Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9402777.97850
20.8759397.43260
30.8152346.91750
40.7612926.45980
50.7178126.09080
60.6781395.75420
70.6464845.48560
80.6067735.14861e-06
90.5494884.66267e-06
100.4977664.22373.5e-05
110.4461333.78560.000157
120.3825043.24570.00089
130.318592.70330.004279
140.2593522.20070.015484
150.2089291.77280.040244
160.1672361.4190.080101
170.1342441.13910.129219
180.1092750.92720.178452
190.0906730.76940.222091
200.0718390.60960.27203
210.0527950.4480.327755
220.0415010.35210.362877
230.025830.21920.413568
240.0070380.05970.476274
25-0.010747-0.09120.463796
26-0.024296-0.20620.418624
27-0.034671-0.29420.384729
28-0.033895-0.28760.387237
29-0.021596-0.18330.427558
30-0.00508-0.04310.482867
31-0.009169-0.07780.469102
32-0.017322-0.1470.441778
33-0.028861-0.24490.403617
34-0.046655-0.39590.346681
35-0.074941-0.63590.263431
36-0.106176-0.90090.185314
37-0.133271-1.13080.130938
38-0.155416-1.31870.095716
39-0.17373-1.47410.0724
40-0.188047-1.59560.057476
41-0.201235-1.70750.046016
42-0.221782-1.88190.031947
43-0.256316-2.17490.016461
44-0.29059-2.46570.008028
45-0.321553-2.72850.003995
46-0.350737-2.97610.001987
47-0.377018-3.19910.001025
48-0.399043-3.3860.000576


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9402777.97850
2-0.070605-0.59910.275493
3-0.001344-0.01140.495466
40.0227780.19330.423642
50.0564740.47920.316624
60.0034980.02970.488202
70.0505320.42880.334683
8-0.085696-0.72720.234744
9-0.16016-1.3590.089193
100.0320980.27240.393064
11-0.038147-0.32370.373556
12-0.161333-1.3690.087635
13-0.055757-0.47310.318782
14-0.017515-0.14860.441133
150.0020460.01740.493099
160.0403410.34230.366561
170.0509090.4320.333523
180.0187880.15940.436892
190.0691790.5870.279518
200.040040.33970.367518
21-0.004349-0.03690.485331
220.0654150.55510.290285
23-0.04501-0.38190.351823
24-0.05814-0.49330.311639
25-0.027447-0.23290.408251
26-0.014165-0.12020.452331
27-0.046024-0.39050.348651
280.0662890.56250.287767
290.0691990.58720.279461
300.0105270.08930.464535
31-0.145286-1.23280.110832
320.0139050.1180.453202
33-0.032659-0.27710.391239
34-0.058531-0.49670.310474
35-0.123144-1.04490.149779
36-0.092425-0.78430.217732
37-0.053768-0.45620.324797
380.0134660.11430.454675
390.0098230.08340.466902
40-0.03186-0.27030.393834
41-0.005909-0.05010.480076
42-0.007639-0.06480.474249
43-0.084448-0.71660.237981
440.00830.07040.472025
45-0.002016-0.01710.493198
46-0.03502-0.29720.383601
47-0.028929-0.24550.403396
48-0.025948-0.22020.413177