Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9649088.84350
20.9298058.52180
30.894928.20210
40.8593647.87620
50.823637.54870
60.7878057.22030
70.7521826.89390
80.7153916.55670
90.6766386.20150
100.6378395.84590
110.5987995.48810
120.5599625.13211e-06
130.521214.7774e-06
140.4830044.42681.4e-05
150.4449564.07815.1e-05
160.4064573.72520.000176
170.3680993.37370.000562
180.3297533.02220.001663
190.291572.67230.004524
200.2534142.32260.011311
210.2153091.97330.025872
220.1770841.6230.054168
230.1386021.27030.103741
240.0997160.91390.18169
250.0612480.56130.288028
260.0229340.21020.417013
27-0.015058-0.1380.445281
28-0.052694-0.4830.315193
29-0.089473-0.820.207258
30-0.125528-1.15050.126605
31-0.161391-1.47920.071418
32-0.197011-1.80560.037279
33-0.232391-2.12990.018053
34-0.267536-2.4520.008139
35-0.302865-2.77580.003394
36-0.338752-3.10470.001298
37-0.34657-3.17640.001043
38-0.35419-3.24620.00084
39-0.361526-3.31340.000681
40-0.368756-3.37970.000551
41-0.375717-3.44350.000449
42-0.382091-3.50190.000371
43-0.38805-3.55650.00031
44-0.393713-3.60840.000261
45-0.399638-3.66270.000218
46-0.405002-3.71190.000184
47-0.410264-3.76010.000157
48-0.415508-3.80820.000133


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9649088.84350
2-0.018019-0.16520.434611
3-0.015023-0.13770.445408
4-0.028152-0.2580.398513
5-0.021682-0.19870.421481
6-0.020999-0.19250.423922
7-0.01702-0.1560.438208
8-0.037283-0.34170.366712
9-0.049964-0.45790.324095
10-0.024076-0.22070.412946
11-0.027191-0.24920.401902
12-0.020994-0.19240.423943
13-0.023581-0.21610.414708
14-0.017542-0.16080.436329
15-0.023407-0.21450.415328
16-0.032041-0.29370.384871
17-0.024677-0.22620.410811
18-0.027803-0.25480.399743
19-0.026244-0.24050.405253
20-0.029314-0.26870.394422
21-0.02998-0.27480.392085
22-0.033738-0.30920.378963
23-0.036238-0.33210.37031
24-0.039632-0.36320.35867
25-0.02934-0.26890.394331
26-0.033998-0.31160.37806
27-0.032686-0.29960.382623
28-0.033391-0.3060.380167
29-0.027109-0.24850.402194
30-0.029421-0.26960.394046
31-0.037803-0.34650.364927
32-0.039023-0.35770.36075
33-0.041198-0.37760.353345
34-0.04283-0.39250.347827
35-0.051175-0.4690.320132
36-0.059775-0.54790.292624
370.3668523.36230.000583
38-0.022272-0.20410.419374
39-0.01684-0.15430.438855
40-0.031727-0.29080.385968
41-0.022702-0.20810.41784
42-0.016637-0.15250.439585
43-0.015181-0.13910.444838
44-0.034835-0.31930.375159
45-0.057168-0.52390.300847
46-0.020465-0.18760.425834
47-0.031573-0.28940.386503
48-0.027075-0.24810.402315