Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9447618.01660
20.8883127.53760
30.8337227.07440
40.7814886.63110
50.7385596.26690
60.6977075.92020
70.6555795.56280
80.6130965.20231e-06
90.5712294.8473e-06
100.5313934.5091.2e-05
110.4918654.17364.1e-05
120.4528643.84270.00013
130.4120063.4960.000406
140.3723243.15930.001156
150.3339192.83340.002985
160.2993032.53970.006627
170.2670852.26630.01322
180.2338031.98390.025541
190.2025331.71850.044997
200.1721391.46060.074232
210.1431491.21470.114233
220.115020.9760.166172
230.089490.75940.225061
240.0631060.53550.296988
250.0363930.30880.37918
260.0101030.08570.46596
27-0.015184-0.12880.448922
28-0.037604-0.31910.375295
29-0.060225-0.5110.305449
30-0.082725-0.70190.242489
31-0.105442-0.89470.186963
32-0.128517-1.09050.139564
33-0.149372-1.26750.104536
34-0.168968-1.43370.077988
35-0.187443-1.59050.058051
36-0.204684-1.73680.043349
37-0.223357-1.89520.031037
38-0.241267-2.04720.022144
39-0.257843-2.18790.015963
40-0.273139-2.31770.011657
41-0.286319-2.42950.008808
42-0.299888-2.54460.006542
43-0.313792-2.66260.004779
44-0.327581-2.77960.003469
45-0.34096-2.89310.002521
46-0.349822-2.96830.002032
47-0.356533-3.02530.001721
48-0.361869-3.07060.001507


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9447618.01660
2-0.03967-0.33660.368696
3-0.012448-0.10560.458087
4-0.008176-0.06940.472441
50.0572040.48540.314436
6-0.007014-0.05950.476352
7-0.033935-0.28790.387107
8-0.025148-0.21340.415814
9-0.013393-0.11360.454919
10-0.005314-0.04510.482079
11-0.02502-0.21230.416235
12-0.021685-0.1840.427264
13-0.042496-0.36060.35973
14-0.013814-0.11720.453509
15-0.016806-0.14260.4435
160.0064580.05480.478226
17-0.007695-0.06530.47406
18-0.034443-0.29230.385464
19-0.004328-0.03670.485405
20-0.013313-0.1130.455187
21-0.009969-0.08460.466412
22-0.020464-0.17360.431317
230.0006730.00570.497728
24-0.031027-0.26330.396546
25-0.025138-0.21330.415848
26-0.021828-0.18520.426792
27-0.015374-0.13050.448285
28-0.001895-0.01610.493606
29-0.029896-0.25370.400236
30-0.023096-0.1960.422592
31-0.027039-0.22940.409591
32-0.02629-0.22310.412055
33-0.009399-0.07980.468328
34-0.017145-0.14550.442368
35-0.017661-0.14990.440648
36-0.015084-0.1280.449256
37-0.036948-0.31350.377398
38-0.018614-0.15790.437473
39-0.015817-0.13420.446805
40-0.018218-0.15460.438789
41-0.009418-0.07990.468263
42-0.030545-0.25920.398116
43-0.027771-0.23560.407189
44-0.026534-0.22520.41125
45-0.025349-0.21510.41515
460.0106670.09050.464066
47-0.010152-0.08610.465795
48-0.012683-0.10760.457298