Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8843647.50410
20.7081526.00890
30.5707764.84324e-06
40.4972344.21923.5e-05
50.4850274.11565.1e-05
60.4792624.06676e-05
70.4331753.67560.000227
80.364643.09410.001405
90.341492.89760.002489
100.3761993.19220.001047
110.4480273.80160.000149
120.472764.01157.3e-05
130.3412532.89560.002503
140.1701111.44340.076617
150.030090.25530.399601
16-0.052436-0.44490.328851
17-0.083771-0.71080.239747
18-0.10632-0.90220.184991
19-0.151711-1.28730.101055
20-0.213768-1.81390.036931
21-0.224811-1.90760.030217
22-0.18968-1.60950.055943
23-0.133545-1.13320.130451
24-0.114399-0.97070.167471
25-0.210048-1.78230.039457
26-0.333083-2.82630.003045
27-0.41858-3.55180.00034
28-0.444945-3.77550.000163
29-0.428507-3.6360.000258
30-0.40474-3.43430.000495
31-0.399105-3.38650.000575
32-0.407087-3.45430.000464
33-0.380278-3.22680.000943
34-0.328001-2.78320.003435
35-0.260106-2.20710.015249
36-0.218473-1.85380.033932
37-0.266126-2.25820.013484
38-0.334679-2.83980.002932
39-0.368609-3.12780.001271
40-0.352493-2.9910.001902
41-0.308755-2.61990.005361
42-0.258117-2.19020.015875
43-0.228074-1.93530.028442
44-0.21172-1.79650.038304
45-0.174294-1.47890.07176
46-0.120916-1.0260.154162
47-0.055014-0.46680.321024
48-0.003133-0.02660.489431


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8843647.50410
2-0.339369-2.87960.00262
30.1665061.41280.081004
40.1154370.97950.165302
50.1615791.3710.08731
6-0.046037-0.39060.34861
7-0.103948-0.8820.190349
80.0204850.17380.431246
90.2355641.99880.024701
100.1233361.04650.149406
110.1265011.07340.143339
12-0.190815-1.61910.054897
13-0.587137-4.9822e-06
140.1440641.22240.112767
15-0.100436-0.85220.198457
16-0.068904-0.58470.2803
17-0.168665-1.43120.078354
18-0.089829-0.76220.224208
190.1082280.91830.180753
200.0089990.07640.469671
210.0825470.70040.242958
22-0.119251-1.01190.157492
23-0.041705-0.35390.362233
240.0699290.59340.277399
25-0.106722-0.90560.184093
26-0.013526-0.11480.454473
270.0132680.11260.455336
280.0137870.1170.453599
290.0387690.3290.371568
30-0.018289-0.15520.438555
310.0212690.18050.428645
320.045490.3860.35032
33-0.110836-0.94050.175059
34-0.055362-0.46980.319974
350.0168720.14320.44328
360.0315150.26740.394957
37-0.057492-0.48780.313575
38-0.064779-0.54970.292124
390.0197890.16790.433561
400.0254490.21590.414821
41-0.022806-0.19350.423549
42-0.003214-0.02730.489159
43-0.126821-1.07610.142735
440.0724160.61450.27042
45-0.026143-0.22180.412536
460.0045740.03880.484573
470.0076240.06470.4743
480.0721060.61180.271286