Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8243426.99480
20.5720114.85373e-06
30.3479412.95240.002128
40.1951091.65560.051082
50.1455951.23540.110346
60.1447091.22790.111743
70.1576751.33790.092567
80.1874211.59030.058072
90.2929722.48590.007621
100.4388793.7240.000193
110.6044225.12871e-06
120.685725.81850
130.5475014.64577e-06
140.3273942.7780.003485
150.1278231.08460.140855
16-6.8e-05-6e-040.499772
17-0.048016-0.40740.34245
18-0.054062-0.45870.323905
19-0.041054-0.34840.364295
20-0.018128-0.15380.439091
210.0644660.5470.29303
220.178121.51140.067532
230.2993362.540.006623
240.3479652.95260.002126
250.2380572.020.023554
260.0416560.35350.362388
27-0.138138-1.17210.122503
28-0.240321-2.03920.022551
29-0.280841-2.3830.009906
30-0.26681-2.2640.013295
31-0.240473-2.04050.022485
32-0.205715-1.74560.042577
33-0.15011-1.27370.103429
34-0.059567-0.50540.307396
350.0305090.25890.398235
360.074640.63330.264259
370.0153810.13050.448263
38-0.13279-1.12680.131793
39-0.268691-2.27990.012788
40-0.3398-2.88330.002593
41-0.361552-3.06790.001519
42-0.352871-2.99420.001885
43-0.316611-2.68650.00448
44-0.267237-2.26760.013179
45-0.218853-1.8570.033699
46-0.148003-1.25590.106615
47-0.079902-0.6780.249975
48-0.062619-0.53130.298409


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8243426.99480
2-0.335547-2.84720.002872
3-0.018313-0.15540.438474
40.0340590.2890.386706
50.1464791.24290.108965
6-0.002997-0.02540.489892
70.0226360.19210.424113
80.0992550.84220.201231
90.3333772.82880.003024
100.2001331.69820.046896
110.3031062.57190.006088
120.0320790.27220.393122
13-0.420076-3.56450.000326
14-0.06068-0.51490.304105
15-0.00109-0.00920.496323
16-0.038823-0.32940.371394
17-0.124374-1.05530.147397
18-0.135054-1.1460.127801
19-0.014275-0.12110.451964
20-0.050003-0.42430.33631
210.00870.07380.470678
22-0.035008-0.2970.383642
23-0.006592-0.05590.477773
240.0073670.06250.475163
25-0.051935-0.44070.330381
26-0.100793-0.85530.197624
27-0.018917-0.16050.43646
280.0146080.1240.450849
29-0.065878-0.5590.288951
300.0230970.1960.422587
31-0.049912-0.42350.33659
320.0089210.07570.469935
33-0.124775-1.05880.146626
340.0430350.36520.35803
35-0.043844-0.3720.355483
360.0685650.58180.281263
370.0360270.30570.380358
38-0.03665-0.3110.378354
390.0253240.21490.415235
400.0453250.38460.350835
41-0.019352-0.16420.435015
42-0.092037-0.7810.218693
430.0447480.37970.352642
440.0534610.45360.32573
45-0.06807-0.57760.28267
46-0.06158-0.52250.301454
47-0.032811-0.27840.390746
48-0.110052-0.93380.176759