Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.94430
10.8385667.50040
20.7425816.64180
30.6679195.9740
40.6086435.44390
50.5963395.33380
60.5624315.03051e-06
70.4940214.41871.5e-05
80.4494134.01976.6e-05
90.3955733.53810.000337
100.3952343.53510.000341
110.4000623.57830.000296
120.3930263.51530.000363
130.3112382.78380.003351
140.2144931.91850.029309
150.1646351.47250.072399
160.0984920.88090.190495
170.0539210.48230.315461
180.0328490.29380.38483
190.0085960.07690.469453
20-0.02005-0.17930.570935
21-0.074397-0.66540.746155
22-0.092-0.82290.793487
23-0.095185-0.85140.801446
24-0.08337-0.74570.770979
25-0.110668-0.98980.837384
26-0.11975-1.07110.856323
27-0.130859-1.17040.87735
28-0.13943-1.24710.892
29-0.128552-1.14980.873175
30-0.103017-0.92140.820196
31-0.087587-0.78340.782148
32-0.080744-0.72220.76386
33-0.116084-1.03830.848867
34-0.118553-1.06040.853916
35-0.122569-1.09630.86188
36-0.119005-1.06440.854827
37-0.107859-0.96470.831204
38-0.103071-0.92190.820322
39-0.09077-0.81190.790363
40-0.099696-0.89170.812389
41-0.107315-0.95990.829989
42-0.09738-0.8710.806818
43-0.097822-0.87490.80789
44-0.100811-0.90170.815034
45-0.129501-1.15830.874905
46-0.172621-1.5440.936729
47-0.177145-1.58440.94148
48-0.184029-1.6460.948157
49-0.213114-1.90620.969889
50-0.184546-1.65060.948633
51-0.18728-1.67510.951089
52-0.193027-1.72650.95594
53-0.171337-1.53250.935326
54-0.186181-1.66530.950113
55-0.186421-1.66740.950328
56-0.179161-1.60250.943503
57-0.197483-1.76630.959424
58-0.205837-1.84110.96534
59-0.215719-1.92940.97139


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.8385667.50040
10.1327061.1870.119379
20.0568280.50830.306326
30.0426870.38180.351811
40.1590531.42260.079367
5-0.001744-0.01560.506204
6-0.115914-1.03680.848516
70.0182090.16290.435516
8-0.033978-0.30390.619006
90.1307191.16920.1229
100.0565930.50620.30706
110.029360.26260.396765
12-0.243017-2.17360.983654
13-0.173209-1.54920.937363
140.0308750.27620.39157
15-0.138742-1.24090.890874
16-0.064354-0.57560.71675
170.0544580.48710.313764
180.1146461.02540.154126
19-0.028216-0.25240.5993
20-0.143835-1.28650.89901
210.0260010.23260.408348
22-0.007335-0.06560.526072
230.0870980.7790.219132
24-0.068917-0.61640.730314
250.1229751.09990.137333
260.0304470.27230.393038
270.0273130.24430.403813
280.0511150.45720.324387
29-0.014959-0.13380.553052
300.002650.02370.490575
31-0.019753-0.17670.569895
32-0.071728-0.64160.738502
33-0.029559-0.26440.603919
34-0.069387-0.62060.731691
350.0116150.10390.458761
360.0134640.12040.452224
37-0.005676-0.05080.520181
38-0.004966-0.04440.517659
39-0.049516-0.44290.670477
40-0.055-0.49190.687945
41-0.063809-0.57070.715107
42-0.023395-0.20920.582607
43-0.009654-0.08630.534297
44-0.022879-0.20460.580812
45-0.097803-0.87480.807843
460.0774670.69290.245194
470.0241120.21570.414898
48-0.178248-1.59430.942594
490.1205781.07850.14203
500.0132450.11850.452999
510.0119150.10660.457697
520.0894170.79980.213105
53-0.083836-0.74990.772228
540.0164680.14730.441636
55-0.010838-0.09690.53849
560.014870.1330.447263
57-0.078623-0.70320.758022
58-0.039481-0.35310.637541
59-0.000865-0.00770.503077