Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9165337.7770
20.8011726.79820
30.6926855.87760
40.5984315.07791e-06
50.4948654.19913.8e-05
60.398913.38490.000578
70.3274962.77890.003476
80.2337291.98330.025577
90.1340661.13760.129532
100.0371160.31490.376858
11-0.043634-0.37020.356143
12-0.140846-1.19510.117981
13-0.216457-1.83670.035191
14-0.260629-2.21150.015088
15-0.284668-2.41550.009127
16-0.30036-2.54860.006474
17-0.309412-2.62540.005281
18-0.295407-2.50660.007224
19-0.284842-2.4170.009093
20-0.275513-2.33780.01109
21-0.270118-2.2920.012415
22-0.255162-2.16510.016847
23-0.255193-2.16540.016836
24-0.253748-2.15310.01733
25-0.20296-1.72220.044666
26-0.127377-1.08080.141689
27-0.058901-0.49980.309374
28-0.016678-0.14150.443927
290.0454180.38540.350544
300.1028550.87280.192849
310.1340241.13720.129606
320.154421.31030.097131
330.1762811.49580.069539
340.2060051.7480.042363
350.2146411.82130.036358
360.2355821.9990.024693
370.2442532.07260.020897
380.2325211.9730.026167
390.1937791.64430.05224
400.1425111.20920.115263
410.0961570.81590.208618
420.0384920.32660.372454
43-0.008857-0.07520.470151
44-0.051546-0.43740.331571
45-0.076318-0.64760.259658
46-0.107719-0.9140.181877
47-0.133731-1.13470.130122
48-0.156318-1.32640.094449


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9165337.7770
2-0.242937-2.06140.021439
30.0176390.14970.440722
40.0061620.05230.479222
5-0.149008-1.26440.105086
60.0198140.16810.433478
70.0702710.59630.276434
8-0.278144-2.36010.010491
9-0.009137-0.07750.469207
10-0.062249-0.52820.299491
11-0.052847-0.44840.327598
12-0.190419-1.61580.05526
130.125071.06130.14606
14-0.008851-0.07510.470171
150.0061370.05210.479307
160.0280530.2380.406263
17-0.013987-0.11870.45293
180.0280460.2380.406286
19-0.008172-0.06930.472453
20-0.048174-0.40880.341961
21-0.069085-0.58620.279786
22-0.00711-0.06030.476028
23-0.14652-1.24330.108902
240.0041230.0350.486095
250.2936632.49180.007506
260.0204970.17390.431206
27-0.03617-0.30690.379898
280.0051080.04330.482774
290.1522151.29160.100316
30-0.035014-0.29710.38362
31-0.042631-0.36170.359305
320.0041870.03550.485878
33-0.092323-0.78340.217984
340.0984880.83570.203045
35-0.056754-0.48160.315786
360.0185610.15750.437648
37-0.059129-0.50170.308695
38-0.004558-0.03870.48463
39-0.045744-0.38810.349526
40-0.105693-0.89680.186399
410.0650290.55180.2914
42-0.044107-0.37430.354656
430.0278360.23620.406975
44-0.006907-0.05860.476713
450.0156880.13310.447235
46-0.031186-0.26460.396028
47-0.034269-0.29080.386026
48-0.010695-0.09080.46397