Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9479927.21970
20.8979726.83880
30.8504586.47690
40.8042516.1250
50.7572895.76730
60.7091715.40091e-06
70.659715.02423e-06
80.6092834.64021e-05
90.5623414.28273.5e-05
100.5147043.91990.000118
110.4651693.54260.000395
120.4135883.14980.001291
130.356912.71810.004322
140.3002662.28680.012939
150.2511561.91270.030361
160.2059531.56850.061103
170.1592461.21280.115065
180.1152490.87770.191861
190.0713730.54360.294414
200.0315580.24030.405457
21-0.003828-0.02920.48842
22-0.038088-0.29010.386399
23-0.073714-0.56140.288346
24-0.10798-0.82240.207122
25-0.146665-1.1170.134307
26-0.185009-1.4090.082089
27-0.21434-1.63240.05401
28-0.240606-1.83240.036013
29-0.26617-2.02710.023629
30-0.291109-2.2170.015278
31-0.315607-2.40360.009726
32-0.33824-2.5760.006283
33-0.352516-2.68470.004725
34-0.365839-2.78610.003598
35-0.380669-2.89910.002638
36-0.393241-2.99480.002016
37-0.407207-3.10120.001487
38-0.419431-3.19430.001134
39-0.425951-3.24390.000979
40-0.426115-3.24520.000975
41-0.424854-3.23560.001004
42-0.419929-3.19810.001121
43-0.415693-3.16580.001232
44-0.406594-3.09650.001507
45-0.389325-2.9650.002194
46-0.369753-2.8160.003317
47-0.349041-2.65820.005067
48-0.327715-2.49580.007716


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9479927.21970
2-0.007077-0.05390.478602
3-0.001265-0.00960.496174
4-0.011893-0.09060.46407
5-0.032036-0.2440.404054
6-0.037786-0.28780.387275
7-0.041985-0.31970.375155
8-0.040554-0.30890.37927
90.0019950.01520.493964
10-0.036448-0.27760.391161
11-0.048973-0.3730.355265
12-0.053883-0.41040.341527
13-0.089241-0.67960.249719
14-0.045585-0.34720.364863
150.0284850.21690.414511
160.0015940.01210.495178
17-0.045287-0.34490.365709
18-0.008443-0.06430.474475
19-0.037351-0.28450.388537
20-0.001057-0.0080.496803
210.0030830.02350.490673
22-0.023397-0.17820.429598
23-0.042429-0.32310.37388
24-0.022555-0.17180.432107
25-0.088217-0.67180.252177
26-0.048757-0.37130.355874
270.0315520.24030.405476
28-0.012445-0.09480.462407
29-0.022503-0.17140.43226
30-0.030122-0.22940.409682
31-0.043047-0.32780.372108
32-0.028504-0.21710.414453
330.0350790.26720.395149
34-0.023307-0.17750.429868
35-0.034911-0.26590.39564
36-0.011914-0.09070.464008
37-0.054821-0.41750.338925
38-0.0285-0.21710.414465
390.0027090.02060.491805
400.0216260.16470.434877
410.002630.020.492045
420.014190.10810.457158
43-0.039753-0.30280.381581
440.0163910.12480.450544
450.0477460.36360.35873
460.0118820.09050.464104
470.0219660.16730.433863
480.003640.02770.488991