Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.014722-0.1240.450814
2-0.015047-0.12680.449732
3-0.015373-0.12950.44865
4-0.015699-0.13230.447569
5-0.016024-0.1350.446488
6-0.01635-0.13780.445408
7-0.016675-0.14050.444328
8-0.017001-0.14330.443248
9-0.017327-0.1460.442169
10-0.017652-0.14870.44109
11-0.018092-0.15240.439634
120.3946743.32567e-04
13-0.002747-0.02320.490798
14-0.003073-0.02590.489707
15-0.003399-0.02860.488617
16-0.003724-0.03140.487527
17-0.00405-0.03410.486437
18-0.004375-0.03690.485347
19-0.004701-0.03960.484257
20-0.005027-0.04240.483167
21-0.005352-0.04510.482078
22-0.005678-0.04780.480988
23-0.006118-0.05150.479517
24-0.065661-0.55330.290909
25-0.007112-0.05990.476193
26-0.007437-0.06270.475104
27-0.007763-0.06540.474016
28-0.008088-0.06820.472927
29-0.008414-0.07090.471839
30-0.00874-0.07360.470752
31-0.009065-0.07640.469664
32-0.009391-0.07910.468577
33-0.009716-0.08190.46749
34-0.010042-0.08460.466403
35-0.011396-0.0960.461886
36-0.044757-0.37710.3536
37-0.013075-0.11020.456291
38-0.013401-0.11290.455207
39-0.013727-0.11570.454124
40-0.014052-0.11840.45304
41-0.014378-0.12110.451958
42-0.014703-0.12390.450875
43-0.015029-0.12660.449793
44-0.015354-0.12940.448712
45-0.01568-0.13210.44763
46-0.016006-0.13490.44655
47-0.016674-0.14050.444332
48-0.025673-0.21630.414677


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.014722-0.1240.450814
2-0.015267-0.12860.449001
3-0.01583-0.13340.447134
4-0.01641-0.13830.445208
5-0.017009-0.14330.443222
6-0.017628-0.14850.44117
7-0.018269-0.15390.439048
8-0.018933-0.15950.436851
9-0.019622-0.16530.434574
10-0.020337-0.17140.432212
11-0.021196-0.17860.42938
120.3925693.30780.000739
130.0057410.04840.480778
140.0059280.04990.480152
150.0061090.05150.479545
160.0063050.05310.478888
170.0065180.05490.478179
180.0067460.05680.477416
190.0069910.05890.476596
200.0072540.06110.475718
210.0075340.06350.474779
220.0078340.0660.473778
230.0081280.06850.472795
24-0.261492-2.20340.015407
25-0.014221-0.11980.452479
26-0.014995-0.12630.449908
27-0.015772-0.13290.447326
28-0.016581-0.13970.44464
29-0.017425-0.14680.441843
30-0.018305-0.15420.438928
31-0.019225-0.1620.435885
32-0.020188-0.17010.432705
33-0.021196-0.17860.429378
34-0.022255-0.18750.425892
35-0.024649-0.20770.41803
360.1115650.94010.175186
37-0.008582-0.07230.471279
38-0.008497-0.07160.471561
39-0.008434-0.07110.471773
40-0.00835-0.07040.472054
41-0.008244-0.06950.472408
42-0.008114-0.06840.472841
43-0.00796-0.06710.473357
44-0.007779-0.06560.47396
45-0.007571-0.06380.474656
46-0.007334-0.06180.475449
47-0.006105-0.05140.479559
48-0.091512-0.77110.221606