Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8818796.8310
20.7672875.94340
30.6383614.94473e-06
40.4977973.85590.000142
50.3794862.93950.002331
60.2860062.21540.01527
70.2193411.6990.047249
80.1889111.46330.074303
90.169551.31330.097036
100.1568561.2150.114562
110.1559011.20760.11597
120.1540981.19360.118659
130.1497341.15980.125355
140.1375551.06550.14546
150.123630.95760.171044
160.0960910.74430.229794
170.069360.53730.296538
180.0371250.28760.387335
190.0091130.07060.47198
200.0073070.05660.477526
210.0009160.00710.497181
220.0031010.0240.490459
230.0087050.06740.473234
240.0006970.00540.497855
25-0.002646-0.02050.491859
26-0.022508-0.17430.431092
27-0.032999-0.25560.399564
28-0.056174-0.43510.332517
29-0.065865-0.51020.305895
30-0.083637-0.64780.259778
31-0.068877-0.53350.297823
32-0.061995-0.48020.316412
33-0.05595-0.43340.333143
34-0.06372-0.49360.311704
35-0.076478-0.59240.277906
36-0.101456-0.78590.217517
37-0.117298-0.90860.183603
38-0.140872-1.09120.139777
39-0.155731-1.20630.116221
40-0.165994-1.28580.101729
41-0.178363-1.38160.086109
42-0.159815-1.23790.110283
43-0.1401-1.08520.141084
44-0.124776-0.96650.168834
45-0.12477-0.96650.168845
46-0.136678-1.05870.146989
47-0.157088-1.21680.114223
48-0.193066-1.49550.070015


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8818796.8310
2-0.046894-0.36320.358851
3-0.12926-1.00120.160365
4-0.134273-1.04010.151239
50.0102970.07980.468347
60.0400310.31010.378786
70.0460950.35710.361154
80.0875370.67810.25017
9-0.002497-0.01930.492318
10-0.019046-0.14750.441604
110.0268960.20830.417835
120.0110450.08560.466053
130.0032880.02550.489882
14-0.024464-0.18950.425171
150.0055360.04290.48297
16-0.055526-0.43010.334331
17-0.00418-0.03240.487139
18-0.029214-0.22630.410873
190.0014890.01150.495419
200.0944980.7320.233516
21-0.032891-0.25480.399885
220.0003650.00280.498877
23-0.015458-0.11970.452546
24-0.060416-0.4680.320747
250.0139970.10840.457013
26-0.063753-0.49380.311615
270.0540240.41850.33855
28-0.07328-0.56760.286204
290.0445910.34540.3655
30-0.05667-0.4390.331133
310.126480.97970.165582
32-0.042932-0.33250.370318
33-0.029151-0.22580.411062
34-0.08959-0.6940.245193
35-0.037339-0.28920.386702
36-0.050181-0.38870.349437
370.0392540.30410.381067
38-0.037518-0.29060.386176
390.0221830.17180.432074
40-0.047881-0.37090.356016
41-0.022462-0.1740.43123
420.0933820.72330.236143
430.0079990.0620.4754
44-0.044326-0.34330.36627
45-0.115614-0.89550.187038
46-0.067782-0.5250.300746
47-0.042405-0.32850.37185
48-0.065289-0.50570.30745