Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9003037.63930
20.8075656.85240
30.7322686.21350
40.6565745.57120
50.5786924.91043e-06
60.5028944.26723e-05
70.4219063.580.00031
80.3393792.87970.002619
90.262622.22840.014489
100.1838831.56030.061537
110.093610.79430.214812
120.0057750.0490.480527
13-0.02167-0.18390.427312
14-0.049122-0.41680.339026
15-0.083822-0.71120.239614
16-0.119631-1.01510.156729
17-0.153888-1.30580.097892
18-0.168003-1.42560.079159
19-0.181691-1.54170.063765
20-0.195383-1.65790.050847
21-0.204314-1.73370.043629
22-0.211355-1.79340.038554
23-0.211068-1.7910.03875
24-0.198589-1.68510.048152
25-0.184218-1.56310.061202
26-0.165181-1.40160.082664
27-0.133958-1.13670.129723
28-0.103936-0.88190.190375
29-0.077297-0.65590.256994
30-0.050107-0.42520.335989
31-0.021066-0.17870.429319
320.0022440.0190.49243
330.0293510.2490.402016
340.0571760.48520.314521
350.0769060.65260.258055
360.0921030.78150.21853
370.1113250.94460.174006
380.1240811.05290.147962
390.1190641.01030.157869
400.1170840.99350.161899
410.111130.9430.174425
420.1040840.88320.19004
430.096310.81720.208251
440.0791080.67130.252103
450.0527860.44790.327784
460.0283620.24070.405251
470.0021180.0180.492855
48-0.027042-0.22950.409583


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9003037.63930
2-0.015729-0.13350.447097
30.0419220.35570.361546
4-0.040316-0.34210.36664
5-0.049956-0.42390.336454
6-0.038553-0.32710.372257
7-0.078829-0.66890.252854
8-0.065029-0.55180.2914
9-0.035494-0.30120.382074
10-0.071902-0.61010.271857
11-0.124777-1.05880.146622
12-0.074223-0.62980.265408
130.2370882.01180.023994
14-0.019397-0.16460.434863
15-0.035806-0.30380.38107
16-0.055689-0.47250.318986
17-0.046092-0.39110.348439
180.0676840.57430.283772
19-0.052968-0.44940.32723
20-0.035454-0.30080.382204
21-0.003018-0.02560.489822
22-0.038274-0.32480.37315
23-0.024716-0.20970.417238
240.0290.24610.403163
250.0880610.74720.228682
260.0316990.2690.394359
270.0466990.39630.346545
28-0.025592-0.21720.414349
29-0.017452-0.14810.441344
300.056570.480.316337
31-0.002732-0.02320.490783
32-0.034699-0.29440.384638
330.0247050.20960.417274
34-0.003774-0.0320.487271
35-0.016232-0.13770.445418
360.0055790.04730.481186
370.0546720.46390.322057
380.0073460.06230.475237
39-0.062178-0.52760.299702
40-0.005937-0.05040.47998
41-0.028072-0.23820.406202
420.0304180.25810.398531
43-0.002179-0.01850.49265
44-0.067065-0.56910.285542
45-0.040989-0.34780.364501
46-0.009205-0.07810.468981
47-0.031377-0.26620.395407
48-0.022366-0.18980.425007