Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9463828.03030
20.8786257.45540
30.8047796.82880
40.7135726.05490
50.6146435.21541e-06
60.5125514.34912.2e-05
70.4066113.45020.00047
80.3024412.56630.00618
90.2032291.72450.044459
100.1131640.96020.170077
110.0370860.31470.376957
12-0.025934-0.22010.413224
13-0.074255-0.63010.265319
14-0.109175-0.92640.178673
15-0.140945-1.1960.117818
16-0.163602-1.38820.084676
17-0.175611-1.49010.070281
18-0.185287-1.57220.060143
19-0.191949-1.62870.053868
20-0.196206-1.66490.050143
21-0.196233-1.66510.05012
22-0.189116-1.60470.056469
23-0.171416-1.45450.075075
24-0.151477-1.28530.101399
25-0.123336-1.04650.149406
26-0.088816-0.75360.226765
27-0.046888-0.39790.345957
28-0.002095-0.01780.492931
290.0422990.35890.360353
300.0987910.83830.202327
310.1537631.30470.098071
320.1938781.64510.052153
330.2309021.95930.026977
340.2594332.20140.015458
350.267492.26970.01311
360.2645412.24470.01393
370.2546552.16080.017018
380.2339391.9850.025475
390.1943371.6490.051752
400.1449361.22980.111384
410.0930720.78970.216137
420.0249230.21150.416554
43-0.043544-0.36950.356426
44-0.101331-0.85980.196371
45-0.156082-1.32440.09478
46-0.208334-1.76780.040668
47-0.249629-2.11820.018806
48-0.279504-2.37170.010192


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9463828.03030
2-0.163022-1.38330.085426
3-0.078841-0.6690.25282
4-0.200778-1.70370.046379
5-0.095235-0.80810.210849
6-0.075014-0.63650.263231
7-0.080348-0.68180.248785
8-0.039351-0.33390.36971
9-0.027423-0.23270.408331
100.0107480.09120.463794
110.0438460.3720.355476
120.023910.20290.419899
130.0367130.31150.378153
140.0122390.10390.458788
15-0.087114-0.73920.231099
16-0.013938-0.11830.453093
170.0001059e-040.499646
18-0.049752-0.42220.337082
19-0.032985-0.27990.390185
20-0.036061-0.3060.380248
210.0168210.14270.443451
220.0516870.43860.331141
230.0968730.8220.206896
240.0061190.05190.479366
250.0691150.58650.279702
260.0350410.29730.383533
270.0683650.58010.281831
280.0065710.05580.477843
29-0.008276-0.07020.472104
300.1293841.09790.137961
31-0.009769-0.08290.467082
32-0.096635-0.820.207467
330.0180810.15340.439247
34-0.022912-0.19440.423199
35-0.106417-0.9030.184774
36-0.028082-0.23830.406168
370.0124190.10540.458186
380.0070640.05990.476185
39-0.119593-1.01480.156803
40-0.038271-0.32470.37316
410.015660.13290.447331
42-0.156952-1.33180.093567
430.010620.09010.464223
440.0472530.4010.344821
45-0.012469-0.10580.458017
46-0.027672-0.23480.407514
470.019220.16310.435454
480.0263490.22360.411859