Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9543868.09820
20.9072247.6980
30.8586867.28620
40.8101066.8740
50.7610186.45750
60.7103756.02770
70.6609445.60830
80.6109165.18381e-06
90.5602014.75355e-06
100.509314.32162.4e-05
110.4620763.92081e-04
120.4167993.53670.000357
130.3660673.10620.001356
140.3190842.70750.004231
150.2726582.31360.011775
160.2285571.93940.028188
170.1894181.60730.056186
180.1578551.33940.09232
190.1291851.09620.138328
200.0979320.8310.204367
210.0686160.58220.281118
220.0431150.36580.357776
230.0220410.1870.426083
240.0033190.02820.488806
25-0.011833-0.10040.460149
26-0.022986-0.1950.422954
27-0.030939-0.26250.396831
28-0.037951-0.3220.374184
29-0.042157-0.35770.360801
30-0.042678-0.36210.359156
31-0.041579-0.35280.362631
32-0.045876-0.38930.349111
33-0.05163-0.43810.331316
34-0.059292-0.50310.308212
35-0.075374-0.63960.26224
36-0.092334-0.78350.217957
37-0.109768-0.93140.177376
38-0.127527-1.08210.141409
39-0.153293-1.30070.098749
40-0.180505-1.53160.064998
41-0.208417-1.76850.040608
42-0.242472-2.05740.021633
43-0.275503-2.33770.011092
44-0.305247-2.59010.005803
45-0.332598-2.82220.003081
46-0.360082-3.05540.001576
47-0.383302-3.25240.000871
48-0.402467-3.4150.000526


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9543868.09820
2-0.040699-0.34530.365421
3-0.039906-0.33860.367944
4-0.026114-0.22160.412633
5-0.032329-0.27430.392312
6-0.045246-0.38390.351083
7-0.015258-0.12950.448674
8-0.036455-0.30930.37898
9-0.03901-0.3310.3708
10-0.033919-0.28780.387159
110.0081490.06920.472531
12-0.011718-0.09940.460536
13-0.095237-0.80810.210843
140.0071080.06030.476035
15-0.029251-0.24820.402343
16-0.013127-0.11140.455809
170.020790.17640.430232
180.052390.44450.328992
19-0.004535-0.03850.484706
20-0.060541-0.51370.304516
21-0.007615-0.06460.474329
220.012840.10890.456773
230.012820.10880.456839
24-0.001173-0.010.496042
250.019150.16250.435686
260.0128980.10940.456579
270.0161870.13730.44557
28-0.005594-0.04750.481138
290.0115550.0980.461084
300.0133070.11290.455206
310.0027820.02360.490616
32-0.067368-0.57160.284674
33-0.029055-0.24650.402983
34-0.032378-0.27470.392154
35-0.110114-0.93430.176623
36-0.028775-0.24420.403898
37-0.029229-0.2480.402415
38-0.028099-0.23840.406114
39-0.109652-0.93040.17763
40-0.032187-0.27310.392772
41-0.036719-0.31160.378134
42-0.108991-0.92480.179074
43-0.022816-0.19360.423518
440.0164470.13960.444699
45-0.020241-0.17170.432059
46-0.037773-0.32050.374754
470.0366920.31130.378219
480.0071820.06090.475787