Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.90123610.23610
20.7848458.91410
30.6480827.36080
40.553946.29160
50.4333964.92241e-06
60.2786733.16510.000967
70.1319031.49810.068271
80.0126690.14390.442905
9-0.083747-0.95120.171645
10-0.190157-2.15980.01632
11-0.281703-3.19950.000866
12-0.354211-4.02314.9e-05
13-0.3562-4.04574.5e-05
14-0.341547-3.87928.3e-05
15-0.325146-3.6930.000163
16-0.320189-3.63660.000199
17-0.314866-3.57620.000246
18-0.285597-3.24380.000751
19-0.246069-2.79480.002993
20-0.217002-2.46470.007515
21-0.186907-2.12290.017838
22-0.182059-2.06780.020329
23-0.1498-1.70140.045638
24-0.120739-1.37130.086326
25-0.072843-0.82730.204786
26-0.040618-0.46130.32267
27-0.023397-0.26570.395434
28-0.002862-0.03250.487061
290.0176420.20040.420751
300.0453880.51550.30354
310.042680.48470.314338
320.0505290.57390.283517
330.0508080.57710.282451
340.0617670.70150.242116
350.0580810.65970.25532
360.0517720.5880.278774
370.0531550.60370.273542
380.0518130.58850.278621
390.0659330.74890.227654
400.0684360.77730.219208
410.0799650.90820.182726
420.0729240.82830.204526
430.0678120.77020.221298
440.0524850.59610.27607
450.0355070.40330.343706
460.0251390.28550.387851
470.0053660.06090.475748
48-0.018539-0.21060.41678


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.90123610.23610
2-0.145824-1.65620.050052
3-0.168534-1.91420.028906
40.1700561.93150.027809
5-0.245187-2.78480.003082
6-0.312392-3.54810.000271
70.0746410.84780.199073
80.0016890.01920.492361
9-0.139463-1.5840.057822
10-0.112191-1.27420.102434
110.0589870.670.252041
12-0.067526-0.7670.222255
130.1985452.2550.012908
140.0267350.30370.380939
15-0.13978-1.58760.057413
16-0.016699-0.18970.424935
17-0.109957-1.24890.106988
18-0.067698-0.76890.221677
190.0665330.75570.225612
20-0.088776-1.00830.157598
210.0263860.29970.38245
22-0.190848-2.16760.016012
230.1215421.38040.084918
240.0339540.38560.350198
250.1042011.18350.119395
260.0081050.09210.4634
27-0.160019-1.81750.035733
280.0250090.28410.388413
29-0.063141-0.71710.237292
300.0055730.06330.474815
31-0.067614-0.76790.221961
320.062880.71420.238204
332.4e-053e-040.499889
34-0.184007-2.08990.019295
350.1386061.57430.058939
360.072240.82050.206726
370.0509890.57910.281757
38-0.032356-0.36750.356925
390.0077140.08760.465161
40-0.019541-0.22190.412352
41-0.024733-0.28090.389612
42-0.030297-0.34410.365662
43-0.022181-0.25190.400751
44-0.085811-0.97460.165785
45-0.011082-0.12590.450019
46-0.008528-0.09690.461493
470.0100660.11430.45458
48-0.018065-0.20520.418878