Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4640253.79820.000158
20.3851983.1530.001209
30.45193.6990.000219
40.2191821.79410.038656
50.1557741.27510.103345
60.1846021.5110.067741
70.2012471.64730.052091
80.1965961.60920.056136
90.254542.08350.020512
100.2211841.81050.037353
110.0229180.18760.425883
120.1716731.40520.08229
130.0408540.33440.36956
14-0.030198-0.24720.402763
15-0.007411-0.06070.475903
16-0.022898-0.18740.425946
17-0.010381-0.0850.466267
180.0245630.20110.420633
19-0.048559-0.39750.346141
20-0.073536-0.60190.27463
21-0.02952-0.24160.404902
22-0.044466-0.3640.358512
23-0.11141-0.91190.182539
24-0.016029-0.13120.448004
25-0.032557-0.26650.395341
26-0.033768-0.27640.391544
27-0.090922-0.74420.22967
28-0.091213-0.74660.228955
29-0.051396-0.42070.337662
30-0.139197-1.13940.129302
31-0.143724-1.17640.121792
32-0.094138-0.77060.22184
33-0.14393-1.17810.121458
34-0.172327-1.41060.081501
35-0.177195-1.45040.075806
36-0.12887-1.05490.147641
37-0.248191-2.03150.023085
38-0.23717-1.94130.028213
39-0.146773-1.20140.116914
40-0.24435-2.00010.024773
41-0.213133-1.74460.042823
42-0.144934-1.18630.119839
43-0.198745-1.62680.054237
44-0.192618-1.57660.059794
45-0.150441-1.23140.111237
46-0.180557-1.47790.072057
47-0.160219-1.31140.097092
48-0.010173-0.08330.466943


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4640253.79820.000158
20.2164941.77210.040464
30.2826532.31360.011883
4-0.134313-1.09940.137765
5-0.058184-0.47630.31772
60.0327240.26790.394816
70.1651891.35210.09044
80.0911970.74650.228994
90.1072770.87810.191514
10-0.034426-0.28180.389486
11-0.277455-2.27110.013181
120.1441151.17960.121159
13-0.073212-0.59930.275507
140.0529680.43360.332999
15-0.138692-1.13520.13016
16-0.015639-0.1280.449262
176e-055e-040.499806
180.1035390.84750.199865
19-0.119653-0.97940.165452
20-0.064903-0.53130.2985
210.0170170.13930.444819
220.0230640.18880.425416
230.0562010.460.323495
240.0212350.17380.431269
25-0.019401-0.15880.437149
26-0.028712-0.2350.407457
27-0.127942-1.04730.149373
280.0014740.01210.495205
290.1271511.04080.15086
30-0.140663-1.15140.126834
31-0.082322-0.67380.251367
32-0.004118-0.03370.486605
33-0.025816-0.21130.416641
34-0.102928-0.84250.201253
35-0.052993-0.43380.332926
360.0410440.3360.368975
37-0.118671-0.97140.16743
38-0.117738-0.96370.169325
390.0959370.78530.217528
400.0116830.09560.462052
41-0.087155-0.71340.239041
42-0.034094-0.27910.390524
430.0004330.00350.49859
44-0.005991-0.0490.480516
450.0187940.15380.439101
46-0.060492-0.49520.311057
470.0625690.51220.305114
480.1702051.39320.084085