Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9050247.67940
20.7856896.66680
30.6574695.57880
40.5053624.28812.8e-05
50.3750453.18240.001079
60.2713642.30260.012097
70.1823021.54690.063137
80.1023740.86870.193956
90.0286370.2430.40435
10-0.04324-0.36690.357385
11-0.120482-1.02230.155026
12-0.182843-1.55150.062587
13-0.26163-2.220.014784
14-0.33468-2.83990.002932
15-0.375928-3.18990.001054
16-0.388957-3.30040.000752
17-0.363994-3.08860.001428
18-0.33655-2.85570.002803
19-0.28655-2.43150.008764
20-0.222333-1.88660.031626
21-0.177977-1.51020.067687
22-0.124314-1.05480.147512
23-0.105916-0.89870.185896
24-0.10621-0.90120.185237
25-0.076967-0.65310.257891
26-0.059884-0.50810.306456
27-0.031437-0.26680.395212
280.0239890.20360.419639
290.0776420.65880.256057
300.1174180.99630.161215
310.1398941.1870.119556
320.1600141.35780.089389
330.1659391.4080.081712
340.167011.41710.08038
350.139961.18760.119447
360.0998460.84720.19984
370.0665420.56460.287041
380.0290770.24670.40291
390.0146660.12440.450656
400.0061260.0520.479343
41-0.014474-0.12280.451298
42-0.028976-0.24590.403241
43-0.056375-0.47840.316924
44-0.093163-0.79050.215912
45-0.120313-1.02090.155363
46-0.140402-1.19130.118715
47-0.150857-1.28010.102316
48-0.147052-1.24780.108078


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9050247.67940
2-0.184493-1.56550.060928
3-0.101931-0.86490.19498
4-0.206555-1.75270.041957
50.0556810.47250.319012
60.0411320.3490.364047
7-0.016127-0.13680.445767
8-0.084708-0.71880.237305
9-0.075846-0.64360.260948
10-0.065641-0.5570.289633
11-0.09742-0.82660.205587
120.0142120.12060.452175
13-0.204145-1.73220.043758
14-0.049556-0.42050.337689
150.0462780.39270.347856
160.0907750.77030.221836
170.1035860.8790.191173
18-0.149614-1.26950.104172
190.0702160.59580.276589
200.0508160.43120.33381
21-0.048738-0.41360.340215
220.0623040.52870.299331
23-0.240662-2.04210.022404
24-0.061112-0.51860.30283
250.2113231.79310.038575
26-0.043917-0.37260.355253
270.0332960.28250.389177
280.0342170.29030.386197
29-0.053146-0.4510.326689
300.0541770.45970.323555
31-0.049838-0.42290.336817
320.0342560.29070.38607
330.0507670.43080.333961
34-0.033605-0.28520.388174
35-0.117086-0.99350.161895
360.0115950.09840.460948
37-0.07949-0.67450.251078
380.0288480.24480.40366
390.0932940.79160.21559
40-0.073263-0.62170.268065
41-0.045717-0.38790.349609
42-0.069054-0.58590.279874
430.0573830.48690.3139
440.0001790.00150.499397
45-0.041022-0.34810.364397
460.0600490.50950.305968
47-0.025095-0.21290.415988
480.0627430.53240.298046