Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8725057.35190
20.6702095.64730
30.545414.59579e-06
40.5253124.42641.7e-05
50.5588694.70916e-06
60.5610664.72766e-06
70.4907394.1354.8e-05
80.4024353.3910.000571
90.3611793.04330.00164
100.4098283.45330.000469
110.5242784.41761.8e-05
120.5666134.77445e-06
130.4242753.5750.000317
140.2288291.92810.028918
150.1091420.91960.180437
160.0777890.65550.257144
170.0885230.74590.229093
180.0711040.59910.275494
19-0.008368-0.07050.471994
20-0.10005-0.8430.20102
21-0.145205-1.22350.11259
22-0.109588-0.92340.179462
23-0.019739-0.16630.434186
240.0136550.11510.454363
25-0.097323-0.82010.207464
26-0.242-2.03910.02258
27-0.316496-2.66680.004738
28-0.318168-2.68090.004561
29-0.280646-2.36480.010389
30-0.266439-2.24510.01394
31-0.307402-2.59020.005816
32-0.35675-3.0060.001829
33-0.360038-3.03370.001686
34-0.30409-2.56230.00626
35-0.210892-1.7770.039925
36-0.170644-1.43790.077431
37-0.234873-1.97910.025843
38-0.315602-2.65930.004835
39-0.342677-2.88750.002572
40-0.314156-2.64710.004996
41-0.257927-2.17330.016546
42-0.231971-1.95460.027283
43-0.2464-2.07620.020748
44-0.267639-2.25520.013604
45-0.254432-2.14390.017734
46-0.197329-1.66270.050388
47-0.122043-1.02840.153638
48-0.085594-0.72120.236568
49-0.115581-0.97390.166706
50-0.159832-1.34680.091169
51-0.170135-1.43360.07804
52-0.145366-1.22490.112335
53-0.101523-0.85550.19759
54-0.081656-0.6880.246834
55-0.093957-0.79170.215587
56-0.114377-0.96380.169219
57-0.111884-0.94280.174503
58-0.083134-0.70050.242951
59-0.045957-0.38720.349868
60-0.029246-0.24640.403029


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8725057.35190
2-0.381414-3.21380.000985
30.3450832.90770.002428
40.1638431.38060.085872
50.1285021.08280.141286
6-0.064654-0.54480.293806
7-0.09948-0.83820.202355
80.0675280.5690.285576
90.0660290.55640.289854
100.2533992.13520.018099
110.2327741.96140.026878
12-0.234077-1.97240.026232
13-0.55004-4.63478e-06
140.0696280.58670.279634
15-0.05072-0.42740.3352
16-0.192912-1.62550.054243
17-0.048345-0.40740.342484
180.052610.44330.329449
19-0.079828-0.67260.251678
20-0.064515-0.54360.294204
210.0422480.3560.361454
220.0012370.01040.495856
23-0.042638-0.35930.360227
240.0808540.68130.248954
25-0.085088-0.7170.237874
260.0402620.33930.36771
27-0.001497-0.01260.494985
28-0.021266-0.17920.429149
290.0598620.50440.30777
300.0209330.17640.430247
310.0011630.00980.496105
320.0248960.20980.417222
330.0766610.6460.260195
34-0.109019-0.91860.180705
35-0.025722-0.21670.414519
360.0023780.020.492034
370.0506780.4270.33533
38-0.03144-0.26490.39592
39-0.056824-0.47880.316772
400.0473890.39930.345432
41-0.053837-0.45360.325736
42-0.115126-0.97010.167653
430.118881.00170.159945
44-0.084318-0.71050.239869
45-0.073725-0.62120.268224
460.0131780.1110.45595
47-0.020461-0.17240.431803
480.0221720.18680.426165
490.0488360.41150.340973
50-0.04647-0.39160.348278
51-0.033577-0.28290.389027
52-0.002445-0.02060.491812
530.0073730.06210.47532
54-0.043509-0.36660.357498
550.0003960.00330.498675
56-0.030621-0.2580.398569
57-0.070797-0.59650.276353
58-0.02848-0.240.405519
59-0.023837-0.20090.420692
600.0078960.06650.473571