.108343-0.9930.161787
34-0.131937-1.20920.114985
35-0.153251-1.40460.081919
36-0.1709-1.56630.060516
37-0.191138-1.75180.041728
38-0.213577-1.95750.026806
39-0.236-2.1630.016693
40-0.258799-2.37190.009991
41-0.279849-2.56490.00605
42-0.297246-2.72430.003919
43-0.310992-2.85030.002747
44-0.322098-2.95210.002046
45-0.332979-3.05180.001522
46-0.344849-3.16060.001095
47-0.355086-3.25440.000819
48-0.363311-3.32980.000646


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9650118.84450
2-0.044639-0.40910.341745
3-0.012933-0.11850.452965
4-0.00123-0.01130.495516
5-0.021056-0.1930.423721
6-0.007533-0.0690.472561
70.0033760.03090.487695
8-0.049879-0.45720.324372
9-0.054645-0.50080.3089
100.0263660.24160.404821
110.039250.35970.359976
12-0.020847-0.19110.424466
13-0.092672-0.84940.199049
14-0.069878-0.64040.261813
15-0.020071-0.1840.427247
160.0006520.0060.497623
17-0.032204-0.29520.384302
180.0027010.02480.490155
19-0.008351-0.07650.469585
20-0.026302-0.24110.405049
21-0.058286-0.53420.297308
22-0.006749-0.06190.475414
230.0098680.09040.464075
24-0.002652-0.02430.490332
25-0.05964-0.54660.293048
26-0.0794-0.72770.234407
27-0.036526-0.33480.369319
28-0.012757-0.11690.453601
29-0.005735-0.05260.479102
300.0124710.11430.454636
310.0146690.13440.446688
320.0010040.00920.496341
33-0.020022-0.18350.427422
34-0.008653-0.07930.468491
35-0.008214-0.07530.470085
360.0130720.11980.452463
37-0.063658-0.58340.280582
38-0.053671-0.49190.312037
39-0.021721-0.19910.421343
40-0.028261-0.2590.398127
410.0021490.01970.492168
420.0137040.12560.450175
43-0.000406-0.00370.49852
440.0014930.01370.494556
45-0.00769-0.07050.471989
46-0.031504-0.28870.386745
47-0.010778-0.09880.460772
48-0.010023-0.09190.463515