Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9210897.0750
20.774545.94940
30.5699354.37782.5e-05
40.3530152.71160.004379
50.1513411.16250.124862
6-0.012-0.09220.463437
7-0.130658-1.00360.159834
8-0.214216-1.64540.0526
9-0.268526-2.06260.021781
10-0.304375-2.33790.0114
11-0.328359-2.52220.007191
12-0.346556-2.66190.004998
13-0.348111-2.67390.004842
14-0.337759-2.59440.005968
15-0.320362-2.46070.008405
16-0.298262-2.2910.012776
17-0.266288-2.04540.022641
18-0.222204-1.70680.046561
19-0.170384-1.30870.097848
20-0.11971-0.91950.180786
21-0.06415-0.49270.312011
22-0.017482-0.13430.446819
230.0258220.19830.421728
240.0525170.40340.344058
250.067060.51510.304204
260.0553210.42490.336218
270.0311680.23940.405809
280.0053060.04080.483814
29-0.014197-0.1090.456767
30-0.016981-0.13040.448333
31-0.005614-0.04310.482874
320.024490.18810.425716
330.0530260.40730.34263
340.0770410.59180.278134
350.0857340.65850.256377
360.07810.59990.275435
370.0614080.47170.319445
380.0454280.34890.364187
390.0302030.2320.408672
400.0180710.13880.445037
410.0032930.02530.489954
42-0.006367-0.04890.480581
43-0.006294-0.04830.480802
44-0.010652-0.08180.467535
45-0.01229-0.09440.462556
46-0.016209-0.12450.45067
47-0.017997-0.13820.445261
48-0.015987-0.12280.451342


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9210897.0750
2-0.487251-3.74260.000207
3-0.365897-2.81050.003351
40.0006580.00510.497993
50.0602990.46320.322475
60.0397850.30560.380493
7-0.029289-0.2250.411389
8-0.140411-1.07850.142596
9-0.084757-0.6510.258777
10-0.055406-0.42560.33598
11-0.051125-0.39270.347978
12-0.071979-0.55290.291216
130.0501310.38510.350786
14-0.038157-0.29310.385242
15-0.13082-1.00480.159537
16-0.08746-0.67180.25217
170.038070.29240.385495
180.069860.53660.296778
19-0.020799-0.15980.436809
20-0.132481-1.01760.15651
210.0254590.19560.422817
22-0.045027-0.34590.36534
230.02650.20360.419701
24-0.098779-0.75870.225516
25-0.043385-0.33320.370064
26-0.15343-1.17850.12166
27-0.019115-0.14680.441885
280.056650.43510.332526
290.0250570.19250.42402
300.041850.32150.3745
31-0.043118-0.33120.370836
32-0.015745-0.12090.452076
33-0.101288-0.7780.219836
34-0.02156-0.16560.434516
350.0021280.01630.493508
36-0.034413-0.26430.396222
370.0227170.17450.431039
380.0195990.15050.440424
39-0.076632-0.58860.27918
40-0.046704-0.35870.360535
41-0.063275-0.4860.314374
420.0404290.31050.378621
430.1014360.77910.219504
44-0.142683-1.0960.138773
45-0.032976-0.25330.40046
46-0.038624-0.29670.383879
470.0460790.35390.362322
480.0474920.36480.358285