Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9651587.47610
20.9197367.12420
30.8710626.74720
40.8105486.27850
50.7371015.70960
60.6499985.03492e-06
70.5626134.3582.6e-05
80.4736943.66920.000259
90.3757812.91080.002527
100.2785762.15780.017477
110.1887091.46170.074516
120.0917110.71040.240108
13-0.000976-0.00760.496998
14-0.08629-0.66840.253221
15-0.158419-1.22710.112287
16-0.225258-1.74480.043067
17-0.294338-2.27990.01309
18-0.348593-2.70020.004496
19-0.390544-3.02510.001828
20-0.430354-3.33350.000737
21-0.468064-3.62560.000298
22-0.495516-3.83820.00015
23-0.509593-3.94730.000105
24-0.508826-3.94130.000107
25-0.501493-3.88450.000129
26-0.481535-3.730.000213
27-0.459048-3.55580.000371
28-0.439505-3.40440.000594
29-0.410437-3.17920.001168
30-0.376571-2.91690.002484
31-0.339565-2.63030.005413
32-0.30209-2.340.011315
33-0.273888-2.12150.019008
34-0.238993-1.85120.03453
35-0.19993-1.54860.063362
36-0.163828-1.2690.10467
37-0.127906-0.99080.162891
38-0.096499-0.74750.228847
39-0.069269-0.53660.296779
40-0.042834-0.33180.370602
41-0.015828-0.12260.451415
420.0071930.05570.477876
430.0312930.24240.404649
440.0513190.39750.346201
450.072370.56060.288588
460.0900590.69760.244064
470.0963420.74630.229212
480.0971670.75270.227301
490.0936560.72550.235496
500.0886340.68660.247503
510.0816660.63260.264706
520.0726310.56260.287902
530.0632410.48990.313009
540.0541450.41940.338209
550.0434640.33670.36877
560.0337910.26170.397208
570.0256820.19890.421494
580.0185340.14360.443162
590.0101160.07840.468902
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9651587.47610
2-0.172257-1.33430.093574
3-0.049419-0.38280.351611
4-0.194125-1.50370.068954
5-0.187287-1.45070.076033
6-0.21831-1.6910.048011
7-0.002759-0.02140.491511
8-0.048374-0.37470.354601
9-0.138161-1.07020.144411
10-0.005566-0.04310.482877
110.0519220.40220.344489
12-0.210097-1.62740.054446
130.0211970.16420.435067
140.0045820.03550.485903
150.0933080.72280.236317
16-0.058321-0.45180.326537
17-0.107457-0.83240.204253
180.0616280.47740.317416
19-0.021116-0.16360.435313
20-0.093211-0.7220.236546
21-0.088376-0.68460.248129
22-0.00117-0.00910.4964
230.044360.34360.366171
240.1347321.04360.150422
250.0502960.38960.349109
260.0530270.41070.34136
27-0.156907-1.21540.114488
28-0.127911-0.99080.162882
290.016460.12750.449486
30-0.037488-0.29040.386263
310.0019730.01530.493929
320.0504170.39050.348764
33-0.191245-1.48140.071869
340.0155680.12060.45221
350.0063880.04950.480351
360.059710.46250.322692
370.0125580.09730.461416
38-0.021207-0.16430.435036
39-0.063223-0.48970.313057
40-0.031303-0.24250.404619
410.0820880.63590.263645
42-0.084802-0.65690.256888
430.0702560.54420.29416
44-0.01854-0.14360.443143
45-0.022176-0.17180.432097
46-0.026717-0.2070.418374
47-0.118194-0.91550.18179
48-0.052555-0.40710.342695
49-0.019688-0.15250.439651
50-0.045858-0.35520.361838
510.0045090.03490.486128
520.0249390.19320.423737
530.0683270.52930.299291
540.0027640.02140.491496
55-0.021085-0.16330.435405
56-0.096213-0.74530.229512
570.0189010.14640.442046
580.0566610.43890.331157
590.0122960.09520.462219
60NANANA