Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8778946.80010
20.6850675.30651e-06
30.463513.59030.000333
40.2806952.17430.01682
50.1345631.04230.150723
60.0098470.07630.469727
7-0.118075-0.91460.18203
8-0.212243-1.6440.0527
9-0.274286-2.12460.018874
10-0.264647-2.04990.022374
11-0.204444-1.58360.059269
12-0.118633-0.91890.180907
13-0.074789-0.57930.282273
14-0.083191-0.64440.260887
15-0.134396-1.0410.15102
16-0.18919-1.46550.074008
17-0.226541-1.75480.042201
18-0.269906-2.09070.0204
19-0.30769-2.38340.010169
20-0.322056-2.49460.00769
21-0.329466-2.5520.006637
22-0.31083-2.40770.009573
23-0.267207-2.06980.021393
24-0.211708-1.63990.053131
25-0.163598-1.26720.104986
26-0.107829-0.83520.203448
27-0.067792-0.52510.30072
28-0.021744-0.16840.433408
290.0268120.20770.41809
300.0670820.51960.302621
310.0963320.74620.229235
320.1284780.99520.161821
330.1524351.18080.121179
340.189671.46920.073505
350.2088511.61780.055481
360.2231741.72870.044503
370.2147341.66330.050731
380.1769711.37080.08777
390.1347841.0440.150329
400.0889630.68910.246707
410.0484260.37510.354452
420.0007970.00620.497546
43-0.036148-0.280.39022
44-0.060299-0.46710.321068
45-0.063837-0.49450.311387
46-0.05642-0.4370.33183
47-0.043708-0.33860.368062
48-0.036141-0.27990.390242


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8778946.80010
2-0.373447-2.89270.002657
3-0.175633-1.36040.089388
40.0897920.69550.244705
5-0.053038-0.41080.341332
6-0.134093-1.03870.15156
7-0.171904-1.33160.094021
80.0724710.56140.288323
9-0.026861-0.20810.417941
100.1342781.04010.15123
110.0587770.45530.325273
120.0020980.01630.493543
13-0.208837-1.61760.055493
14-0.156348-1.21110.11531
15-0.084262-0.65270.258225
16-0.061545-0.47670.317643
17-0.014885-0.11530.454298
18-0.190333-1.47430.072812
190.0280120.2170.414479
200.1043290.80810.211104
21-0.114593-0.88760.189142
22-0.070907-0.54920.292438
23-0.036329-0.28140.389685
24-0.105334-0.81590.208887
25-0.180926-1.40140.083117
260.1004180.77780.219861
27-0.056603-0.43840.331319
280.0004550.00350.498598
290.0382090.2960.38414
30-0.013069-0.10120.459851
31-0.001192-0.00920.496333
320.0191890.14860.441169
33-0.045991-0.35620.361455
34-0.001887-0.01460.494192
35-0.055129-0.4270.335444
360.0177440.13740.445571
37-0.062199-0.48180.315854
38-0.101015-0.78250.218512
390.076210.59030.278596
40-0.11403-0.88330.190307
41-0.025006-0.19370.423535
42-0.093192-0.72190.236593
430.0148750.11520.454327
44-0.013492-0.10450.458557
450.0097910.07580.469898
46-0.098987-0.76670.223119
47-0.042968-0.33280.370212
48-0.003848-0.02980.48816