Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9415338.62930
20.9199648.43160
30.8772358.040
40.8433747.72960
50.7953047.28910
60.7620846.98460
70.7166076.56780
80.697486.39250
90.6628396.0750
100.6344455.81480
110.6015385.51320
120.5951275.45440
130.5338184.89252e-06
140.4992694.57598e-06
150.4463874.09124.9e-05
160.4045613.70790.000187
170.3448993.1610.001093
180.3000262.74980.00365
190.2457382.25220.013458
200.2109691.93360.028267
210.1628941.4930.069598
220.1251131.14670.127384
230.0849320.77840.219256
240.0787760.7220.236151
250.0364720.33430.369503
260.0189190.17340.431378
27-0.012555-0.11510.454331
28-0.03364-0.30830.379303
29-0.075707-0.69390.244842
30-0.109492-1.00350.159249
31-0.147094-1.34810.090619
32-0.173552-1.59060.057725
33-0.202044-1.85180.033786
34-0.224054-2.05350.021568
35-0.244035-2.23660.013981
36-0.238963-2.19010.015643
37-0.259487-2.37820.009832
38-0.256877-2.35430.010445
39-0.263235-2.41260.009008
40-0.263488-2.41490.008955
41-0.279248-2.55930.006139
42-0.296288-2.71550.004016
43-0.314342-2.8810.002515
44-0.329115-3.01640.001692
45-0.34336-3.14690.001142
46-0.357948-3.28060.000755
47-0.366326-3.35740.000592
48-0.359716-3.29690.000717
49-0.364796-3.34340.000619
50-0.355023-3.25380.000821
51-0.348541-3.19440.000987
52-0.336223-3.08150.001392
53-0.333133-3.05320.001516
54-0.331352-3.03690.001592
55-0.334121-3.06230.001475
56-0.334678-3.06740.001453
57-0.334335-3.06420.001467
58-0.336317-3.08240.001389
59-0.338163-3.09930.00132
60-0.332907-3.05110.001525


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9415338.62930
20.2949392.70320.004155
3-0.107745-0.98750.163117
4-0.024737-0.22670.410598
5-0.116804-1.07050.143725
60.046510.42630.3355
7-0.052375-0.480.31623
80.1669421.530.064881
9-0.019146-0.17550.430565
10-0.067376-0.61750.269284
11-0.033062-0.3030.381312
120.1963921.80.037729
13-0.407679-3.73640.00017
14-0.069745-0.63920.262207
15-0.002815-0.02580.48974
16-0.022214-0.20360.419583
17-0.132547-1.21480.11392
180.0181120.1660.434278
190.0448230.41080.341129
20-0.068573-0.62850.265697
21-0.05628-0.51580.30367
220.0401440.36790.356927
23-0.011559-0.10590.457941
240.1472681.34970.090363
25-0.036131-0.33110.370678
26-0.00155-0.01420.494349
27-0.021838-0.20010.420924
28-0.044979-0.41220.340608
29-0.108328-0.99280.16182
30-0.096836-0.88750.188668
310.0873660.80070.212775
32-0.043203-0.3960.346567
330.058950.54030.295215
340.0417530.38270.351463
350.0381450.34960.363755
36-0.030858-0.28280.389005
37-0.065583-0.60110.274702
380.0483230.44290.329493
390.005460.050.480104
40-0.08925-0.8180.207838
41-0.005566-0.0510.479717
42-0.103459-0.94820.172869
43-0.008127-0.07450.470399
44-0.061868-0.5670.286104
450.044150.40460.343385
46-0.020809-0.19070.424603
470.0260590.23880.405908
480.0063570.05830.47684
490.0321860.2950.384365
50-0.004565-0.04180.483364
51-0.015553-0.14250.443496
52-0.049383-0.45260.326001
53-0.027707-0.25390.400082
54-0.001211-0.01110.495585
55-0.069428-0.63630.26315
560.0282910.25930.398024
570.0562660.51570.303713
580.0371970.34090.367011
59-0.100096-0.91740.18078
60-0.048986-0.4490.327307