Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9183717.79260
20.8185746.94580
30.7032735.96750
40.5939315.03972e-06
50.4987024.23163.4e-05
60.4202093.56560.000325
70.359643.05160.001593
80.3058212.5950.005728
90.2637212.23770.014166
100.2263651.92080.02936
110.1873191.58950.05817
120.1467081.24490.108611
130.0991540.84130.20147
140.0638830.54210.294724
150.0461280.39140.348324
160.0509320.43220.333453
170.0581010.4930.311755
180.0655150.55590.289996
190.0938930.79670.21412
200.1411731.19790.117444
210.1927861.63580.053118
220.247982.10420.019428
230.278982.36720.010306
240.2855872.42330.008948
250.2599032.20530.015312
260.2187951.85650.033734
270.1700641.4430.076673
280.1034240.87760.191545
290.0361690.30690.379901
30-0.032112-0.27250.393018
31-0.089615-0.76040.224747
32-0.13822-1.17280.122364
33-0.180727-1.53350.064765
34-0.223906-1.89990.030725
35-0.277274-2.35280.010685
36-0.309552-2.62660.005265
37-0.35344-2.9990.001858
38-0.368213-3.12440.001284
39-0.368521-3.1270.001274
40-0.372005-3.15660.001166
41-0.366617-3.11080.001337
42-0.360425-3.05830.001562
43-0.340449-2.88880.002553
44-0.306395-2.59980.005654
45-0.264461-2.2440.013953
46-0.222202-1.88540.031702
47-0.180441-1.53110.065065
48-0.142096-1.20570.115936
49-0.123649-1.04920.148799
50-0.117878-1.00020.160276
51-0.135577-1.15040.126892
52-0.163828-1.39010.084387
53-0.196465-1.66710.049923
54-0.218793-1.85650.033736
55-0.218336-1.85260.034016
56-0.200136-1.69820.046893
57-0.18736-1.58980.05813
58-0.171847-1.45820.074571
59-0.159172-1.35060.090524
60-0.15596-1.32340.094951


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9183717.79260
2-0.158576-1.34560.091332
3-0.144511-1.22620.112057
4-0.010575-0.08970.464373
50.0246950.20950.417309
60.022610.19190.4242
70.0299250.25390.400141
8-0.034084-0.28920.386626
90.0192260.16310.435433
10-0.008847-0.07510.470184
11-0.04798-0.40710.342561
12-0.034131-0.28960.386472
13-0.065253-0.55370.290753
140.0585950.49720.310283
150.0826080.7010.242795
160.0882720.7490.228144
17-0.04324-0.36690.357384
18-0.024733-0.20990.417183
190.1594781.35320.09011
200.1573181.33490.093059
210.031020.26320.39657
220.0542280.46010.323402
23-0.101073-0.85760.19697
24-0.071362-0.60550.273366
25-0.1139-0.96650.16852
26-0.055607-0.47180.319234
27-0.031093-0.26380.396332
28-0.150124-1.27380.103408
29-0.053117-0.45070.326777
30-0.060954-0.51720.303297
31-0.040173-0.34090.367095
32-0.046182-0.39190.348156
33-0.026895-0.22820.410066
34-0.028898-0.24520.403496
35-0.080541-0.68340.24827
360.0986320.83690.202704
37-0.137996-1.17090.122743
380.1123640.95340.171779
390.0316420.26850.394544
40-0.103215-0.87580.192025
41-0.001856-0.01580.493738
42-0.07995-0.67840.249847
43-0.028463-0.24150.404922
440.0466920.39620.346568
450.0106570.09040.464101
46-0.028951-0.24570.403322
470.0310510.26350.396469
480.0011530.00980.496112
49-0.08323-0.70620.241162
50-0.009309-0.0790.468631
51-0.074595-0.6330.264383
520.0027220.02310.49082
530.007310.0620.475356
540.0604830.51320.304687
550.0971750.82460.206172
560.0943630.80070.212972
570.001060.0090.496425
580.0387080.32840.371763
590.0769290.65280.257995
60-0.075153-0.63770.262849