Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8884517.53880
20.7661996.50140
30.644215.46630
40.5275384.47631.4e-05
50.4235073.59360.000297
60.3128552.65470.004883
70.2393262.03080.022987
80.1817651.54230.063689
90.1338921.13610.129839
100.1243381.0550.147467
110.1170260.9930.162019
120.0969550.82270.2067
130.0249610.21180.416429
14-0.049804-0.42260.336922
15-0.13101-1.11170.134992
16-0.191764-1.62720.054035
17-0.22921-1.94490.027846
18-0.270277-2.29340.012374
19-0.279814-2.37430.010125
20-0.288352-2.44670.008429
21-0.285049-2.41870.009052
22-0.254223-2.15720.017166
23-0.22185-1.88250.031907
24-0.190534-1.61670.055154
25-0.192552-1.63390.053327
26-0.202146-1.71530.045298
27-0.209465-1.77740.039866
28-0.179314-1.52150.066253
29-0.136776-1.16060.124823
30-0.08083-0.68590.2475
31-0.001035-0.00880.496508
320.0626960.5320.298185
330.131581.11650.133961
340.2131081.80830.03737
350.2903682.46390.008067
360.3620213.07190.001501
370.3080362.61380.005449
380.2470622.09640.019781
390.1886011.60030.056952
400.1353281.14830.127324
410.0901750.76520.22334
420.0495020.420.337854
430.0264110.22410.411655
440.0079010.0670.473368
45-0.007318-0.06210.47533
46-0.014658-0.12440.450682
47-0.022093-0.18750.425911
48-0.029812-0.2530.40051


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8884517.53880
2-0.109882-0.93240.177129
3-0.065812-0.55840.289141
4-0.048763-0.41380.340137
5-0.017451-0.14810.441349
6-0.110897-0.9410.174928
70.100720.85460.197793
8-0.001713-0.01450.494223
9-0.015804-0.13410.44685
100.1325111.12440.13229
11-0.01832-0.15540.438452
12-0.102319-0.86820.194084
13-0.260587-2.21120.015101
14-0.035294-0.29950.382718
15-0.120795-1.0250.154401
160.0708970.60160.274672
170.0589270.50.309296
18-0.065033-0.55180.29139
190.0577780.49030.31272
20-0.069329-0.58830.279095
21-0.042354-0.35940.360179
220.0219770.18650.426296
230.0254640.21610.414773
24-0.023716-0.20120.420542
25-0.065493-0.55570.290059
26-0.007727-0.06560.473951
27-0.029332-0.24890.402078
280.1863081.58090.059145
290.0244040.20710.418269
300.1035430.87860.191273
310.1110680.94240.174558
32-0.028226-0.23950.405699
330.014220.12070.452149
340.1021110.86640.194563
350.0756870.64220.261382
360.0592860.50310.30823
37-0.451552-3.83150.000135
380.0264810.22470.411427
39-0.009315-0.0790.468608
400.0100740.08550.466058
41-0.037319-0.31670.37621
420.0363190.30820.379418
43-0.076441-0.64860.259324
44-0.00058-0.00490.498042
45-0.024084-0.20440.419326
46-0.149793-1.2710.103903
47-0.023926-0.2030.419845
480.058750.49850.309822