Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8453137.22240
20.7896776.7470
30.7523926.42840
40.7547276.44840
50.7022966.00040
60.6144685.251e-06
70.5555584.74675e-06
80.4999214.27132.9e-05
90.4747294.05616.2e-05
100.3715353.17440.001099
110.3284332.80610.003212
120.278192.37690.010042
130.2103921.79760.038189
140.1380831.17980.120958
150.0967280.82640.205623
160.0501310.42830.334839
17-0.024145-0.20630.418567
18-0.01969-0.16820.433433
19-0.060825-0.51970.302426
20-0.065105-0.55630.289869
21-0.083224-0.71110.239654
22-0.089404-0.76390.223705
23-0.112917-0.96480.168925
24-0.11087-0.94730.173312
25-0.108603-0.92790.178258
26-0.118937-1.01620.156445
27-0.115432-0.98630.163633
28-0.128972-1.10190.137054
29-0.126926-1.08450.140866
30-0.107036-0.91450.181728
31-0.090353-0.7720.221311
32-0.121447-1.03760.15143
33-0.103525-0.88450.18966
34-0.107601-0.91930.180471
35-0.131996-1.12780.131553
36-0.142043-1.21360.114404
37-0.144372-1.23350.110671
38-0.149466-1.2770.102818
39-0.16767-1.43260.078124
40-0.18908-1.61550.055258
41-0.224398-1.91730.02956
42-0.210919-1.80210.037829
43-0.225189-1.9240.029126
44-0.261015-2.23010.014407
45-0.292398-2.49830.007366
46-0.28489-2.43410.008688
47-0.281385-2.40420.009374
48-0.307815-2.630.005204


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8453137.22240
20.2631752.24860.013779
30.1433241.22460.112338
40.2151951.83860.035019
5-0.057945-0.49510.311013
6-0.213045-1.82030.03641
7-0.082444-0.70440.241712
8-0.101645-0.86850.193995
90.0571830.48860.313303
10-0.194957-1.66570.050029
110.063140.53950.295601
120.0129920.1110.45596
13-0.151642-1.29560.099593
14-0.065692-0.56130.288167
150.0651690.55680.289681
16-0.064306-0.54940.292194
17-0.115565-0.98740.163357
180.2542372.17220.016544
190.0114350.09770.461218
200.0307180.26250.396856
210.1048260.89560.186696
220.0380410.3250.373048
23-0.158824-1.3570.089483
24-0.018426-0.15740.437671
250.0483730.41330.340301
26-0.044645-0.38140.351991
27-0.114517-0.97840.165545
280.0630610.53880.295833
29-0.02168-0.18520.426779
30-0.033703-0.2880.387099
310.0567020.48450.314756
32-0.079602-0.68010.249291
33-0.003268-0.02790.488901
34-0.098745-0.84370.200804
35-0.076064-0.64990.258901
36-0.025541-0.21820.413932
370.0368920.31520.376754
380.0163030.13930.444802
390.0016250.01390.49448
40-0.080842-0.69070.245967
41-0.079278-0.67740.250161
420.0181830.15540.438485
43-0.034491-0.29470.384532
44-0.074172-0.63370.26412
45-0.057575-0.49190.312127
460.0746660.63790.262752
470.1043960.8920.187673
48-0.081675-0.69780.24375