Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.953727.38750
20.9038367.00110
30.8526136.60430
40.8042236.22950
50.7565585.86030
60.7084935.4880
70.658865.10352e-06
80.608264.71168e-06
90.5598424.33652.8e-05
100.5139273.98099.4e-05
110.4671973.61890.000304
120.4181983.23930.000978
130.3660352.83530.003116
140.3111972.41050.009505
150.2542261.96920.026775
160.1973041.52830.065845
170.1471241.13960.129487
180.1001490.77580.220471
190.0572450.44340.32953
200.0194280.15050.440441
21-0.015422-0.11950.452656
22-0.045899-0.35550.361718
23-0.072759-0.56360.287568
24-0.098555-0.76340.224108
25-0.127-0.98370.164598
26-0.163417-1.26580.105235
27-0.199001-1.54150.064232
28-0.230257-1.78360.039776
29-0.254702-1.97290.026559
30-0.27791-2.15270.017687
31-0.297392-2.30360.012363
32-0.314793-2.43840.008866
33-0.324701-2.51510.007298
34-0.330414-2.55940.006512
35-0.335916-2.6020.005829
36-0.351145-2.720.004264
37-0.370297-2.86830.002844
38-0.388341-3.00810.001919
39-0.401662-3.11130.001425
40-0.410151-3.1770.001176
41-0.416325-3.22480.001021
42-0.417446-3.23350.000995
43-0.414395-3.20990.001067
44-0.406897-3.15180.001266
45-0.390585-3.02550.001826
46-0.371316-2.87620.002782
47-0.350875-2.71790.004288
48-0.330037-2.55650.006562


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.953727.38750
2-0.063554-0.49230.312157
3-0.039598-0.30670.380058
40.0048920.03790.48495
5-0.020925-0.16210.435893
6-0.033044-0.2560.39943
7-0.044479-0.34450.365826
8-0.038897-0.30130.382116
9-0.006089-0.04720.481268
10-0.005636-0.04370.482663
11-0.043057-0.33350.369952
12-0.055934-0.43330.333189
13-0.065711-0.5090.306311
14-0.065311-0.50590.307392
15-0.065547-0.50770.306755
16-0.046413-0.35950.360236
170.0277680.21510.415214
18-0.011758-0.09110.463867
190.0005910.00460.498181
200.0174740.13540.446394
21-0.007834-0.06070.475907
220.009310.07210.471376
230.0021760.01690.493303
24-0.024779-0.19190.424219
25-0.059119-0.45790.324328
26-0.119473-0.92540.179224
27-0.028629-0.22180.412628
280.0019990.01550.493848
290.0210720.16320.435446
30-0.037428-0.28990.386439
31-0.003064-0.02370.490571
32-0.017538-0.13580.446199
330.0421870.32680.372485
34-0.000682-0.00530.497903
35-0.039592-0.30670.380074
36-0.135937-1.0530.14829
37-0.068968-0.53420.297581
38-0.013978-0.10830.45707
390.0161710.12530.450368
400.0159340.12340.451091
41-0.012375-0.09590.461976
420.0169680.13140.447936
430.0131880.10220.459487
440.0086620.06710.473364
450.0603640.46760.320889
460.0003810.0030.498826
47-0.00619-0.0480.480957
480.0004180.00320.498715