Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9480838.68930
20.8980388.23070
30.8429467.72570
40.7881787.22380
50.7422676.8030
60.6957986.37710
70.6443025.90510
80.6013895.51180
90.5585735.11941e-06
100.5154744.72445e-06
110.4780454.38141.7e-05
120.4384964.01896.3e-05
130.3925693.5980.00027
140.3487413.19630.000981
150.3033322.78010.003353
160.2646652.42570.00871
170.2325492.13130.017991
180.2006521.8390.034724
190.1620671.48540.070595
200.1296241.1880.119085
210.0981970.90.185349
220.0720270.66010.255485
230.0540380.49530.310851
240.0337240.30910.37901
250.0131290.12030.452254
26-0.006564-0.06020.476086
27-0.019526-0.1790.429202
28-0.024049-0.22040.413041
29-0.025988-0.23820.40616
30-0.03145-0.28820.386933
31-0.04463-0.4090.341775
32-0.057341-0.52550.300296
33-0.070839-0.64930.258973
34-0.081653-0.74840.228165
35-0.085875-0.78710.216732
36-0.093865-0.86030.196039
37-0.098328-0.90120.185031
38-0.101244-0.92790.178055
39-0.100043-0.91690.180908
40-0.097339-0.89210.187437
41-0.091557-0.83910.201887
42-0.092346-0.84640.199876
43-0.105785-0.96950.16753
44-0.122395-1.12180.132579
45-0.144082-1.32050.095122
46-0.164335-1.50620.067889
47-0.180797-1.6570.050622
48-0.200915-1.84140.034545
49-0.215346-1.97370.025853
50-0.230939-2.11660.018627
51-0.242672-2.22410.014412
52-0.249932-2.29070.012244
53-0.254979-2.33690.010912
54-0.265274-2.43130.008586
55-0.284707-2.60940.005368
56-0.308797-2.83020.002909
57-0.332545-3.04780.001541
58-0.349412-3.20240.000963
59-0.357605-3.27750.000762
60-0.365841-3.3536e-04


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9480838.68930
2-0.00814-0.07460.470354
3-0.075963-0.69620.244109
4-0.028464-0.26090.397412
50.0598960.5490.292246
6-0.029189-0.26750.394861
7-0.086831-0.79580.21419
80.0538880.49390.311337
9-0.010042-0.0920.463446
10-0.041219-0.37780.353275
110.0186540.1710.43233
12-0.029828-0.27340.392615
13-0.096073-0.88050.190544
14-0.021335-0.19550.422721
15-0.025176-0.23070.40904
160.0298780.27380.392443
170.0205180.18810.425645
18-0.018433-0.16890.433125
19-0.098955-0.90690.183516
200.0254950.23370.407906
210.0039290.0360.485681
220.00780.07150.471591
230.0419220.38420.350891
24-0.026857-0.24610.403084
25-0.026406-0.2420.404681
26-0.019309-0.1770.429977
270.0687760.63030.265092
280.0552440.50630.306981
29-0.011083-0.10160.459668
30-0.040245-0.36890.356583
31-0.078556-0.720.236767
32-0.003902-0.03580.485777
33-0.012759-0.11690.453592
34-0.011183-0.10250.459306
350.0398950.36560.357776
36-0.040816-0.37410.354643
370.0240150.22010.413163
380.0066790.06120.475668
390.0352060.32270.373874
40-0.019871-0.18210.427965
410.0033820.0310.487673
42-0.040098-0.36750.357082
43-0.12784-1.17170.122321
44-0.033134-0.30370.381064
45-0.057381-0.52590.300169
46-0.035402-0.32450.373196
47-0.001883-0.01730.493134
48-0.040272-0.36910.356493
490.0455120.41710.338826
50-0.039927-0.36590.357665
510.0118910.1090.45674
520.0023640.02170.491383
53-0.01046-0.09590.461927
54-0.03655-0.3350.369235
55-0.120793-1.10710.135709
56-0.053761-0.49270.311746
57-0.032296-0.2960.383983
580.0082940.0760.469794
590.0509670.46710.32081
60-0.018281-0.16750.43367