Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.6310165.35430
20.3635283.08460.001445
30.3427042.90790.002417
40.3293872.79490.003325
50.131661.11720.133818
6-0.142909-1.21260.114619
70.1042740.88480.189605
80.2874292.43890.008599
90.2692722.28480.012635
100.2437352.06820.021109
110.4231843.59080.000299
120.6692455.67870
130.3742953.1760.001099
140.1252361.06270.145744
150.1184931.00540.159024
160.1075940.9130.182154
17-0.053875-0.45710.324473
18-0.269393-2.28590.012603
19-0.067831-0.57560.283351
200.0834160.70780.240673
210.0559290.47460.318264
220.0472570.4010.344809
230.1874241.59030.058069
240.390383.31250.000724
250.1678461.42420.079351
26-0.030265-0.25680.399031
27-0.023996-0.20360.419614
28-0.036552-0.31020.378671
29-0.155473-1.31920.095636
30-0.327202-2.77640.0035
31-0.171495-1.45520.074982
32-0.04095-0.34750.364625
33-0.055532-0.47120.31946
34-0.062747-0.53240.298034
350.0284910.24180.40483
360.1995231.6930.047388
370.0345150.29290.385233
38-0.119433-1.01340.157125
39-0.134397-1.14040.128951
40-0.137749-1.16880.123162
41-0.209089-1.77420.040131
42-0.348697-2.95880.002089
43-0.225753-1.91560.029695
44-0.135407-1.1490.127186
45-0.146271-1.24110.10929
46-0.138842-1.17810.121315
47-0.073626-0.62470.26706
480.0242860.20610.418657


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6310165.35430
2-0.057581-0.48860.313309
30.2274631.93010.028768
40.0505930.42930.334495
5-0.216195-1.83450.035357
6-0.308165-2.61490.005433
70.585514.96822e-06
80.0692950.5880.279189
90.1404221.19150.118681
100.0609650.51730.303265
110.2549432.16330.016921
120.1763031.4960.069515
13-0.36058-3.05960.001556
14-0.145666-1.2360.110235
15-0.023811-0.2020.420225
16-0.12992-1.10240.136978
170.0302870.2570.398959
180.0059040.05010.480092
19-0.085406-0.72470.235493
20-0.140037-1.18820.11932
210.0437340.37110.355828
220.0412350.34990.363722
230.0199510.16930.433023
240.0991050.84090.201585
25-0.014498-0.1230.451217
26-0.045181-0.38340.351287
27-0.012826-0.10880.456819
28-0.027272-0.23140.408827
290.0335620.28480.388315
30-0.023133-0.19630.422469
31-0.055817-0.47360.318601
32-0.026369-0.22370.411793
330.0238890.20270.419968
34-0.096342-0.81750.208174
35-0.050897-0.43190.333562
360.0483550.41030.3414
37-0.054898-0.46580.321374
380.0137290.11650.453793
39-0.076896-0.65250.258084
400.0182980.15530.438524
41-0.012016-0.1020.459535
420.0027110.0230.490856
430.0070820.06010.476124
44-0.087466-0.74220.230199
45-0.081682-0.69310.245241
460.0674760.57260.284366
470.0042080.03570.485807
48-0.210672-1.78760.039024