Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.883547.49710
20.7554786.41040
30.6318455.36140
40.5279554.47981.4e-05
50.4378523.71530.000199
60.3382062.86980.002694
70.2505492.1260.018467
80.1717881.45770.07464
90.1102240.93530.176385
100.0826730.70150.242626
110.0630830.53530.297054
120.0330840.28070.389861
13-0.020339-0.17260.431733
14-0.078347-0.66480.254152
15-0.135429-1.14920.127148
16-0.170425-1.44610.076244
17-0.189456-1.60760.056151
18-0.212945-1.80690.037478
19-0.22987-1.95050.027504
20-0.250915-2.12910.018334
21-0.266524-2.26150.013374
22-0.25616-2.17360.016513
23-0.234738-1.99180.025092
24-0.214893-1.82340.036195
25-0.20657-1.75280.041946
26-0.206017-1.74810.042354
27-0.19693-1.6710.049531
28-0.153709-1.30430.098148
29-0.093344-0.79210.215466
30-0.02654-0.22520.411233
310.0460760.3910.348489
320.1042870.88490.189578
330.1698611.44130.076915
340.2590762.19830.01557
350.350492.9740.001999
360.4385523.72120.000195
370.3803573.22740.000941
380.3151182.67390.004636
390.2529272.14620.017616
400.1981111.6810.048545
410.1505841.27770.102722
420.1021690.86690.194429
430.0605660.51390.304442
440.0230860.19590.422624
45-0.007564-0.06420.474502
46-0.027169-0.23050.409163
47-0.043608-0.370.356224
48-0.060638-0.51450.304229


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.883547.49710
2-0.114722-0.97350.166794
3-0.050187-0.42590.335742
40.0136930.11620.453915
5-0.013056-0.11080.456047
6-0.112188-0.95190.172154
7-0.006997-0.05940.47641
8-0.028512-0.24190.40476
90.0026590.02260.49103
100.0927590.78710.216908
11-0.006966-0.05910.476514
12-0.081084-0.6880.246826
13-0.123817-1.05060.148472
14-0.059497-0.50490.307602
15-0.073818-0.62640.266527
160.0331790.28150.389555
170.0201080.17060.432501
18-0.055238-0.46870.320345
190.0045260.03840.484735
20-0.058402-0.49560.310857
21-0.056478-0.47920.316614
220.0483180.410.341514
230.015570.13210.447632
24-0.028194-0.23920.405801
25-0.022422-0.19030.424822
26-0.028049-0.2380.406276
27-0.003008-0.02550.489855
280.1294641.09850.137814
290.0676080.57370.283987
300.0562130.4770.317409
310.1097850.93160.177339
320.0088680.07530.470112
330.0663130.56270.287699
340.1749831.48480.070983
350.0952980.80860.210695
360.112010.95040.172534
37-0.55545-4.71326e-06
380.0687730.58360.280669
39-0.009974-0.08460.466394
40-0.04532-0.38460.350852
41-0.037165-0.31540.376702
420.0482910.40980.341598
43-0.023805-0.2020.420247
440.0032580.02760.489012
45-0.042396-0.35970.360047
46-0.13021-1.10490.136448
47-0.031404-0.26650.39532
480.0399380.33890.367841