Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9534827.38560
20.9016226.98390
30.8485426.57280
40.8019826.21210
50.7561625.85720
60.7122375.5170
70.6686635.17941e-06
80.6272494.85874e-06
90.5885354.55881.3e-05
100.5538714.29033.3e-05
110.5140413.98179.4e-05
120.4676383.62230.000301
130.4123693.19420.001118
140.3519712.72640.004191
150.2891372.23960.014416
160.2383851.84650.034875
170.188341.45890.074907
180.1402681.08650.140799
190.0936560.72550.235496
200.0492350.38140.352136
210.0068320.05290.478985
22-0.02876-0.22280.412233
23-0.063179-0.48940.313177
24-0.096781-0.74970.228194
25-0.136856-1.06010.146678
26-0.181839-1.40850.082069
27-0.225105-1.74370.04317
28-0.262525-2.03350.023215
29-0.286939-2.22260.015011
30-0.310585-2.40580.009618
31-0.33415-2.58830.006041
32-0.357544-2.76950.00373
33-0.373079-2.88990.002679
34-0.383298-2.9690.002145
35-0.390756-3.02680.001819
36-0.39941-3.09380.0015
37-0.411765-3.18950.001133
38-0.423413-3.27970.000866
39-0.433365-3.35680.000686
40-0.432616-3.3510.000699
41-0.427421-3.31080.000789
42-0.418005-3.23790.000982
43-0.408365-3.16320.001225
44-0.397656-3.08020.00156
45-0.387312-3.00010.001963
46-0.367136-2.84380.003043
47-0.348777-2.70160.004479
48-0.328747-2.54650.006733


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9534827.38560
2-0.082603-0.63980.262357
3-0.037558-0.29090.386058
40.0448940.34770.364623
5-0.025601-0.19830.421738
6-0.007639-0.05920.476507
7-0.019265-0.14920.440938
8-0.0029-0.02250.491075
90.0041970.03250.487086
100.0169320.13120.448046
11-0.082942-0.64250.261508
12-0.090607-0.70180.242747
13-0.114975-0.89060.188353
14-0.092288-0.71490.238733
15-0.072713-0.56320.287687
160.0804880.62350.267673
17-0.052761-0.40870.342112
18-0.03051-0.23630.40699
19-0.017214-0.13330.447185
20-0.034809-0.26960.394185
21-0.027098-0.20990.417229
220.03290.25480.399858
23-0.018913-0.14650.44201
24-0.008614-0.06670.473513
25-0.077101-0.59720.276303
26-0.095797-0.7420.23048
27-0.02698-0.2090.417583
28-0.006263-0.04850.480733
290.0811770.62880.265935
30-0.051185-0.39650.34658
31-0.025244-0.19550.422816
32-0.045153-0.34980.363875
330.0312610.24220.404745
340.0021440.01660.493404
35-0.011026-0.08540.46611
36-0.026614-0.20610.418687
37-0.037308-0.2890.386793
38-0.007019-0.05440.47841
39-0.025824-0.20.421067
400.0584260.45260.326246
41-0.014558-0.11280.455296
420.0180420.13980.44466
43-0.017017-0.13180.447788
440.0061880.04790.480964
45-0.047524-0.36810.35704
460.0807960.62580.266896
47-0.052-0.40280.344268
480.0281630.21820.414026