Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8661687.60060
20.6563745.75970
30.3859343.38660.000559
40.148651.30440.097992
5-0.021896-0.19210.424072
6-0.083725-0.73470.232381
7-0.052388-0.45970.323514
80.0662240.58110.28143
90.2500682.19430.015613
100.4228183.71020.000195
110.5666964.97272e-06
120.6188735.43060
130.5549154.86943e-06
140.4069163.57070.000309
150.222741.95450.027134
160.0187940.16490.434722
17-0.113368-0.99480.161476
18-0.174979-1.53540.064388
19-0.14975-1.31410.096365
20-0.054376-0.47710.317305
210.0699260.61360.270645
220.1935591.69850.046728
230.2913342.55640.006271
240.3525953.0940.001376
250.3274192.87310.002625
260.2288362.0080.024074
270.0820390.71990.236885
28-0.086293-0.75720.225616
29-0.216986-1.9040.03032
30-0.286629-2.51520.006991
31-0.297029-2.60640.00549
32-0.249949-2.19330.015652
33-0.151165-1.32650.094303
34-0.051289-0.45010.326966
350.0391240.34330.366149
360.0776230.68110.248913
370.0612070.53710.296376
38-0.021755-0.19090.424554
39-0.120975-1.06160.145878
40-0.245702-2.1560.017102
41-0.327835-2.87670.002598
42-0.365361-3.2060.00098
43-0.362453-3.18050.00106
44-0.313407-2.75010.00371
45-0.233788-2.05150.02181
46-0.149697-1.31360.096444
47-0.086059-0.75520.226226
48-0.040632-0.35650.361204


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8661687.60060
2-0.375865-3.29820.000737
3-0.329768-2.89370.002475
40.0572730.50260.30835
50.0909230.79780.213707
60.1704831.4960.069373
70.1070060.9390.175341
80.1706151.49710.069222
90.2732322.39760.009463
100.0325320.28550.388027
110.1405351.23320.110628
12-0.014899-0.13070.44816
13-0.185487-1.62760.053844
14-0.015012-0.13170.447771
150.0273180.23970.405593
16-0.179636-1.57630.059528
170.1148631.00790.158324
18-0.036633-0.32150.374368
19-0.025212-0.22120.412747
200.0087460.07670.469513
21-0.136013-1.19350.118167
220.0355420.31190.377986
230.0374710.32880.371596
240.0952160.83550.203005
25-0.032862-0.28840.386922
26-0.18703-1.64120.052419
270.041380.36310.358758
28-0.071064-0.62360.267371
29-0.058888-0.51670.30341
300.0306380.26880.394384
31-0.135134-1.18580.119674
32-0.060775-0.53330.297682
330.1134990.9960.161197
34-0.149839-1.31480.096235
35-0.010882-0.09550.462086
36-0.125373-1.10010.137349
37-0.031224-0.2740.392413
38-0.023364-0.2050.41905
39-0.008987-0.07890.468674
40-0.01815-0.15930.436937
410.1009470.88580.18924
42-0.035273-0.30950.378883
43-0.02448-0.21480.415241
44-0.079489-0.69750.243792
450.0028250.02480.490145
460.0703090.6170.269542
47-0.052521-0.46090.323095
480.0618020.54230.294586