Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9597397.43410
20.9124997.06820
30.8587656.6520
40.8013726.20740
50.7445935.76760
60.6918345.35891e-06
70.6469845.01153e-06
80.6001774.6499e-06
90.551994.27573.5e-05
100.5027483.89430.000125
110.4538173.51520.000421
120.4034243.12490.00137
130.3547062.74750.003959
140.3104452.40470.009644
150.262692.03480.023149
160.2203051.70650.046545
170.1782461.38070.086248
180.1343941.0410.151024
190.0859460.66570.254065
200.034750.26920.39436
21-0.017832-0.13810.445301
22-0.071657-0.55510.290461
23-0.123622-0.95760.17106
24-0.171346-1.32720.094729
25-0.206177-1.5970.057755
26-0.230041-1.78190.039914
27-0.247957-1.92070.029765
28-0.263715-2.04270.02274
29-0.283944-2.19940.015856
30-0.299958-2.32350.01178
31-0.329242-2.55030.006667
32-0.355472-2.75350.003896
33-0.378683-2.93330.002372
34-0.396781-3.07350.001591
35-0.412418-3.19460.001116
36-0.423372-3.27940.000867
37-0.425482-3.29580.000826
38-0.426494-3.30360.000806
39-0.427816-3.31380.000782
40-0.426416-3.3030.000808
41-0.418616-3.24260.000968
42-0.408095-3.16110.001232
43-0.393866-3.05090.001698
44-0.373843-2.89580.002635
45-0.351751-2.72460.004211
46-0.325591-2.5220.00717
47-0.299853-2.32270.011804
48-0.2725-2.11080.019484


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9597397.43410
2-0.109002-0.84430.20092
3-0.100576-0.77910.219504
4-0.063915-0.49510.311175
5-0.01232-0.09540.462145
60.0234930.1820.428107
70.0636390.49290.311925
8-0.075881-0.58780.279446
9-0.061539-0.47670.317661
10-0.044208-0.34240.366611
11-0.015894-0.12310.451215
12-0.040686-0.31520.37687
13-0.006221-0.04820.480864
140.0109210.08460.466434
15-0.095266-0.73790.231718
160.0300440.23270.408386
17-0.035532-0.27520.392042
18-0.066034-0.51150.30544
19-0.093968-0.72790.234762
20-0.065394-0.50650.307166
21-0.061832-0.47890.316859
22-0.044763-0.34670.365004
23-0.030113-0.23330.40818
24-0.014458-0.1120.455601
250.0928220.7190.237468
260.0765680.59310.277675
27-0.001303-0.01010.495991
28-0.046523-0.36040.35992
29-0.100643-0.77960.219352
300.0312610.24210.404747
31-0.18623-1.44250.077177
320.0222220.17210.431956
33-0.006276-0.04860.480696
340.0050970.03950.48432
35-0.040559-0.31420.37724
360.0132910.1030.459172
370.0514150.39830.345928
38-0.002953-0.02290.490914
39-0.042376-0.32820.371936
400.0103450.08010.4682
410.0502260.3890.34931
420.0040610.03150.487506
430.0019910.01540.493874
44-0.018375-0.14230.443648
450.0047350.03670.485432
460.0148710.11520.454339
47-0.013086-0.10140.459799
480.0192130.14880.441095