Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7108265.5060
20.5303664.10826.1e-05
30.5007793.8790.000132
40.4373553.38770.000625
50.341912.64840.005159
60.2020751.56530.06139
70.1931091.49580.069972
80.1805261.39830.083579
90.1182160.91570.181746
100.0279320.21640.414719
110.0294560.22820.410146
120.1246280.96540.169118
130.0153210.11870.452965
14-0.001872-0.01450.49424
150.0697190.540.295583
160.0944390.73150.233653
170.0736060.57010.285353
180.0011450.00890.496475
190.0362440.28070.389935
20-0.002488-0.01930.492344
21-0.051707-0.40050.345099
22-0.117794-0.91240.182597
23-0.079189-0.61340.270967
240.0418250.3240.373543
25-0.024132-0.18690.426175
26-0.03865-0.29940.382841
270.0260610.20190.420353
280.0752160.58260.281166
290.0702640.54430.29414
30-0.006271-0.04860.480711
310.0299830.23220.408568
320.0241690.18720.426064
330.0321160.24880.402194
34-0.023141-0.17930.429172
35-0.055414-0.42920.334646
36-0.030146-0.23350.408079
37-0.112428-0.87090.19365
38-0.121504-0.94120.175196
39-0.076695-0.59410.277347
40-0.079127-0.61290.271124
41-0.075904-0.5880.279386
42-0.086153-0.66730.253556
43-0.04934-0.38220.351837
44-0.076588-0.59320.277623
45-0.089286-0.69160.245927
46-0.145174-1.12450.132637
47-0.212563-1.64650.052444
48-0.233265-1.80690.037899


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7108265.5060
20.0507190.39290.347904
30.2165341.67730.049346
40.0034370.02660.489424
5-0.03518-0.27250.393085
6-0.172852-1.33890.092825
70.1215530.94150.175101
8-0.011022-0.08540.466123
9-0.007627-0.05910.476544
10-0.124975-0.96810.168452
110.0843850.65360.257919
120.1640541.27080.104361
13-0.229707-1.77930.040127
140.1301211.00790.158772
150.064020.49590.310891
160.0126790.09820.461046
17-0.043771-0.3390.367879
18-0.056055-0.43420.33285
190.0297480.23040.409272
20-0.171699-1.330.09428
210.0302430.23430.407789
22-0.092669-0.71780.23783
230.1526541.18250.120845
240.1132270.87710.191978
25-0.041308-0.320.375052
260.0079320.06140.475607
270.0294870.22840.410054
280.050910.39440.34736
29-0.032116-0.24880.402193
30-0.085798-0.66460.254431
31-0.015963-0.12370.451003
32-0.060703-0.47020.319958
330.0930120.72050.237018
34-0.072297-0.560.288779
35-0.025063-0.19410.423362
36-0.079181-0.61330.270988
370.0162820.12610.450029
380.0496430.38450.350972
390.0675840.52350.301276
40-0.103984-0.80550.211868
410.0395060.3060.380328
42-0.006999-0.05420.478473
43-0.058578-0.45370.325827
44-0.08155-0.63170.264995
45-0.013111-0.10160.459722
46-0.094978-0.73570.232391
47-0.148626-1.15130.127098
48-0.112104-0.86840.19433