Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8180296.94120
20.5203174.4151.7e-05
30.2662842.25950.01344
40.1324611.1240.13238
50.1100810.93410.176696
60.1093930.92820.178194
70.098060.83210.204061
80.0903090.76630.223003
90.1714111.45450.075081
100.3523492.98980.001909
110.5689674.82784e-06
120.6867635.82740
130.5157164.3762e-05
140.2520032.13830.017943
150.0248550.21090.416778
16-0.09524-0.80810.210835
17-0.120154-1.01950.155679
18-0.121901-1.03440.152214
19-0.127705-1.08360.141076
20-0.133027-1.12880.131371
21-0.067435-0.57220.284484
220.07460.6330.264368
230.2400682.0370.022661
240.3295112.7960.003315
250.1938421.64480.052185
26-0.012438-0.10550.458121
27-0.18289-1.55190.062539
28-0.261016-2.21480.01497
29-0.262143-2.22440.01463
30-0.249947-2.12090.018689
31-0.241895-2.05250.021876
32-0.241196-2.04660.022174
33-0.189461-1.60760.056146
34-0.089381-0.75840.225337
350.0303320.25740.398812
360.0940120.79770.213827
37-0.007877-0.06680.473447
38-0.153588-1.30320.098323
39-0.262802-2.22990.014435
40-0.297053-2.52060.006966
41-0.274975-2.33320.011216
42-0.248528-2.10880.019219
43-0.242235-2.05540.021732
44-0.251658-2.13540.018066
45-0.224861-1.9080.030189
46-0.160901-1.36530.088206
47-0.074366-0.6310.265013
48-0.021891-0.18580.42658


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8180296.94120
2-0.449944-3.81790.000141
30.0652070.55330.290887
40.113520.96330.169323
50.0753140.63910.262407
6-0.09613-0.81570.208685
70.0289520.24570.403319
80.0784090.66530.253984
90.3278572.7820.003447
100.2752782.33580.011145
110.2756342.33880.011062
120.0330680.28060.389914
13-0.644264-5.46680
140.2289551.94270.027979
15-0.105773-0.89750.186219
16-0.088008-0.74680.228816
17-0.14372-1.21950.113317
18-0.019085-0.16190.435904
190.0048740.04140.483562
20-0.021072-0.17880.429296
21-0.061366-0.52070.302083
22-0.05287-0.44860.327527
23-0.032837-0.27860.390665
240.0683250.57980.281943
25-0.0418-0.35470.361933
260.0113090.0960.461911
270.0459630.390.348842
280.0115390.09790.461137
290.0155850.13220.447582
30-0.051005-0.43280.33323
310.0180170.15290.43946
32-0.050487-0.42840.334819
33-0.043239-0.36690.357387
34-0.122708-1.04120.15063
350.0306170.25980.397883
36-0.077776-0.660.255695
370.0413390.35080.363391
38-0.016146-0.1370.445706
390.0172680.14650.441959
40-0.023539-0.19970.421126
410.0204370.17340.431406
420.006120.05190.479363
43-0.143119-1.21440.114281
440.0168510.1430.443351
45-0.048697-0.41320.340342
460.0248070.21050.416938
47-0.051002-0.43280.333239
480.0297960.25280.40056