Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.917697.10840
20.7753376.00570
30.5902854.57231.2e-05
40.3963793.07030.001605
50.2105121.63060.054105
60.0504420.39070.348692
7-0.067766-0.52490.30079
8-0.163949-1.26990.104504
9-0.241395-1.86980.033194
10-0.289769-2.24450.014249
11-0.308309-2.38820.010049
12-0.318958-2.47060.008173
13-0.321979-2.4940.007701
14-0.309278-2.39570.009863
15-0.282398-2.18740.016309
16-0.246756-1.91140.030369
17-0.191985-1.48710.071111
18-0.124885-0.96740.168625
19-0.054758-0.42420.336486
20-0.010177-0.07880.468714
210.0096560.07480.470314
22-0.00574-0.04450.482341
23-0.041219-0.31930.375313
24-0.094963-0.73560.232427
25-0.131257-1.01670.156687
26-0.166243-1.28770.101395
27-0.177885-1.37790.086678
28-0.167927-1.30080.099157
29-0.137323-1.06370.145864
30-0.081263-0.62950.265719
31-0.030907-0.23940.405804
320.0309610.23980.405641
330.0857210.6640.254621
340.1290150.99930.16082
350.1626881.26020.106242
360.1856671.43820.077791
370.2072281.60520.056853
380.2164931.67690.049378
390.2175171.68490.048604
400.2074951.60720.056625
410.1733161.34250.092246
420.1184510.91750.181273
430.0608950.47170.319428
440.0109990.08520.466195
45-0.031252-0.24210.404774
46-0.066011-0.51130.305502
47-0.092726-0.71830.237694
48-0.109095-0.8450.20072


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.917697.10840
2-0.423315-3.2790.000868
3-0.262106-2.03030.023385
4-0.048317-0.37430.354766
5-0.044348-0.34350.366205
6-0.003847-0.02980.488162
70.062060.48070.316233
8-0.159308-1.2340.111008
9-0.115532-0.89490.187207
100.0627370.4860.314384
110.0385630.29870.383098
12-0.160256-1.24130.109656
13-0.061454-0.4760.317895
140.040740.31560.37671
150.0035610.02760.489044
16-0.004119-0.03190.487327
170.102390.79310.215419
18-0.035326-0.27360.392652
19-0.038937-0.30160.381997
20-0.141985-1.09980.137904
21-0.078032-0.60440.273917
22-0.168177-1.30270.098829
230.0188260.14580.442273
24-0.061747-0.47830.317092
250.1189260.92120.180318
26-0.180195-1.39580.083962
270.0923330.71520.238628
280.0233170.18060.42864
290.0047790.0370.485296
300.0689570.53410.297609
31-0.118752-0.91980.180668
320.0696950.53990.295647
330.0166410.12890.448932
34-0.008911-0.0690.472599
350.0442140.34250.366592
36-0.057589-0.44610.328571
370.0584830.4530.326088
38-0.058352-0.4520.326451
390.0210110.16280.43563
40-0.052746-0.40860.342156
41-0.085446-0.66190.255296
42-0.03694-0.28610.387881
430.1742771.34990.091052
44-0.009241-0.07160.471586
450.0322460.24980.401807
46-0.073242-0.56730.286303
47-0.032634-0.25280.40065
48-0.031862-0.24680.402953