Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9671947.49190
20.9145137.08380
30.8539586.61470
40.7943476.1530
50.7417285.74540
60.6855715.31041e-06
70.6203734.80545e-06
80.5396164.17984.8e-05
90.4473573.46520.000492
100.3502532.71310.004344
110.2510891.94490.028238
120.1573881.21910.113785
130.0720020.55770.289552
14-0.010454-0.0810.467864
15-0.086039-0.66650.253838
16-0.155591-1.20520.116429
17-0.222279-1.72180.045132
18-0.289121-2.23950.01442
19-0.35288-2.73340.004113
20-0.412047-3.19170.001126
21-0.456395-3.53520.000396
22-0.482987-3.74120.000206
23-0.490149-3.79670.000172
24-0.489421-3.7910.000175
25-0.490156-3.79670.000172
26-0.492476-3.81470.000162
27-0.491708-3.80880.000165
28-0.479803-3.71650.000223
29-0.450472-3.48930.000457
30-0.407955-3.160.001236
31-0.359281-2.7830.003596
32-0.313153-2.42570.009152
33-0.276055-2.13830.018286
34-0.244094-1.89070.031745
35-0.215782-1.67140.049922
36-0.184725-1.43090.078827
37-0.149045-1.15450.126436
38-0.110859-0.85870.19696
39-0.077066-0.59690.276394
40-0.051111-0.39590.34679
41-0.031737-0.24580.403325
42-0.017796-0.13780.445412
43-0.010856-0.08410.466632
44-0.000283-0.00220.499128
450.0103050.07980.468322
460.0211390.16370.435242
470.0334990.25950.398076
480.0450890.34930.364058
490.0540830.41890.338383
500.0510950.39580.346836
510.0446490.34580.365334
520.0345690.26780.394897
530.0242740.1880.425744
540.0171020.13250.447526
550.0146120.11320.45513
560.015980.12380.450951
570.0163540.12670.449809
580.0152240.11790.453261
590.0084120.06520.474133
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9671947.49190
2-0.324649-2.51470.007305
3-0.064289-0.4980.31016
40.0319270.24730.402757
50.0691260.53540.297159
6-0.164346-1.2730.103961
7-0.158498-1.22770.112173
8-0.21829-1.69090.048025
9-0.115049-0.89120.1882
10-0.09063-0.7020.242692
11-0.124879-0.96730.168637
12-0.022548-0.17470.430968
130.0298940.23160.408835
14-0.066817-0.51760.303334
150.0682790.52890.299418
160.0509280.39450.34731
17-0.032936-0.25510.399752
18-0.113463-0.87890.191487
19-0.029052-0.2250.411357
20-0.072522-0.56180.288189
210.1042570.80760.211263
220.0603770.46770.320854
230.1241440.96160.17005
24-0.050946-0.39460.34726
25-0.082527-0.63920.262547
26-0.048587-0.37630.353992
270.0465230.36040.35992
280.0299310.23180.408725
290.069190.53590.29699
30-0.011802-0.09140.463734
31-0.013063-0.10120.459872
32-0.075411-0.58410.280661
33-0.105437-0.81670.208662
34-0.049358-0.38230.351785
35-0.075216-0.58260.281166
36-0.040239-0.31170.378179
370.0076640.05940.47643
380.0039520.03060.48784
39-0.096088-0.74430.229801
40-0.085765-0.66430.25451
410.0073130.05660.477508
420.0096290.07460.470395
43-0.037977-0.29420.384822
440.1627751.26080.106122
450.0020480.01590.493698
46-0.011716-0.09080.463996
47-0.001158-0.0090.496436
480.053240.41240.34076
490.044830.34730.364809
50-0.125301-0.97060.167827
510.0549530.42570.335938
52-0.037444-0.290.386393
53-0.070665-0.54740.293079
54-0.118465-0.91760.181245
550.0159680.12370.450989
560.0771560.59760.276162
57-0.008125-0.06290.475013
580.0529360.410.341618
59-0.04166-0.32270.374022
60NANANA