Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8964467.00150
20.7588595.92690
30.6657925.21e-06
40.6191994.83615e-06
50.6124064.7836e-06
60.5907264.61371e-05
70.530474.14315.4e-05
80.4586063.58180.000339
90.4346713.39490.000606
100.4627783.61440.000305
110.5290424.1325.6e-05
120.5364974.19024.6e-05
130.3908963.0530.001677
140.2376731.85630.034122
150.1292681.00960.158334
160.064580.50440.307905
170.0380820.29740.383574
18-0.001368-0.01070.495754
19-0.067394-0.52640.300272
20-0.136125-1.06320.145948
21-0.156616-1.22320.112978
22-0.134608-1.05130.148629
23-0.085103-0.66470.254382
24-0.086095-0.67240.251927
25-0.193648-1.51240.067793
26-0.291727-2.27850.013107
27-0.353625-2.76190.003792
28-0.376749-2.94250.002299
29-0.371782-2.90370.002564
30-0.376682-2.9420.002302
31-0.399825-3.12270.00137
32-0.4185-3.26860.000889
33-0.397724-3.10630.001437
34-0.347191-2.71160.004343
35-0.287339-2.24420.01423
36-0.256805-2.00570.024664
37-0.297625-2.32450.011721
38-0.32845-2.56530.006392
39-0.33429-2.61090.005675
40-0.316701-2.47350.008089
41-0.289723-2.26280.01361
42-0.273254-2.13420.018428
43-0.266879-2.08440.02066
44-0.259153-2.0240.023675
45-0.228459-1.78430.039672
46-0.186558-1.45710.075113
47-0.139776-1.09170.139632
48-0.114276-0.89250.18781
49-0.128858-1.00640.159096
50-0.128088-1.00040.160535
51-0.114332-0.8930.187693
52-0.091303-0.71310.239253
53-0.069741-0.54470.293975
54-0.054645-0.42680.335516
55-0.044689-0.3490.364133
56-0.036705-0.28670.387666
57-0.021261-0.16610.434332
58-0.007909-0.06180.475472
590.0064380.05030.480032
600.0091510.07150.471629


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8964467.00150
2-0.227901-1.780.040031
30.1868071.4590.074846
40.1085780.8480.19987
50.1657471.29450.100181
6-0.08325-0.65020.259
7-0.092114-0.71940.237311
8-0.018355-0.14340.443241
90.2054731.60480.056852
100.1357951.06060.146527
110.2230421.7420.043273
12-0.244329-1.90830.030533
13-0.676797-5.2861e-06
140.0171320.13380.447
15-0.069275-0.54110.295219
16-0.054599-0.42640.335646
170.013690.10690.4576
180.0177250.13840.445177
190.1122260.87650.192095
20-0.013631-0.10650.457784
21-0.064455-0.50340.308244
22-0.158865-1.24080.10972
23-0.012898-0.10070.460045
240.1679681.31190.097239
250.0294890.23030.40931
260.0414630.32380.373585
27-0.031301-0.24450.403845
280.0103460.08080.467931
29-0.071247-0.55650.289966
30-0.043809-0.34220.366704
31-0.027555-0.21520.415161
320.0585730.45750.324479
330.0486750.38020.352572
340.0215280.16810.433515
35-0.149484-1.16750.123774
360.1749521.36640.088412
370.0115810.09040.464114
38-0.027618-0.21570.41497
39-0.023751-0.18550.426726
40-0.038744-0.30260.381613
41-0.072024-0.56250.287911
42-0.029245-0.22840.410046
43-0.040637-0.31740.376018
44-0.046975-0.36690.357486
45-0.052003-0.40620.343025
460.0194920.15220.43975
47-0.032445-0.25340.400405
48-0.121995-0.95280.172224
490.0887190.69290.245495
500.0918530.71740.237936
51-0.003492-0.02730.489165
520.0450480.35180.363087
53-0.010728-0.08380.466751
540.0236620.18480.426996
55-0.034262-0.26760.394958
56-0.024885-0.19440.423271
57-0.0912-0.71230.239499
58-0.005552-0.04340.482777
590.0340960.26630.395454
60-0.072663-0.56750.286223