Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.6965545.91050
20.6556065.5630
30.6862595.82310
40.5612764.76265e-06
50.5910355.01512e-06
60.4780064.0566.2e-05
70.4084363.46570.000448
80.4225233.58520.000305
90.3078922.61260.005466
100.2221031.88460.03176
110.2488072.11120.019114
120.2358882.00160.02455
130.0709030.60160.274655
140.0777260.65950.25583
15-0.028068-0.23820.406214
16-0.034759-0.29490.384444
17-0.018256-0.15490.438665
18-0.144582-1.22680.111944
19-0.136668-1.15970.125007
20-0.157899-1.33980.092258
21-0.216689-1.83870.035044
22-0.237008-2.01110.024031
23-0.238089-2.02030.023539
24-0.216453-1.83670.035194
25-0.252484-2.14240.017772
26-0.270379-2.29420.012348
27-0.314006-2.66440.004756
28-0.23038-1.95480.027242
29-0.225481-1.91330.029845
30-0.312731-2.65360.004897
31-0.295523-2.50760.007206
32-0.308801-2.62030.005355
33-0.333163-2.8270.00304
34-0.332509-2.82140.003087
35-0.321828-2.73080.00397
36-0.303332-2.57390.006058
37-0.332448-2.82090.003092
38-0.337375-2.86270.002749
39-0.343274-2.91280.002384
40-0.273911-2.32420.01147
41-0.267716-2.27160.013049
42-0.2728-2.31480.01174
43-0.229294-1.94560.027802
44-0.217816-1.84820.034338
45-0.168173-1.4270.078952
46-0.106296-0.9020.185044
47-0.103332-0.87680.191757
48-0.046409-0.39380.347449


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6965545.91050
20.3310292.80890.003198
30.3276272.780.003465
4-0.071414-0.6060.273222
50.1579461.34020.092194
6-0.189313-1.60640.056284
7-0.057032-0.48390.314951
80.0092730.07870.46875
9-0.083809-0.71110.239645
10-0.179345-1.52180.06622
110.1204121.02170.155165
120.1595131.35350.090064
13-0.32568-2.76350.003628
140.0265520.22530.41119
15-0.214963-1.8240.036149
160.1225251.03970.150989
17-0.014407-0.12220.451521
180.0596470.50610.307158
19-0.144592-1.22690.111928
200.0049640.04210.483258
210.0281830.23910.405839
22-0.13165-1.11710.133836
230.0626280.53140.298384
240.0407060.34540.3654
250.0321580.27290.392866
26-0.123943-1.05170.14823
270.0125540.10650.457731
280.0363710.30860.379252
290.0116640.0990.460718
30-0.154324-1.30950.097268
31-0.139734-1.18570.119822
32-0.032861-0.27880.390586
33-0.108088-0.91720.181061
340.0392820.33330.36993
350.0278790.23660.406834
36-0.012306-0.10440.458563
37-0.147426-1.25090.107502
380.0762380.64690.259876
39-0.046317-0.3930.347735
40-0.009291-0.07880.468689
410.0320860.27230.3931
420.0741550.62920.265597
430.003810.03230.487149
440.0311560.26440.396127
450.0807460.68520.247723
460.0345930.29350.384981
47-0.051617-0.4380.331354
480.0154110.13080.448161