Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9434758.00560
20.8846987.50690
30.8335837.07320
40.7845866.65740
50.7367476.25150
60.6859035.82010
70.6308875.35330
80.5722744.85593e-06
90.5251364.45591.5e-05
100.4895224.15374.4e-05
110.4576473.88330.000113
120.4279973.63170.000262
130.3955933.35670.000631
140.3620143.07180.001501
150.3247952.7560.003704
160.296832.51870.007001
170.2679712.27380.01298
180.2372832.01340.023905
190.203071.72310.044581
200.166831.41560.080602
210.1370681.16310.124323
220.1083430.91930.180499
230.085510.72560.235225
240.0612720.51990.30236
250.0342610.29070.386052
260.0061750.05240.479179
27-0.016376-0.1390.444937
28-0.034072-0.28910.386663
29-0.049193-0.41740.338809
30-0.064623-0.54830.292575
31-0.082574-0.70070.242886
32-0.102737-0.87180.19312
33-0.119146-1.0110.157704
34-0.132819-1.1270.131741
35-0.146448-1.24270.109014
36-0.162949-1.38270.08552
37-0.180973-1.53560.064509
38-0.202502-1.71830.045021
39-0.224793-1.90740.030227
40-0.243913-2.06970.021036
41-0.258227-2.19110.01584
42-0.274064-2.32550.011433
43-0.292208-2.47950.00775
44-0.310494-2.63460.005153
45-0.325862-2.7650.003612
46-0.337664-2.86520.00273
47-0.345524-2.93190.002257
48-0.35344-2.9990.001858


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9434758.00560
2-0.049586-0.42070.337596
30.039120.33190.370448
4-0.011527-0.09780.461177
5-0.013235-0.11230.455447
6-0.053391-0.4530.325941
7-0.065264-0.55380.290722
8-0.068211-0.57880.282268
90.0647080.54910.292331
100.065070.55210.291282
110.0175560.1490.440996
120.0119770.10160.459666
13-0.037329-0.31670.376177
14-0.032195-0.27320.392746
15-0.07228-0.61330.270799
160.0419110.35560.361581
17-0.041871-0.35530.361706
18-0.016952-0.14380.443012
19-0.04385-0.37210.355464
20-0.030432-0.25820.398485
210.0287140.24360.404098
22-0.026709-0.22660.410675
230.021140.17940.429073
24-0.031949-0.27110.393545
25-0.033531-0.28450.388413
26-0.040358-0.34240.366506
270.0176410.14970.440715
28-0.001183-0.010.49601
290.0092380.07840.468867
30-0.020909-0.17740.42984
31-0.021371-0.18130.428305
32-0.036855-0.31270.377698
330.0014280.01210.495182
34-0.014986-0.12720.449586
35-0.027995-0.23750.406455
36-0.029781-0.25270.400611
37-0.030815-0.26150.397237
38-0.044807-0.38020.352458
39-0.044339-0.37620.353926
40-0.015437-0.1310.448077
410.0079070.06710.473348
42-0.031292-0.26550.395683
43-0.033875-0.28740.387302
44-0.029736-0.25230.400758
45-0.012305-0.10440.458567
46-0.015815-0.13420.44681
47-0.006117-0.05190.479375
48-0.024627-0.2090.417533