Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.96463710.6110
20.91022110.01240
30.8495919.34550
40.7977258.7750
50.7572758.330
60.7152227.86740
70.6686987.35570
80.6123616.7360
90.5458936.00480
100.471295.18420
110.3972414.36971.3e-05
120.3265573.59210.000238
130.2668362.93520.001995
140.2090362.29940.011598
150.1552931.70820.045079
160.1017481.11920.13263
170.0528520.58140.281036
180.0064680.07110.471699
19-0.042568-0.46820.320224
20-0.093048-1.02350.15405
21-0.144774-1.59250.056939
22-0.190643-2.09710.019035
23-0.229885-2.52870.006367
24-0.261807-2.87990.002353
25-0.287655-3.16420.000984
26-0.311029-3.42130.000425
27-0.333532-3.66880.000182
28-0.35447-3.89927.9e-05
29-0.368247-4.05074.5e-05
30-0.37506-4.12573.4e-05
31-0.371564-4.08723.9e-05
32-0.36789-4.04684.6e-05
33-0.370289-4.07324.2e-05
34-0.381949-4.20142.6e-05
35-0.397564-4.37321.3e-05
36-0.400377-4.40411.2e-05
37-0.38736-4.2612e-05
38-0.364867-4.01355.2e-05
39-0.345955-3.80550.000112
40-0.338675-3.72540.000149
41-0.341762-3.75940.000132
42-0.348112-3.82920.000103
43-0.355847-3.91437.5e-05
44-0.356047-3.91657.5e-05
45-0.346312-3.80940.00011
46-0.33044-3.63480.000205
47-0.311777-3.42950.000414
48-0.298297-3.28130.000675
49-0.289942-3.18940.000908
50-0.28438-3.12820.001102
51-0.274722-3.02190.001533
52-0.264034-2.90440.002188
53-0.25269-2.77960.003156
54-0.243166-2.67480.004256
55-0.233127-2.56440.005779
56-0.218279-2.40110.008935
57-0.199158-2.19070.015194
58-0.17521-1.92730.028143
59-0.149481-1.64430.051356
60-0.124286-1.36710.087057


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.96463710.6110
2-0.292259-3.21490.000837
3-0.049283-0.54210.294367
40.1346711.48140.070552
50.0761920.83810.201809
6-0.147187-1.61910.05402
7-0.064061-0.70470.241183
8-0.103577-1.13930.128404
9-0.130279-1.43310.077209
10-0.13315-1.46470.072805
11-0.006569-0.07230.471258
12-0.046447-0.51090.305169
130.0656620.72230.235758
14-0.093895-1.03280.151868
150.0444590.48910.312845
16-0.013572-0.14930.440787
170.0740310.81430.208526
18-0.05068-0.55750.289114
19-0.097871-1.07660.141903
20-0.072389-0.79630.213716
21-0.055885-0.61470.269942
22-0.011319-0.12450.45056
23-0.016433-0.18080.428427
24-0.012597-0.13860.44501
250.0240520.26460.395893
26-0.034677-0.38150.351769
270.0024950.02740.489074
280.0070060.07710.469348
290.1005471.1060.135456
30-0.008716-0.09590.461888
310.0544380.59880.275206
32-0.111191-1.22310.111834
33-0.131015-1.44120.076061
34-0.139536-1.53490.06371
35-0.057987-0.63790.262386
360.1368081.50490.067479
370.09621.05820.146035
38-0.025534-0.28090.389645
39-0.088428-0.97270.166321
40-0.09559-1.05150.147566
41-0.022006-0.24210.404571
42-0.022748-0.25020.401417
43-0.083798-0.92180.179239
44-0.017667-0.19430.42312
450.0305430.3360.368736
46-0.036346-0.39980.345003
470.0101130.11120.455806
48-0.005334-0.05870.476655
49-0.019885-0.21870.413615
50-0.014774-0.16250.435587
510.0481970.53020.298482
52-0.040278-0.44310.329259
53-0.02724-0.29960.382485
54-0.086224-0.94850.172393
55-0.053421-0.58760.278937
560.0014750.01620.493541
570.0391070.43020.333916
580.0691110.76020.224302
590.0764060.84050.201152
600.0270210.29720.383402