Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9458988.02620
20.8559217.26270
30.761136.45840
40.6605645.60510
50.5533024.69496e-06
60.4411243.74310.000181
70.3424182.90550.002434
80.2820552.39330.009653
90.2430352.06220.021398
100.2194651.86220.033326
110.2142991.81840.036582
120.2238531.89950.030755
130.2465082.09170.019997
140.2780682.35950.010507
150.3020892.56330.006229
160.3039122.57880.005979
170.2828772.40030.009484
180.2491152.11380.018998
190.2041891.73260.043724
200.1527831.29640.099487
210.0908470.77090.221656
220.0308030.26140.397276
23-0.022478-0.19070.424636
24-0.064727-0.54920.292273
25-0.112707-0.95640.171047
26-0.159486-1.35330.0901
27-0.20232-1.71670.045163
28-0.228779-1.94130.028071
29-0.246621-2.09270.019953
30-0.250158-2.12270.018611
31-0.248745-2.11070.019137
32-0.249245-2.11490.01895
33-0.248384-2.10760.019274
34-0.234395-1.98890.025256
35-0.215216-1.82620.035985
36-0.207663-1.76210.04115
37-0.207467-1.76040.041292
38-0.206395-1.75130.042075
39-0.19958-1.69350.047342
40-0.202406-1.71750.045096
41-0.232289-1.9710.026282
42-0.270795-2.29780.012241
43-0.304926-2.58740.005845
44-0.333973-2.83390.002982
45-0.357787-3.03590.001668
46-0.372991-3.16490.001137
47-0.37457-3.17830.001092
48-0.349577-2.96630.002044


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9458988.02620
2-0.368582-3.12750.001272
30.0192190.16310.435457
4-0.126982-1.07750.142432
5-0.094093-0.79840.213631
6-0.094406-0.80110.212867
70.0955560.81080.21007
80.2576632.18630.016021
9-0.034685-0.29430.384682
100.0762810.64730.259759
110.0587080.49820.309947
120.0038260.03250.487095
130.0338150.28690.387496
140.0708290.6010.274862
15-0.040835-0.34650.36499
16-0.189285-1.60610.056311
17-0.10202-0.86570.194773
180.0056370.04780.480993
19-0.055004-0.46670.321054
200.0622360.52810.299531
21-0.036349-0.30840.379321
220.0479210.40660.342745
23-0.095524-0.81050.210148
240.0121880.10340.45896
25-0.223526-1.89670.030941
26-0.040652-0.34490.365571
27-0.101238-0.8590.196587
280.0737450.62570.266729
29-0.070751-0.60030.275082
300.1679611.42520.07921
31-0.038517-0.32680.372374
32-0.089061-0.75570.226146
33-0.004704-0.03990.484134
340.1469391.24680.108253
35-0.019097-0.1620.435862
36-0.164152-1.39290.083972
370.066550.56470.287017
38-0.049837-0.42290.336821
390.0080760.06850.472779
40-0.091306-0.77480.22051
41-0.075809-0.64330.261049
42-0.00039-0.00330.498685
43-0.01691-0.14350.443154
440.0104080.08830.464934
450.0337110.2860.387832
460.0100170.0850.466249
470.0819060.6950.244648
480.0540360.45850.323983