Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7573686.42650
20.5689074.82734e-06
30.3828493.24860.000882
40.1312151.11340.134621
50.0002320.0020.499216
6-0.105859-0.89820.186025
7-0.147583-1.25230.10726
8-0.140342-1.19080.118813
9-0.028438-0.24130.405001
100.057360.48670.31397
110.0544620.46210.322692
120.112840.95750.170765
130.0266010.22570.411031
14-0.085305-0.72380.235755
15-0.156885-1.33120.09366
16-0.313451-2.65970.004817
17-0.375196-3.18360.001074
18-0.38422-3.26020.000851
19-0.362669-3.07740.001477
20-0.278708-2.36490.010366
21-0.174627-1.48180.071384
22-0.056208-0.47690.317424
230.041310.35050.363484
240.081490.69150.245748
250.0938650.79650.214189
260.0872620.74040.23072
270.0577310.48990.31286
280.0100150.0850.466255
29-0.030841-0.26170.397151
30-0.051596-0.43780.33142
31-0.079804-0.67720.250238
32-0.043741-0.37120.355807
330.0328690.27890.390558
340.0876960.74410.229612
350.1817091.54180.063747
360.2382792.02190.023454
370.2096321.77880.039748
380.1989351.6880.047868
390.1135170.96320.16933
400.0242490.20580.41878
41-0.028688-0.24340.404185
42-0.087283-0.74060.230665
43-0.122175-1.03670.151674
44-0.115492-0.980.165189
45-0.06788-0.5760.283212
46-0.057734-0.48990.31285
47-0.044377-0.37650.353809
48-0.008996-0.07630.469682


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7573686.42650
2-0.01102-0.09350.46288
3-0.104201-0.88420.189772
4-0.288591-2.44880.008385
50.0575620.48840.313366
6-0.038336-0.32530.372953
70.0580960.4930.31177
8-0.018259-0.15490.438655
90.2459542.0870.020215
10-0.018244-0.15480.438704
11-0.182078-1.5450.063368
120.0640850.54380.294136
13-0.199728-1.69470.047223
14-0.107867-0.91530.18155
15-0.046818-0.39730.346173
16-0.159616-1.35440.089924
170.0185610.15750.437649
18-0.012366-0.10490.458363
19-0.041864-0.35520.361729
200.0330060.28010.390114
21-0.014495-0.1230.451227
220.0027950.02370.490574
230.0976610.82870.205013
24-0.15827-1.3430.091751
250.0498090.42260.336909
260.1122890.95280.171939
27-0.076023-0.64510.260464
280.0185070.1570.437829
29-0.036767-0.3120.37798
30-0.049803-0.42260.336925
31-0.056179-0.47670.317511
32-0.021249-0.18030.428709
330.1045050.88680.189081
340.0592710.50290.308274
350.012810.10870.456872
360.064190.54470.293831
37-0.116479-0.98840.163145
38-0.005002-0.04240.483131
39-0.05887-0.49950.309464
40-0.005097-0.04320.482812
410.0706130.59920.27547
42-0.003453-0.02930.488352
43-0.033744-0.28630.387723
440.04630.39290.347787
45-0.055719-0.47280.318895
46-0.085321-0.7240.235713
47-0.06845-0.58080.281589
48-0.018805-0.15960.436836