Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7734796.56320
20.3845953.26340.000843
30.1085930.92140.179949
40.0729630.61910.268899
50.2119271.79830.038164
60.3327492.82350.00307
70.2838742.40870.009284
80.1528551.2970.099383
90.0579550.49180.312191
100.0591130.50160.308742
110.14181.20320.116418
120.1779491.50990.067717
130.0125910.10680.457606
14-0.182436-1.5480.063001
15-0.279012-2.36750.010299
16-0.259843-2.20480.01533
17-0.180145-1.52860.065374
18-0.164399-1.3950.083657
19-0.278658-2.36450.010377
20-0.416703-3.53580.000358
21-0.459032-3.8950.000109
22-0.365777-3.10370.001365
23-0.182272-1.54660.063169
24-0.057224-0.48560.314376
25-0.128456-1.090.139677
26-0.252511-2.14260.017762
27-0.299704-2.54310.006569
28-0.235893-2.00160.024547
29-0.118462-1.00520.159088
30-0.060953-0.51720.303301
31-0.119573-1.01460.156844
32-0.196389-1.66640.049988
33-0.181801-1.54260.063652
34-0.050462-0.42820.334898
350.1386971.17690.121559
360.2498822.12030.018713
370.1688631.43290.078114
380.0263410.22350.411886
39-0.047318-0.40150.344619
40-0.013844-0.11750.453408
410.0833780.70750.240773
420.1487091.26180.10554
430.1179531.00090.160122
440.0494020.41920.338162
450.0060980.05170.479437
460.014660.12440.450676
470.0713070.60510.27352
480.1241741.05370.147782


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7734796.56320
2-0.531888-4.51321.2e-05
30.2231931.89390.031131
40.2375972.01610.023762
50.1398421.18660.119643
6-0.055011-0.46680.321031
7-0.1525-1.2940.099899
80.1851951.57140.060233
90.0113490.09630.461776
10-0.007439-0.06310.474923
110.0696670.59110.278138
12-0.133022-1.12870.131379
13-0.430862-3.6560.000242
140.2872652.43750.008629
15-0.120378-1.02140.155233
16-0.261764-2.22110.014744
17-0.046245-0.39240.34796
18-0.110116-0.93440.176619
19-0.164678-1.39730.083301
20-0.152081-1.29050.100511
210.1132860.96130.169819
220.0880920.74750.228603
23-0.062518-0.53050.298705
240.0262440.22270.412205
250.0213180.18090.428482
260.0887880.75340.226835
270.0144160.12230.451491
280.0514620.43670.331829
29-0.080437-0.68250.248546
30-0.053975-0.4580.324168
31-0.048389-0.41060.341295
32-0.032612-0.27670.391394
330.0229180.19450.423178
340.0046760.03970.48423
35-0.005649-0.04790.48095
36-0.024288-0.20610.418652
37-0.105699-0.89690.186384
38-0.020938-0.17770.429742
39-0.044473-0.37740.353505
40-0.100782-0.85520.197648
41-0.022396-0.190.424909
420.0328150.27840.390736
43-0.029909-0.25380.400191
44-0.034569-0.29330.385058
45-0.102693-0.87140.193221
46-0.031231-0.2650.395881
47-0.005861-0.04970.480238
480.0724170.61450.270417