Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9526258.08330
20.8450817.17070
30.7088546.01480
40.5629174.77655e-06
50.4202073.56560.000325
60.284282.41220.009203
70.1579821.34050.092145
80.0506970.43020.334176
9-0.038688-0.32830.371828
10-0.113998-0.96730.168315
11-0.177322-1.50460.068397
12-0.231624-1.96540.026613
13-0.275428-2.33710.01111
14-0.305102-2.58890.005822
15-0.319922-2.71460.004149
16-0.321295-2.72630.004019
17-0.312083-2.64810.00497
18-0.290791-2.46740.007993
19-0.25564-2.16920.016686
20-0.214102-1.81670.036712
21-0.168684-1.43130.078331
22-0.122052-1.03560.151917
23-0.07029-0.59640.276379
24-0.011654-0.09890.460752
250.0488610.41460.339833
260.1009610.85670.197231
270.1371231.16350.124229
280.1574981.33640.092811
290.1666911.41440.080774
300.1697611.44050.077034
310.1625571.37930.086029
320.1422431.2070.115697
330.1061780.90090.18531
340.0598390.50770.306591
350.015880.13470.446593
36-0.023466-0.19910.421367
37-0.055881-0.47420.318407
38-0.081916-0.69510.244622
39-0.103229-0.87590.19199
40-0.119867-1.01710.156255
41-0.1333-1.13110.130887
42-0.14351-1.21770.113653
43-0.149686-1.27010.104064
44-0.151121-1.28230.101925
45-0.145875-1.23780.109908
46-0.139451-1.18330.120295
47-0.135622-1.15080.126812
48-0.132942-1.12810.131522


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9526258.08330
2-0.674714-5.72510
30.0671390.56970.285329
4-0.066465-0.5640.287262
5-0.008196-0.06950.472373
6-0.114373-0.97050.167526
7-0.025277-0.21450.415388
80.0945210.8020.212586
9-0.132399-1.12340.13249
10-0.051764-0.43920.330906
11-0.039649-0.33640.368761
12-0.056976-0.48350.315119
130.0007760.00660.497383
140.004670.03960.48425
150.0068710.05830.476836
16-0.029968-0.25430.399998
17-0.029277-0.24840.402256
180.0817640.69380.245022
190.0263280.22340.411927
20-0.113068-0.95940.17028
210.0807950.68560.247593
22-0.011999-0.10180.459592
230.1457491.23670.110104
24-0.00766-0.0650.474179
25-0.011014-0.09350.462899
26-0.068031-0.57730.282782
27-0.073943-0.62740.266182
280.0584890.49630.3106
290.006720.0570.477343
300.0441550.37470.354503
31-0.126393-1.07250.143543
32-0.01336-0.11340.45503
33-0.115588-0.98080.164988
340.0310960.26390.396321
350.102930.87340.192678
36-0.080411-0.68230.248615
370.09340.79250.21533
38-0.086064-0.73030.233795
390.0255950.21720.41434
40-0.072903-0.61860.269066
41-0.011396-0.09670.461617
420.0552840.46910.320208
43-0.033795-0.28680.387558
440.0095880.08140.467693
450.0136970.11620.453898
46-0.138375-1.17420.122102
47-0.006157-0.05220.479241
480.0132810.11270.455293