Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9508318.12390
20.8986717.67820
30.847867.24410
40.8012316.84570
50.7583326.47920
60.7168416.12470
70.6792965.80390
80.6399115.46740
90.6018545.14221e-06
100.5633544.81334e-06
110.5242854.47951.4e-05
120.4835454.13144.7e-05
130.4433283.78780.000155
140.4053913.46370.000448
150.3660193.12730.001267
160.3267882.79210.003341
170.2921642.49620.007405
180.2598072.21980.01477
190.2284171.95160.027412
200.1970071.68320.048301
210.1664631.42230.079604
220.1373161.17320.122259
230.1086910.92870.178064
240.07890.67410.251181
250.0479080.40930.341751
260.0180720.15440.438858
27-0.010888-0.0930.463068
28-0.035539-0.30360.381132
29-0.058981-0.50390.307913
30-0.082289-0.70310.242122
31-0.10315-0.88130.190521
32-0.124839-1.06660.144829
33-0.144311-1.2330.110767
34-0.163382-1.39590.083482
35-0.180828-1.5450.063336
36-0.198746-1.69810.046875
37-0.218142-1.86380.033185
38-0.2381-2.03430.022776
39-0.257588-2.20080.015456
40-0.274668-2.34680.010827
41-0.290906-2.48550.007614
42-0.305313-2.60860.00551
43-0.320368-2.73720.003889
44-0.333736-2.85140.002828
45-0.347779-2.97140.002006
46-0.360044-3.07620.001475
47-0.367182-3.13720.00123
48-0.373917-3.19470.001034


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9508318.12390
2-0.056388-0.48180.315702
3-0.012463-0.10650.457746
40.0153880.13150.447881
50.0106730.09120.463795
6-0.011061-0.09450.462484
70.0186410.15930.43695
8-0.041302-0.35290.362596
9-0.005812-0.04970.480266
10-0.025869-0.2210.412845
11-0.028551-0.24390.40398
12-0.042056-0.35930.360194
13-0.018827-0.16090.436325
14-0.006401-0.05470.478267
15-0.043603-0.37250.355283
16-0.027505-0.2350.407432
170.0202690.17320.431496
18-0.007446-0.06360.474724
19-0.01636-0.13980.444609
20-0.022626-0.19330.423622
21-0.014911-0.12740.449486
22-0.008592-0.07340.470839
23-0.017728-0.15150.440014
24-0.039114-0.33420.369598
25-0.037919-0.3240.373439
26-0.015069-0.12870.448956
27-0.02166-0.18510.426845
280.0113010.09660.461673
29-0.018291-0.15630.438124
30-0.02459-0.21010.417088
314.5e-054e-040.499849
32-0.034319-0.29320.385092
33-0.001727-0.01480.494133
34-0.017649-0.15080.440278
35-0.008449-0.07220.471325
36-0.030881-0.26380.396322
37-0.04059-0.34680.364868
38-0.034282-0.29290.385212
39-0.022312-0.19060.42467
40-0.009953-0.0850.466231
41-0.023717-0.20260.419992
42-0.014869-0.1270.449629
43-0.036615-0.31280.377647
44-0.007651-0.06540.474028
45-0.037323-0.31890.375361
46-0.009782-0.08360.466811
470.025110.21450.415362
48-0.023074-0.19710.422132