Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.966317.4850
20.9212667.13610
30.8723156.75690
40.8106656.27940
50.7340475.68590
60.6444154.99163e-06
70.5566284.31163.1e-05
80.467443.62080.000303
90.3685492.85480.002953
100.2712562.10110.019919
110.1829731.41730.080783
120.0887330.68730.247264
13-0.000823-0.00640.497467
14-0.08328-0.64510.260666
15-0.151082-1.17030.123258
16-0.213683-1.65520.051555
17-0.278821-2.15970.0174
18-0.329669-2.55360.00661
19-0.368964-2.8580.002926
20-0.406549-3.14910.001276
21-0.442063-3.42420.000559
22-0.467907-3.62440.000299
23-0.48155-3.73010.000213
24-0.481777-3.73180.000212
25-0.476089-3.68780.000244
26-0.458987-3.55530.000372
27-0.438772-3.39870.000604
28-0.420719-3.25890.000922
29-0.395258-3.06170.001646
30-0.36593-2.83450.003123
31-0.334039-2.58750.006055
32-0.301343-2.33420.011476
33-0.276211-2.13950.018236
34-0.245317-1.90020.031106
35-0.210274-1.62880.0543
36-0.176651-1.36830.088155
37-0.142861-1.10660.136443
38-0.112768-0.87350.192938
39-0.085969-0.66590.25401
40-0.059507-0.46090.323254
41-0.032503-0.25180.401041
42-0.00938-0.07270.47116
430.0148380.11490.45444
440.0352860.27330.392771
450.0567390.43950.330939
460.0750970.58170.281475
470.082380.63810.262914
480.0843790.65360.257934
490.0820450.63550.263754
500.0782730.60630.273301
510.0723380.56030.288672
520.0640460.49610.310818
530.0556650.43120.333943
540.0477470.36980.356401
550.0381270.29530.384382
560.0294390.2280.410197
570.0223910.17340.431446
580.0163370.12650.449863
590.0090230.06990.472256
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.966317.4850
2-0.188526-1.46030.07471
3-0.055871-0.43280.333365
4-0.210868-1.63340.053813
5-0.219727-1.7020.046966
6-0.208053-1.61160.056152
70.0392660.30420.381033
8-0.036109-0.27970.390335
9-0.143159-1.10890.135948
100.0116740.09040.464124
110.066260.51330.30483
12-0.211678-1.63960.053156
130.0427020.33080.370987
14-0.002757-0.02140.491517
150.1051290.81430.209339
16-0.066885-0.51810.30315
17-0.112922-0.87470.192615
180.0416490.32260.374055
19-0.03918-0.30350.381285
20-0.0925-0.71650.238231
21-0.066549-0.51550.304053
22-0.002787-0.02160.491425
230.0333510.25830.398516
240.1388081.07520.143295
250.0646040.50040.309304
260.0142170.11010.45634
27-0.149255-1.15610.126107
28-0.116719-0.90410.184779
29-0.005219-0.04040.483943
30-0.038455-0.29790.383415
310.0004120.00320.498731
320.062560.48460.314866
33-0.173909-1.34710.091508
340.0188460.1460.442213
350.0240980.18670.426278
360.0780340.60450.273911
370.0148220.11480.454488
38-0.011348-0.08790.465125
39-0.076246-0.59060.278505
40-0.042708-0.33080.370969
410.0652040.50510.307682
42-0.085656-0.66350.254779
430.0594710.46070.323353
44-0.033638-0.26060.397661
45-0.016787-0.130.448488
46-0.005435-0.04210.483279
47-0.139191-1.07820.142638
48-0.047964-0.37150.355776
49-0.00924-0.07160.47159
50-0.013264-0.10270.459254
510.0078430.06080.475879
520.0206070.15960.436858
530.0610790.47310.318924
54-0.0215-0.16650.434147
55-0.010415-0.08070.467984
56-0.095883-0.74270.230278
570.018960.14690.441866
580.0648870.50260.308538
590.001210.00940.496276
60NANANA