Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9548688.10230
20.9086617.71020
30.8594687.29280
40.8089016.86380
50.75896.43950
60.7063615.99370
70.6534065.54430
80.5979135.07351e-06
90.5428374.60619e-06
100.4886264.14614.6e-05
110.4317283.66330.000236
120.3775163.20330.001012
130.3297852.79830.003293
140.2812452.38640.009821
150.2371832.01260.023951
160.1960191.66330.050302
170.1569141.33150.093619
180.1184371.0050.159139
190.0786160.66710.253427
200.0408540.34670.36493
210.010760.09130.463754
22-0.008115-0.06890.472646
23-0.024036-0.2040.419482
24-0.037749-0.32030.374829
25-0.046002-0.39030.348718
26-0.053807-0.45660.324677
27-0.062359-0.52910.29917
28-0.068255-0.57920.282144
29-0.0743-0.63050.265196
30-0.080793-0.68560.247599
31-0.088032-0.7470.228755
32-0.092616-0.78590.217261
33-0.097199-0.82480.206115
34-0.103126-0.87510.192226
35-0.107293-0.91040.182821
36-0.115161-0.97720.165878
37-0.125267-1.06290.145684
38-0.139285-1.18190.120573
39-0.152227-1.29170.100298
40-0.167109-1.4180.080257
41-0.183783-1.55940.061638
42-0.199977-1.69690.047021
43-0.216918-1.84060.0349
44-0.234307-1.98820.025298
45-0.25289-2.14580.017629
46-0.270695-2.29690.012267
47-0.289843-2.45940.00816
48-0.309888-2.62950.005225


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9548688.10230
2-0.035281-0.29940.382759
3-0.057948-0.49170.312212
4-0.041407-0.35140.363175
5-0.020179-0.17120.432265
6-0.056565-0.480.316352
7-0.035362-0.30010.382499
8-0.059572-0.50550.307382
9-0.028602-0.24270.404466
10-0.024644-0.20910.417476
11-0.066548-0.56470.287023
12-0.00951-0.08070.467954
130.0381370.32360.373589
14-0.047301-0.40140.34467
150.008640.07330.470879
16-0.002405-0.02040.491888
17-0.014925-0.12660.449788
18-0.033411-0.28350.388802
19-0.05462-0.46350.322215
20-0.021172-0.17970.428964
210.0528470.44840.327598
220.0904830.76780.222566
23-0.005215-0.04420.482414
24-0.003707-0.03150.487497
250.0375960.3190.375319
26-0.021261-0.18040.428671
27-0.036344-0.30840.379339
280.0036450.03090.487704
29-0.023502-0.19940.421248
30-0.030267-0.25680.399025
31-0.0368-0.31230.377874
320.0064790.0550.478154
33-0.00659-0.05590.477781
34-0.022632-0.1920.424128
35-0.000137-0.00120.499538
36-0.042619-0.36160.359343
37-0.030328-0.25730.398825
38-0.067653-0.57410.283859
39-0.012913-0.10960.456528
40-0.044696-0.37930.352805
41-0.039762-0.33740.368402
42-0.007972-0.06760.473127
43-0.017081-0.14490.442584
44-0.020496-0.17390.431209
45-0.03118-0.26460.396047
46-0.007355-0.06240.475204
47-0.041955-0.3560.361441
48-0.044246-0.37540.354219