Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9469528.03520
20.8960767.60350
30.8422497.14670
40.7944946.74150
50.7505856.36890
60.7149936.06690
70.6773275.74730
80.6359755.39640
90.5832874.94942e-06
100.5504684.67097e-06
110.5173894.39021.9e-05
120.4903574.16084.3e-05
130.4641523.93859.4e-05
140.4290593.64070.000254
150.3894623.30470.000742
160.3555923.01730.001762
170.3136182.66110.004798
180.2720912.30880.011915
190.2386392.02490.023292
200.2018371.71260.045541
210.1686711.43120.078346
220.1271581.0790.142101
230.0942810.80.21317
240.0615710.52240.301481
250.0303280.25730.398823
26-0.001955-0.01660.493404
27-0.033783-0.28670.3876
28-0.061939-0.52560.3004
29-0.080988-0.68720.247079
30-0.103968-0.88220.190304
31-0.127048-1.0780.142308
32-0.152076-1.29040.100519
33-0.174334-1.47930.071715
34-0.196903-1.67080.049553
35-0.213756-1.81380.036939
36-0.236204-2.00430.024402
37-0.254656-2.16080.017018
38-0.276678-2.34770.010821
39-0.284047-2.41020.009249
40-0.304935-2.58750.005843
41-0.321302-2.72630.004018
42-0.334155-2.83540.002969
43-0.352524-2.99130.001901
44-0.371769-3.15460.001173
45-0.378159-3.20880.000996
46-0.385648-3.27230.00082
47-0.392309-3.32890.000688
48-0.40198-3.41090.000532
49-0.405268-3.43880.000488
50-0.403608-3.42470.00051
51-0.401867-3.410.000534
52-0.396976-3.36850.000608
53-0.392396-3.32960.000687
54-0.393574-3.33960.000666
55-0.378351-3.21040.000991
56-0.360417-3.05820.001562
57-0.350418-2.97340.002002
58-0.336422-2.85460.002812
59-0.324544-2.75380.003726
60-0.315906-2.68060.004553


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9469528.03520
2-0.006216-0.05270.47904
3-0.054987-0.46660.321104
40.0286140.24280.404427
50.0136190.11560.454163
60.0538220.45670.324631
7-0.037707-0.320.374965
8-0.059856-0.50790.30654
9-0.127132-1.07880.14215
100.1662621.41080.081308
11-0.011555-0.09810.461082
120.0108160.09180.463566
13-0.007904-0.06710.473357
14-0.113286-0.96130.169818
15-0.033945-0.2880.387075
160.0465350.39490.347057
17-0.109753-0.93130.17741
18-0.08134-0.69020.246145
190.0805790.68370.248168
20-0.07807-0.66240.254901
210.0267660.22710.410489
22-0.092583-0.78560.217341
230.0154630.13120.447989
24-0.021922-0.1860.426478
250.0078550.06660.473523
26-0.079376-0.67350.251383
27-0.048378-0.41050.341327
280.0615780.52250.30146
290.0304640.25850.39838
30-0.025046-0.21250.41615
31-0.074723-0.6340.26403
32-0.037127-0.3150.376823
330.013010.11040.456203
340.0135540.1150.454378
35-0.010697-0.09080.463964
36-0.118763-1.00770.158479
370.0068910.05850.476767
38-0.005166-0.04380.482578
390.1363861.15730.125492
40-0.20261-1.71920.044937
41-0.018525-0.15720.437767
420.0152440.12940.44872
43-0.057191-0.48530.314476
44-0.01472-0.12490.450476
450.0382870.32490.373109
46-0.047968-0.4070.342601
47-0.031628-0.26840.39459
480.0437390.37110.355811
49-0.052705-0.44720.328032
500.0634680.53850.295931
51-0.01545-0.13110.448032
52-0.025672-0.21780.414088
53-0.018634-0.15810.437403
54-0.04902-0.4160.339342
550.1451311.23150.111075
560.0473170.40150.344622
57-0.06907-0.58610.279826
58-0.0873-0.74080.230622
590.0529930.44970.327152
60-0.044786-0.380.352524