Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9668778.86160
20.9330158.55120
30.8968248.21950
40.8613277.89420
50.8247487.55890
60.7895847.23670
70.7531096.90240
80.7176046.5770
90.6821746.25220
100.6487195.94560
110.6130365.61860
120.5777085.29480
130.5379534.93042e-06
140.4986214.56998e-06
150.4580564.19823.3e-05
160.4188713.8390.000119
170.3792023.47540.000405
180.34173.13170.001196
190.3043472.78940.003266
200.2718922.49190.007335
210.2412242.21090.014882
220.2134581.95640.026872
230.1845221.69120.047256
240.1548581.41930.079756
250.1212681.11140.134776
260.0891620.81720.208068
270.0567650.52030.302125
280.0266260.2440.403902
29-0.002738-0.02510.490021
30-0.025213-0.23110.408908
31-0.050166-0.45980.323432
32-0.069104-0.63340.264113
33-0.090448-0.8290.204734
34-0.109497-1.00360.159236
35-0.128747-1.180.120668
36-0.150263-1.37720.086057
37-0.173792-1.59280.057477
38-0.197145-1.80690.037182
39-0.222328-2.03770.022365
40-0.244481-2.24070.013842
41-0.263848-2.41820.008879
42-0.27701-2.53880.006483
43-0.292841-2.68390.004382
44-0.302715-2.77440.003407
45-0.312316-2.86240.002653
46-0.319263-2.92610.002207
47-0.32754-3.0020.001766
48-0.337692-3.0950.001337
49-0.349358-3.20190.000964
50-0.361602-3.31410.000679
51-0.372566-3.41460.000493
52-0.380759-3.48970.000386
53-0.389449-3.56940.000297
54-0.392685-3.5990.000269
55-0.398477-3.65210.000226
56-0.3977-3.6450.000231
57-0.397795-3.64590.00023
58-0.397048-3.6390.000236
59-0.396179-3.6310.000242
60-0.395012-3.62030.000251


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9668778.86160
2-0.028169-0.25820.398453
3-0.053175-0.48740.313636
4-0.007696-0.07050.471967
5-0.034726-0.31830.375535
60.0013350.01220.495133
7-0.0391-0.35840.360487
8-0.007206-0.0660.473749
9-0.017803-0.16320.435391
100.0073940.06780.473067
11-0.054182-0.49660.310388
12-0.01903-0.17440.430981
13-0.087432-0.80130.212601
14-0.020144-0.18460.426987
15-0.039226-0.35950.360057
16-0.010134-0.09290.463111
17-0.030631-0.28070.3898
180.0001230.00110.499552
19-0.021977-0.20140.420429
200.0412890.37840.353038
210.0032610.02990.488113
220.0097480.08930.46451
23-0.037473-0.34340.366059
24-0.04246-0.38920.349075
25-0.077875-0.71370.238684
26-0.009449-0.08660.465598
27-0.025638-0.2350.407401
28-0.001238-0.01130.495488
29-0.010344-0.09480.462347
300.0687150.62980.265273
31-0.063474-0.58170.281148
320.0485640.44510.328697
33-0.064043-0.5870.2794
34-0.005156-0.04730.481212
35-0.016818-0.15410.438934
36-0.070766-0.64860.25919
37-0.041581-0.38110.352045
38-0.031887-0.29230.385407
39-0.046123-0.42270.336788
400.0070510.06460.474312
410.0228920.20980.417161
420.0459840.42140.337253
43-0.064576-0.59180.277771
440.0397710.36450.358198
45-0.017638-0.16170.435983
460.0022880.0210.49166
47-0.032208-0.29520.38429
48-0.058069-0.53220.297993
49-0.020132-0.18450.42703
50-0.041026-0.3760.353927
510.011030.10110.459859
52-0.001926-0.01760.49298
53-0.03348-0.30690.379858
540.0357960.32810.371836
55-0.062215-0.57020.285028
560.0532570.48810.313372
57-0.034432-0.31560.376555
58-0.027903-0.25570.399391
590.0045350.04160.483472
60-0.020265-0.18570.426553