Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.92216210.55460
20.8000629.15710
30.7097578.12350
40.6681567.64740
50.6661477.62440
60.6558347.50640
70.6178287.07140
80.5710326.53580
90.5563136.36730
100.5819786.6610
110.637727.2990
120.6538377.48350
130.549936.29420
140.4150984.7513e-06
150.3085163.53110.000286
160.2467862.82460.002738
170.2232432.55510.005879
180.1925952.20440.014623
190.1425471.63150.052591
200.0894191.02350.15399
210.0734990.84120.200874
220.097691.11810.132782
230.1451181.66090.049558
240.1535491.75750.040588
250.0593810.67960.248965
26-0.053482-0.61210.270758
27-0.134181-1.53580.063503
28-0.174537-1.99770.023912
29-0.181503-2.07740.019859
30-0.194628-2.22760.013806
31-0.220921-2.52860.00632
32-0.24969-2.85780.002482
33-0.243137-2.78280.003093
34-0.200859-2.29890.011546
35-0.138911-1.58990.057132
36-0.114148-1.30650.09684
37-0.181328-2.07540.019953
38-0.26551-3.03890.001434
39-0.322462-3.69070.000163
40-0.340252-3.89447.8e-05
41-0.330122-3.77840.000119
42-0.325101-3.72090.000147
43-0.332202-3.80220.000109
44-0.341207-3.90537.5e-05
45-0.317932-3.63890.000196
46-0.265213-3.03550.001449
47-0.200535-2.29520.011655
48-0.166118-1.90130.029729
49-0.210091-2.40460.008794
50-0.269988-3.09010.001222
51-0.307196-3.5160.000301
52-0.311647-3.5670.000253
53-0.294145-3.36665e-04
54-0.27922-3.19580.000874
55-0.273794-3.13370.001065
56-0.267344-3.05990.001343
57-0.232777-2.66430.004343
58-0.176619-2.02150.022633
59-0.11125-1.27330.10258
60-0.07628-0.87310.192113


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.92216210.55460
2-0.336328-3.84959.2e-05
30.256082.9310.001994
40.1435431.64290.051398
50.1665231.90590.029425
6-0.106846-1.22290.11178
7-0.017419-0.19940.42114
80.0457220.52330.300821
90.2195822.51320.006588
100.1159531.32710.093386
110.2192832.50980.006649
12-0.25806-2.95360.001862
13-0.666153-7.62450
140.1650451.8890.03055
15-0.138389-1.58390.057811
16-0.114885-1.31490.095417
17-0.05004-0.57270.283902
18-0.03303-0.3780.353003
190.0598630.68520.247227
20-0.002828-0.03240.487113
210.189282.16640.016045
220.037790.43250.333034
23-0.0314-0.35940.359943
240.0308540.35310.362275
25-0.145799-1.66870.048778
260.11131.27390.102479
270.010740.12290.451179
28-0.111287-1.27370.102506
290.0131340.15030.44037
300.0109030.12480.450441
310.0626970.71760.237142
32-0.091062-1.04230.149606
330.0256220.29330.384893
340.0118450.13560.446185
350.0024490.0280.48884
360.0191830.21960.413279
37-0.084049-0.9620.168914
38-0.063658-0.72860.233775
39-0.042323-0.48440.314453
400.0453990.51960.302106
41-0.09074-1.03860.15046
420.0384310.43990.330379
43-0.047078-0.53880.295459
440.0167190.19140.424272
450.0007520.00860.496575
46-0.003384-0.03870.484581
47-0.025539-0.29230.385255
480.1096051.25450.105949
49-0.015909-0.18210.427897
50-0.020991-0.24030.405254
510.0255060.29190.385401
52-0.005221-0.05980.476221
53-0.048734-0.55780.288973
540.0290190.33210.370157
550.001390.01590.493667
560.0479830.54920.291907
57-0.089803-1.02780.152959
580.0225710.25830.398276
590.0534440.61170.2709
60-0.105129-1.20330.115523