Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9606887.98010
20.920497.64620
30.8788967.30070
40.834156.9290
50.7871356.53840
60.7365226.1180
70.6849825.68990
80.6244145.18681e-06
90.5733744.76285e-06
100.5175464.29912.8e-05
110.4602473.82310.000143
120.4031133.34850.00066
130.3461862.87560.002679
140.2978322.4740.007913
150.2517142.09090.020111
160.2090991.73690.043433
170.1676951.3930.084049
180.1309381.08760.140267
190.0940720.78140.218614
200.0539690.44830.327672
210.0158280.13150.447889
22-0.025234-0.20960.417296
23-0.064899-0.53910.295779
24-0.101978-0.84710.199936
25-0.134181-1.11460.134447
26-0.165672-1.37620.086609
27-0.193061-1.60370.056676
28-0.217613-1.80760.037511
29-0.238108-1.97790.025969
30-0.256902-2.1340.0182
31-0.278128-2.31030.011934
32-0.294228-2.4440.008542
33-0.307328-2.55290.00645
34-0.318674-2.64710.005025
35-0.325492-2.70370.004313
36-0.328331-2.72730.004045
37-0.328671-2.73010.004014
38-0.32514-2.70080.004348
39-0.319144-2.6510.004973
40-0.314185-2.60980.005551
41-0.306411-2.54520.00658
42-0.297983-2.47520.007887
43-0.288138-2.39350.009707
44-0.2786-2.31420.011819
45-0.273242-2.26970.013176
46-0.266152-2.21080.015183
47-0.259553-2.1560.017286
48-0.253435-2.10520.019459


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9606887.98010
2-0.03153-0.26190.397087
3-0.038948-0.32350.373637
4-0.062765-0.52140.30189
5-0.053003-0.44030.330557
6-0.071809-0.59650.276399
7-0.038778-0.32210.374169
8-0.146518-1.21710.113862
90.0939610.78050.218884
10-0.09494-0.78860.216515
11-0.046265-0.38430.350967
12-0.039591-0.32890.371627
13-0.029725-0.24690.402854
140.0692040.57490.28363
150.0066580.05530.478028
16-0.017902-0.14870.441109
170.0031550.02620.489583
180.007070.05870.47667
19-0.049597-0.4120.340813
20-0.087532-0.72710.234813
21-0.043706-0.36310.358837
22-0.067412-0.560.288659
23-0.037769-0.31370.377334
24-0.016274-0.13520.44643
250.0165580.13750.445503
26-0.020626-0.17130.432231
270.0286160.23770.406408
28-0.013937-0.11580.454087
290.0363630.30210.38176
30-0.025425-0.21120.416678
31-0.065593-0.54490.293803
320.0179110.14880.44108
33-0.005142-0.04270.483026
34-0.036834-0.3060.380275
350.0170310.14150.443955
36-0.001789-0.01490.494093
370.0048410.04020.484019
380.0337350.28020.390072
39-0.017965-0.14920.440906
40-0.018684-0.15520.438559
410.0263770.21910.413609
42-0.017214-0.1430.443357
430.0020840.01730.49312
44-0.037797-0.3140.377247
45-0.084162-0.69910.243418
460.0031970.02660.489447
47-0.031997-0.26580.395598
48-0.03985-0.3310.370817