Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8489756.63070
20.608984.75636e-06
30.4222273.29770.000815
40.3756062.93360.002358
50.4233643.30660.000793
60.4459433.48290.000462
70.3592062.80550.003366
80.2150751.67980.049057
90.1061310.82890.205194
100.1085670.84790.199893
110.1758521.37340.08732
120.2300931.79710.038636
130.1814961.41750.080708
140.0852470.66580.254025
15-0.014365-0.11220.455518
16-0.079779-0.62310.267773
17-0.116701-0.91150.182819
18-0.144341-1.12730.132006
19-0.177061-1.38290.08587
20-0.225148-1.75850.041842
21-0.27119-2.11810.019126
22-0.308821-2.4120.009445
23-0.325246-2.54030.00682
24-0.318818-2.490.007756
25-0.306422-2.39320.009897
26-0.269955-2.10840.019555
27-0.241171-1.88360.032194
28-0.236938-1.85050.03454
29-0.275806-2.15410.017595
30-0.325721-2.5440.006755
31-0.350458-2.73720.004054
32-0.356762-2.78640.003547
33-0.323198-2.52430.007106
34-0.259805-2.02910.023407
35-0.211302-1.65030.052009
36-0.180143-1.4070.082256
37-0.15675-1.22430.112782
38-0.110503-0.86310.195743
39-0.048429-0.37820.353283
400.0129190.10090.459981
410.0358960.28040.390077
420.021560.16840.433419
43-0.016848-0.13160.447871
44-0.053211-0.41560.339584
45-0.049176-0.38410.351128
46-0.009544-0.07450.470411
470.0080240.06270.475117
480.0043060.03360.486641


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8489756.63070
2-0.400289-3.12640.001355
30.1624751.2690.104636
40.3050932.38290.010155
50.0973110.760.225085
6-0.124597-0.97310.167166
7-0.196909-1.53790.064621
80.0273250.21340.415857
90.0528960.41310.34048
100.127280.99410.162054
11-0.031845-0.24870.402206
120.0165270.12910.448859
13-0.153161-1.19620.118118
140.0945310.73830.231578
15-0.136885-1.06910.144617
16-0.186517-1.45670.075158
17-0.117334-0.91640.181532
180.0059650.04660.481498
190.0625340.48840.313508
20-0.125229-0.97810.165952
21-0.033388-0.26080.397575
22-0.103056-0.80490.212004
230.0514520.40190.344599
24-0.027372-0.21380.415716
25-0.047345-0.36980.356415
260.0891430.69620.244464
27-0.012665-0.09890.460764
280.007490.05850.476771
29-0.179508-1.4020.082992
30-0.029169-0.22780.410276
31-0.041001-0.32020.374945
32-0.10649-0.83170.204407
330.1090740.85190.198802
340.146671.14550.128233
35-0.012911-0.10080.460005
360.0123610.09650.461703
370.0638840.49890.309806
380.0132960.10380.458817
39-0.047177-0.36850.3569
40-0.045704-0.3570.361178
41-0.041856-0.32690.372428
42-0.008839-0.0690.472594
43-0.052927-0.41340.340392
44-0.026061-0.20350.419694
45-0.005799-0.04530.48201
46-0.011821-0.09230.463372
47-0.163869-1.27990.10272
480.0411080.32110.374631