Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9406287.98150
20.8664627.35220
30.7833856.64720
40.685745.81870
50.5923095.02592e-06
60.4967464.2153.6e-05
70.4017273.40880.000536
80.3100732.63110.005202
90.2347231.99170.025099
100.1707831.44910.07582
110.1110480.94230.174601
120.0724140.61450.270427
130.0487970.41410.340031
140.0238770.20260.420008
15-0.003274-0.02780.488957
16-0.038-0.32240.374027
17-0.08226-0.6980.243713
18-0.131536-1.11610.134041
19-0.184997-1.56980.060428
20-0.234871-1.99290.025029
21-0.270949-2.29910.012202
22-0.308872-2.62090.005346
23-0.335181-2.84410.002897
24-0.361063-3.06370.001537
25-0.380325-3.22720.000941
26-0.386201-3.2770.000808
27-0.386212-3.27710.000808
28-0.383685-3.25570.000863
29-0.382019-3.24150.000901
30-0.383132-3.2510.000875
31-0.3815-3.23710.000913
32-0.372664-3.16220.001146
33-0.364961-3.09680.001394
34-0.356901-3.02840.001706
35-0.340278-2.88740.002563
36-0.320202-2.7170.004123
37-0.29746-2.5240.006904
38-0.27005-2.29140.012433
39-0.236524-2.0070.024254
40-0.201372-1.70870.045907
41-0.161556-1.37080.08734
42-0.124062-1.05270.147999
43-0.097309-0.82570.205852
44-0.070012-0.59410.277162
45-0.04301-0.36490.358109
46-0.016693-0.14160.443878
470.007080.06010.47613
480.0189610.16090.436315
490.0248860.21120.416679
500.030560.25930.398068
510.0275150.23350.408027
520.0321020.27240.393048
530.0377390.32020.374861
540.0489580.41540.339535
550.061310.52020.30225
560.0717380.60870.272314
570.084580.71770.237636
580.0984090.8350.203232
590.1066450.90490.184265
600.1184921.00540.159027


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9406287.98150
2-0.158988-1.34910.090773
3-0.103847-0.88120.190578
4-0.162107-1.37550.086617
50.0085690.07270.471119
6-0.076379-0.64810.259492
7-0.047592-0.40380.343767
8-0.05027-0.42660.335489
90.0828240.70280.242228
100.0084540.07170.471506
11-0.052484-0.44530.328704
120.0957980.81290.209486
130.055530.47120.319466
14-0.092261-0.78290.218139
15-0.109872-0.93230.177149
16-0.11215-0.95160.172236
17-0.099247-0.84210.20125
18-0.079804-0.67720.250237
19-0.082224-0.69770.243808
200.0213460.18110.428389
210.1166840.99010.162722
22-0.090353-0.76670.222891
230.0407750.3460.365182
24-0.07722-0.65520.257203
25-0.006897-0.05850.476749
26-0.019588-0.16620.434229
27-0.052757-0.44770.327873
28-0.090821-0.77060.221721
29-0.062186-0.52770.299676
30-0.091171-0.77360.220848
310.0074560.06330.474864
320.0948650.8050.211747
33-0.027045-0.22950.409571
34-0.011245-0.09540.462125
350.0508160.43120.33381
36-0.027198-0.23080.40907
37-0.031874-0.27050.393789
38-0.032074-0.27220.393142
390.0072050.06110.475711
40-0.01317-0.11180.455665
41-0.002549-0.02160.491403
42-0.072471-0.61490.270266
43-0.03199-0.27140.393412
440.0186950.15860.4372
450.0346760.29420.384714
460.0445760.37820.353183
47-0.005381-0.04570.481855
48-0.125488-1.06480.145261
49-0.073062-0.620.268623
50-0.018768-0.15930.436958
51-0.09387-0.79650.214176
520.0809640.6870.247145
53-0.022103-0.18760.425877
540.056560.47990.316368
55-0.023963-0.20330.419724
56-0.022846-0.19390.423418
570.0369860.31380.377278
580.0442420.37540.35423
59-0.111334-0.94470.173986
600.00550.04670.481454