Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9308087.89820
20.8663317.35110
30.8107126.87910
40.7500086.3640
50.6922535.8740
60.6381495.41490
70.5676614.81684e-06
80.502784.26623e-05
90.4572583.880.000114
100.4173923.54170.000351
110.3829113.24910.00088
120.3514212.98190.001953
130.3195162.71120.004189
140.2891042.45310.008292
150.2674542.26940.01312
160.2485792.10930.0192
170.2320221.96880.026415
180.2114911.79460.038461
190.1931261.63870.052816
200.1735381.47250.072619
210.1503011.27530.103144
220.1198981.01740.156192
230.0831060.70520.241489
240.057020.48380.314987
250.0377760.32050.374744
260.0246640.20930.41741
270.0044710.03790.484922
28-0.012056-0.10230.459404
29-0.027685-0.23490.407471
30-0.051277-0.43510.332397
31-0.070609-0.59910.275482
32-0.091661-0.77780.219627
33-0.109976-0.93320.176923
34-0.137838-1.16960.123011
35-0.166585-1.41350.080906
36-0.19097-1.62040.054755
37-0.201504-1.70980.045803
38-0.211836-1.79750.038225
39-0.219211-1.86010.03348
40-0.229138-1.94430.027883
41-0.237407-2.01450.023848
42-0.244034-2.07070.020986
43-0.248591-2.10940.019195
44-0.259727-2.20390.015367
45-0.270256-2.29320.01238
46-0.275437-2.33720.011108
47-0.287389-2.43860.008606
48-0.293524-2.49060.007529


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9308087.89820
2-0.000539-0.00460.498183
30.0328670.27890.390565
4-0.06473-0.54920.292267
5-0.010592-0.08990.464319
6-0.009738-0.08260.467187
7-0.151017-1.28140.102078
8-0.007237-0.06140.475602
90.0918430.77930.219175
100.0319990.27150.393383
110.0243790.20690.418351
12-0.008078-0.06850.472772
13-0.006858-0.05820.476878
14-0.016905-0.14340.443171
150.0144150.12230.451497
160.0027520.02340.490717
170.0155030.13150.447856
18-0.036195-0.30710.379818
190.0107550.09130.46377
20-0.022087-0.18740.425931
21-0.049894-0.42340.336645
22-0.080513-0.68320.248343
23-0.075079-0.63710.263051
240.0639920.5430.294406
250.0392990.33350.369878
260.0442010.37510.354359
27-0.060207-0.51090.305501
280.0142440.12090.452068
29-0.014611-0.1240.450839
30-0.113591-0.96380.169174
31-0.026224-0.22250.412269
32-0.045977-0.39010.348796
330.0375260.31840.375546
34-0.090013-0.76380.223745
35-0.04302-0.3650.358078
360.0080020.06790.473025
370.0717260.60860.272346
38-0.019789-0.16790.43356
39-0.000117-0.0010.499605
40-0.021646-0.18370.427392
41-0.002227-0.01890.492488
42-0.02523-0.21410.415544
43-0.03379-0.28670.387575
44-0.068772-0.58360.280673
45-0.025315-0.21480.415263
460.0065540.05560.477903
47-0.05571-0.47270.318923
480.0204620.17360.431323