Autocorrelation Function
Time lag kACF(k)T-STATP-value
019.59170
10.9206018.83010
20.8066337.73690
30.7314457.01580
40.6959046.67490
50.6979656.69460
60.6945236.66160
70.6681236.40840
80.6363956.10410
90.6369286.10920
100.6710226.43620
110.7205566.91130
120.7312787.01420
130.6392566.13150
140.5194244.98211e-06
150.4337564.16043.6e-05
160.3835783.67920.000197
170.3670213.52030.000336
180.3457283.31610.000654
190.3059382.93450.002109
200.2621982.51490.006821
210.2460882.36040.010184
220.2586652.4810.007459
230.2842592.72650.003832
240.2776252.66290.004573
250.187451.7980.037732
260.0814460.78120.218343
270.0057440.05510.47809
28-0.039274-0.37670.64637
29-0.055267-0.53010.701342
30-0.076399-0.73280.767225
31-0.112649-1.08050.858627
32-0.151339-1.45160.924992
33-0.162378-1.55750.938604
34-0.143408-1.37550.913845
35-0.114659-1.09980.86285
36-0.11874-1.13890.871152
37-0.192117-1.84270.965705
38-0.274928-2.6370.995091
39-0.324284-3.11040.998756
40-0.348686-3.34450.999403
41-0.353166-3.38750.99948
42-0.358629-3.43990.999562
43-0.376169-3.60810.999749
44-0.394657-3.78540.999863
45-0.389127-3.73240.999836
46-0.360763-3.46030.99959
47-0.3229-3.09710.998705
48-0.311411-2.98690.998194
49-0.354623-3.40140.999503
50-0.405831-3.89260.999906
51-0.426962-4.09530.999955
52-0.42747-4.10020.999956
53-0.412682-3.95830.999926
54-0.400181-3.83840.999886
55-0.395673-3.79520.999868
56-0.392352-3.76330.999853
57-0.370879-3.55730.999703
58-0.332242-3.18680.999017
59-0.295129-2.83080.997149


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.9206018.83010
1-0.268035-2.57090.994126
20.2583892.47840.007511
30.0986430.94620.173274
40.2284052.19080.015497
5-0.067139-0.6440.739403
60.0176360.16920.433021
70.0407790.39110.348301
80.2514222.41160.008935
90.1319121.26530.104488
100.1960211.88020.031624
11-0.163048-1.56390.939363
12-0.522404-5.01070.999999
13-0.08441-0.80960.78988
14-0.131475-1.26110.894763
15-0.12732-1.22120.887436
16-0.054512-0.52290.698837
17-0.087076-0.83520.797116
18-0.01365-0.13090.551941
19-0.073032-0.70050.757308
200.0094440.09060.464011
21-0.022432-0.21520.58494
220.1263211.21160.114378
230.0293970.2820.389302
24-0.11523-1.10520.864032
250.0993370.95280.171593
26-0.053218-0.51050.694521
27-0.003872-0.03710.514774
28-0.041482-0.39790.65418
29-0.036418-0.34930.636172
30-0.016727-0.16040.563557
31-0.055351-0.53090.70162
320.0280590.26910.394216
330.0192640.18480.426908
340.0574280.55080.291543
35-0.039226-0.37620.646199
36-0.035045-0.33610.631234
370.030090.28860.386762
380.0446450.42820.334746
39-0.036491-0.350.636434
40-0.042124-0.4040.656438
410.0598790.57430.28357
42-0.016434-0.15760.562454
43-0.010692-0.10260.540729
44-0.035054-0.33620.631266
45-0.04692-0.450.673129
460.0609950.5850.279975
470.001230.01180.495306
480.0347720.33350.36975
49-0.022586-0.21660.585516
500.0721220.69180.245412
51-0.02281-0.21880.586348
520.0222030.2130.415913
53-0.013606-0.13050.551774
540.0475590.45620.32467
55-0.005291-0.05070.520181
56-0.018282-0.17540.569408
57-0.038606-0.37030.643995
58-0.118362-1.13530.870398
59-0.035583-0.34130.633172