Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8412486.51630
20.7021535.43891e-06
30.6090314.71757e-06
40.5195984.02488.1e-05
50.4575023.54380.000385
60.389213.01480.001883
70.2909022.25330.013953
80.1927791.49330.070305
90.1172570.90830.183685
100.0397560.30790.379595
11-0.087345-0.67660.250638
12-0.13823-1.07070.14429
13-0.190704-1.47720.072428
14-0.245965-1.90520.030772
15-0.289864-2.24530.014224
16-0.362849-2.81060.003334
17-0.45037-3.48850.000458
18-0.443194-3.4330.000544
19-0.421672-3.26630.000902
20-0.418497-3.24170.000971
21-0.408106-3.16120.001232
22-0.376998-2.92020.002461
23-0.34771-2.69330.004579
24-0.292118-2.26270.013642
25-0.214621-1.66240.050819
26-0.145047-1.12350.132844
27-0.121448-0.94070.175306
28-0.070775-0.54820.292787
29-0.039719-0.30770.379704
30-0.017162-0.13290.447343
310.0131550.10190.45959
320.060740.47050.319856
330.0962940.74590.229324
340.1510321.16990.123336
350.1800431.39460.084138
360.1731511.34120.092452
370.1842341.42710.079372
380.211851.6410.053017
390.191021.47960.072101
400.176221.3650.088676
410.1594721.23530.110774
420.1217620.94320.174689
430.0785120.60820.272691
440.0629420.48750.313825
450.031970.24760.402631
46-0.033882-0.26240.396938
47-0.059147-0.45810.324251
48-0.088203-0.68320.248549


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8412486.51630
2-0.018972-0.1470.44183
30.0790580.61240.271301
4-0.030941-0.23970.405701
50.0564440.43720.331762
6-0.052008-0.40280.344245
7-0.128227-0.99320.162291
8-0.081563-0.63180.264964
9-0.016874-0.13070.448224
10-0.079087-0.61260.271227
11-0.254463-1.97110.026667
120.1383931.0720.144009
13-0.090668-0.70230.242601
14-0.033943-0.26290.396755
15-0.079119-0.61290.271145
16-0.136253-1.05540.147735
17-0.150552-1.16620.124081
180.1718161.33090.094132
19-0.031694-0.24550.403454
20-0.04628-0.35850.36062
210.0086870.06730.473287
220.0132390.10260.459331
230.0293790.22760.410377
240.0248870.19280.423894
250.0804370.62310.267801
260.0668840.51810.303154
27-0.160296-1.24160.1096
28-0.031486-0.24390.404075
290.0040490.03140.487542
30-0.045094-0.34930.364046
31-0.052413-0.4060.343099
320.0885260.68570.247767
33-0.05564-0.4310.334012
340.0555540.43030.334253
35-0.002952-0.02290.490916
36-0.059195-0.45850.324117
370.090310.69950.24346
38-0.003335-0.02580.489737
39-0.125456-0.97180.167532
400.0026710.02070.49178
41-0.005328-0.04130.483609
42-0.040646-0.31480.376986
430.0123990.0960.461903
44-0.047105-0.36490.358244
450.0194290.15050.440438
46-0.139892-1.08360.14144
470.0108470.0840.466659
48-0.032895-0.25480.399873