Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9467758.03370
20.887857.53370
30.8387497.1170
40.7783156.60420
50.7269876.16870
60.6894165.84990
70.6553955.56120
80.6207175.2671e-06
90.5877114.98692e-06
100.551424.6797e-06
110.5196634.40951.8e-05
120.4818724.08885.6e-05
130.4365383.70410.000206
140.3997763.39220.000565
150.3647653.09510.001401
160.3214352.72750.004006
170.2783442.36180.010446
180.2352381.99610.024855
190.1816611.54140.063797
200.1348751.14450.128113
210.099980.84840.199524
220.0683050.57960.282001
230.0366940.31140.378214
240.0057160.04850.480724
25-0.02089-0.17730.429902
26-0.041218-0.34970.363775
27-0.056437-0.47890.316737
28-0.074762-0.63440.263922
29-0.09018-0.76520.223327
30-0.105827-0.8980.186096
31-0.124746-1.05850.146683
32-0.149944-1.27230.103677
33-0.172778-1.46610.073491
34-0.200065-1.69760.04695
35-0.233655-1.98260.025613
36-0.25608-2.17290.016539
37-0.269606-2.28770.012548
38-0.276585-2.34690.010842
39-0.287477-2.43930.00859
40-0.294701-2.50060.007337
41-0.300312-2.54820.00648
42-0.309023-2.62210.005328
43-0.317789-2.69650.004359
44-0.329125-2.79270.003345
45-0.340236-2.8870.002566
46-0.356189-3.02240.001736
47-0.372068-3.15710.001164
48-0.383284-3.25230.000872


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9467758.03370
2-0.082346-0.69870.243487
30.0670210.56870.285668
4-0.148143-1.2570.106402
50.0806070.6840.248095
60.0700680.59450.277006
70.0288010.24440.403812
8-0.033996-0.28850.38691
9-0.013682-0.11610.453951
10-0.047079-0.39950.345362
110.0510520.43320.333085
12-0.09235-0.78360.217919
13-0.0718-0.60920.27214
140.0358660.30430.380875
15-0.010267-0.08710.46541
16-0.086547-0.73440.232553
17-0.052767-0.44770.327843
18-0.057168-0.48510.314545
19-0.108129-0.91750.18097
200.0342560.29070.38607
210.0451680.38330.351327
220.0068910.05850.476766
23-0.059198-0.50230.308491
24-0.036615-0.31070.378469
250.0266080.22580.411008
260.0517010.43870.331096
270.0453010.38440.350909
28-0.050276-0.42660.335469
29-0.005468-0.04640.481559
30-0.013391-0.11360.454924
31-0.003374-0.02860.488619
32-0.112575-0.95520.171329
33-0.006024-0.05110.479689
34-0.073166-0.62080.268334
35-0.06443-0.54670.293134
360.0404520.34320.366208
370.0275360.23360.40796
380.0179960.15270.43953
39-0.108155-0.91770.180912
400.0229810.1950.422971
41-0.00175-0.01490.494095
42-0.009854-0.08360.466796
43-0.031519-0.26740.394945
44-0.070889-0.60150.274695
45-0.026669-0.22630.410806
46-0.032794-0.27830.390803
47-0.014489-0.12290.451248
48-0.022976-0.1950.422988