Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9574677.41650
20.9147397.08550
30.8715896.75130
40.8260646.39870
50.778516.03030
60.7314515.66580
70.6845095.30221e-06
80.6363854.92943e-06
90.587434.55021.3e-05
100.5384924.17115e-05
110.488013.78010.000182
120.4357933.37560.000648
130.3887843.01150.0019
140.3441482.66580.004928
150.2981472.30940.012189
160.2511841.94570.028192
170.2031941.57390.060381
180.1546931.19820.117767
190.1066730.82630.205959
200.0573010.44390.329374
210.0092790.07190.471471
22-0.036835-0.28530.388189
23-0.080883-0.62650.266676
24-0.123898-0.95970.170526
25-0.153014-1.18520.120297
26-0.182313-1.41220.08153
27-0.210513-1.63060.054104
28-0.238979-1.85110.034538
29-0.264735-2.05060.022339
30-0.290523-2.25040.014051
31-0.315096-2.44070.008813
32-0.338698-2.62350.005509
33-0.359267-2.78290.003597
34-0.379143-2.93680.002348
35-0.397747-3.08090.001557
36-0.416639-3.22730.001013
37-0.422497-3.27260.000885
38-0.425752-3.29790.00082
39-0.425837-3.29850.000819
40-0.423372-3.27940.000867
41-0.418745-3.24360.000965
42-0.413703-3.20450.001084
43-0.406088-3.14550.00129
44-0.397971-3.08270.001549
45-0.388818-3.01180.001899
46-0.378688-2.93330.002372
47-0.36867-2.85570.002945
48-0.355606-2.75450.003885


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9574677.41650
2-0.024076-0.18650.426345
3-0.027372-0.2120.416404
4-0.0516-0.39970.345402
5-0.04931-0.3820.351923
6-0.020554-0.15920.437019
7-0.024874-0.19270.423934
8-0.040933-0.31710.376147
9-0.039317-0.30450.380882
10-0.031014-0.24020.405483
11-0.049938-0.38680.350131
12-0.05411-0.41910.338307
130.027260.21120.41674
14-0.003877-0.030.48807
15-0.048211-0.37340.355068
16-0.049692-0.38490.350832
17-0.054627-0.42310.336852
18-0.045659-0.35370.362411
19-0.033171-0.25690.39905
20-0.059786-0.46310.322485
21-0.031071-0.24070.405312
22-0.023711-0.18370.427447
23-0.023254-0.18010.428831
24-0.038321-0.29680.38381
250.12510.9690.168213
26-0.03623-0.28060.389977
27-0.027115-0.210.417177
28-0.053378-0.41350.340369
29-0.018203-0.1410.444171
30-0.042566-0.32970.371382
31-0.026336-0.2040.419522
32-0.03978-0.30810.379523
33-0.011707-0.09070.464023
34-0.03365-0.26070.397626
35-0.032633-0.25280.400652
36-0.056669-0.4390.331134
370.1382031.07050.144337
380.0046760.03620.485612
390.0015160.01170.495335
40-0.016394-0.1270.449688
41-0.014815-0.11480.45451
42-0.031482-0.24390.404087
430.0039270.03040.487917
44-0.035391-0.27410.392459
45-0.011419-0.08840.464907
46-0.013642-0.10570.458099
47-0.030287-0.23460.407658
48-0.000959-0.00740.497049