Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7869596.72380
20.4699074.01497.1e-05
30.3125932.67080.004662
40.3084512.63540.005129
50.3954323.37860.000586
60.4387243.74850.000177
70.3422322.9240.0023
80.1707091.45850.07449
90.0682640.58320.280763
100.1083780.9260.178753
110.292322.49760.007379
120.3961653.38480.000575
130.1901941.6250.054235
14-0.09163-0.78290.218112
15-0.231893-1.98130.025663
16-0.233854-1.9980.024718
17-0.158538-1.35450.08987
18-0.112608-0.96210.169582
19-0.160871-1.37450.086748
20-0.271912-2.32320.011478
21-0.323304-2.76230.003628
22-0.242452-2.07150.020923
23-0.037793-0.32290.373844
240.1076250.91950.180419
250.0037480.0320.48727
26-0.174987-1.49510.069601
27-0.24601-2.10190.019506
28-0.210057-1.79470.038419
29-0.112543-0.96160.16972
30-0.043665-0.37310.355088
31-0.045971-0.39280.347814
32-0.103277-0.88240.19023
33-0.122805-1.04920.148763
34-0.054582-0.46640.321176
350.0955110.8160.208565
360.194691.66340.050257
370.1004760.85850.196722
38-0.045584-0.38950.349033
39-0.113823-0.97250.167005
40-0.113058-0.9660.168624
41-0.067622-0.57780.282601
42-0.032385-0.27670.391396
43-0.050909-0.4350.332435
44-0.109691-0.93720.175873
45-0.144743-1.23670.110084
46-0.126094-1.07730.142437
47-0.048078-0.41080.341219
480.0120190.10270.459245


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7869596.72380
2-0.392434-3.3530.000635
30.330692.82540.003043
40.069010.58960.278633
50.2597352.21920.014791
6-0.06514-0.55660.289768
7-0.119835-1.02390.154638
8-0.092256-0.78820.216555
90.0504560.43110.333835
100.1224861.04650.149387
110.3352242.86420.002728
12-0.214695-1.83440.035338
13-0.546116-4.6667e-06
140.0989120.84510.200406
15-0.090474-0.7730.221006
16-0.058911-0.50330.308122
17-0.13775-1.17690.121522
18-0.041057-0.35080.363378
190.1600861.36780.087789
200.0077880.06650.473566
210.0795150.67940.249525
220.0481340.41130.341045
230.1191681.01820.155979
240.1303531.11370.134522
25-0.071176-0.60810.272496
260.0079940.06830.472866
27-0.036925-0.31550.376647
28-0.051808-0.44260.329666
29-0.007696-0.06580.473876
30-0.141561-1.20950.115187
310.042370.3620.359194
320.0040030.03420.486404
330.0111610.09540.462147
34-0.112457-0.96080.169904
35-0.066716-0.570.285207
360.0057920.04950.480332
370.0149540.12780.449343
380.0236840.20240.4201
39-0.093658-0.80020.213092
40-0.046081-0.39370.34747
410.0532670.45510.325188
420.0677750.57910.282163
43-0.09373-0.80080.212915
44-0.003042-0.0260.489668
45-0.046838-0.40020.345096
46-0.016852-0.1440.442955
47-0.053737-0.45910.323754
48-0.010815-0.09240.463314