Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9470388.67970
20.8844198.10580
30.8117767.44010
40.7359276.74490
50.6741066.17830
60.6307855.78120
70.6125215.61380
80.609925.590
90.614845.63510
100.6222515.7030
110.6220225.70090
120.5977055.47810
130.5440574.98642e-06
140.4693374.30152.3e-05
150.394143.61240.000258
160.3146992.88430.002491
170.2508042.29870.012004
180.2133321.95520.026941
190.1925811.7650.040597
200.1874031.71760.044779
210.1877621.72090.044479
220.1847561.69330.04705
230.1842131.68830.047528
240.1580181.44830.075633
250.1006360.92230.179496
260.0364160.33380.369696
27-0.036878-0.3380.368105
28-0.106851-0.97930.16512
29-0.164723-1.50970.067434
30-0.201843-1.84990.033921
31-0.224541-2.0580.021347
32-0.236014-2.16310.016688
33-0.239963-2.19930.015302
34-0.239739-2.19720.015378
35-0.243477-2.23150.014155
36-0.259747-2.38060.009773
37-0.291093-2.66790.004578
38-0.321149-2.94340.002098
39-0.35122-3.2190.000915
40-0.38902-3.56540.000301
41-0.40414-3.7040.000189
42-0.410767-3.76470.000154
43-0.40423-3.70480.000189
44-0.390351-3.57760.000289
45-0.382554-3.50620.000366
46-0.367237-3.36580.000576
47-0.358342-3.28430.000746
48-0.357859-3.27980.000756


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9470388.67970
2-0.120861-1.10770.135575
3-0.123732-1.1340.130005
4-0.057197-0.52420.300753
50.1082740.99240.161938
60.1325681.2150.113883
70.1781731.6330.053108
80.0790110.72410.235494
90.0201920.18510.426813
100.01650.15120.440079
11-0.025734-0.23590.40706
12-0.169631-1.55470.061889
13-0.226-2.07130.020698
14-0.161748-1.48240.070982
150.0349850.32060.37464
16-0.073998-0.67820.249754
170.0283910.26020.39767
180.0914510.83820.202158
19-0.003513-0.03220.487194
20-0.001783-0.01630.493501
21-0.026111-0.23930.405725
22-0.054478-0.49930.309436
230.1175321.07720.142239
24-0.102321-0.93780.175522
25-0.219123-2.00830.023912
26-0.00247-0.02260.490998
27-0.037874-0.34710.364686
28-0.027237-0.24960.401741
29-0.038834-0.35590.361395
30-0.034642-0.31750.375825
31-0.074464-0.68250.248408
32-0.020035-0.18360.427375
33-0.022918-0.210.41707
340.026810.24570.403251
350.0203350.18640.4263
360.009080.08320.466939
370.0099180.09090.463894
380.1013290.92870.177854
390.060740.55670.28961
40-0.093965-0.86120.195788
410.0746960.68460.247739
42-0.056179-0.51490.303993
430.015560.14260.443471
44-0.02275-0.20850.41767
45-0.131884-1.20870.115077
460.0325460.29830.383111
47-0.028203-0.25850.398331
480.0246310.22570.410974