Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.962248.27750
20.9266387.97120
30.888967.64710
40.8529617.33740
50.8173067.03070
60.7800836.71050
70.7419286.38230
80.7028756.04640
90.6627385.70110
100.6223845.3540
110.5808384.99662e-06
120.5402714.64767e-06
130.5006094.30642.5e-05
140.460853.96448.4e-05
150.4201453.61420.000273
160.378873.25920.000845
170.3382482.90970.002388
180.2977692.56150.006229
190.2578722.21830.014801
200.2184031.87880.032107
210.178451.53510.064514
220.1376961.18450.120001
230.0957590.82380.206363
240.0531520.45720.324421
250.0117460.1010.459894
26-0.027753-0.23870.405983
27-0.060069-0.51670.303442
28-0.092355-0.79450.214732
29-0.115013-0.98940.162852
30-0.13786-1.18590.119725
31-0.161537-1.38960.08441
32-0.183024-1.57440.059827
33-0.204895-1.76260.041051
34-0.224162-1.92830.028826
35-0.243382-2.09370.019859
36-0.262072-2.25440.013564
37-0.280945-2.41680.009062
38-0.298749-2.56990.006092
39-0.316532-2.72290.004033
40-0.333945-2.87270.002654
41-0.351104-3.02030.001732
42-0.365677-3.14570.001193
43-0.380782-3.27560.000803
44-0.393315-3.38340.000574
45-0.406289-3.4950.000402
46-0.419641-3.60990.000277
47-0.424766-3.6540.00024
48-0.429327-3.69320.000211
49-0.427515-3.67760.000222
50-0.42225-3.63230.000258
51-0.414786-3.56810.000318
52-0.405937-3.4920.000406
53-0.396974-3.41490.000519
54-0.387725-3.33530.000667
55-0.378423-3.25530.000855
56-0.367772-3.16370.00113
57-0.35572-3.060.001541
58-0.342203-2.94370.002165
59-0.327239-2.8150.003123
60-0.311529-2.67990.004536


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.962248.27750
20.0098710.08490.466279
3-0.045688-0.3930.347716
40.0012330.01060.495783
5-0.012874-0.11070.456058
6-0.041677-0.35850.360486
7-0.034539-0.29710.383605
8-0.033435-0.28760.38722
9-0.038525-0.33140.370639
10-0.028206-0.24260.404479
11-0.040832-0.35130.363199
12-0.014088-0.12120.451934
13-0.012266-0.10550.458124
14-0.027568-0.23720.406597
15-0.039887-0.34310.366239
16-0.035337-0.3040.380998
17-0.02055-0.17680.430084
18-0.028514-0.24530.403458
19-0.024174-0.2080.417918
20-0.025252-0.21720.414316
21-0.038437-0.33060.370923
22-0.045575-0.39210.348074
23-0.052155-0.44870.327497
24-0.04815-0.41420.339961
25-0.024543-0.21110.416686
26-0.01445-0.12430.450706
270.0583580.5020.308575
28-0.028301-0.24350.404164
290.0961050.82670.205526
30-0.017624-0.15160.439954
31-0.044742-0.38490.350714
320.000460.0040.498428
33-0.035071-0.30170.381866
34-0.006152-0.05290.47897
35-0.033899-0.29160.385699
36-0.028663-0.24660.402961
37-0.039079-0.33620.368848
38-0.017034-0.14650.441949
39-0.035597-0.30620.380151
40-0.030493-0.26230.396904
41-0.030819-0.26510.395828
42-0.003085-0.02650.48945
43-0.042091-0.36210.359161
44-0.003097-0.02660.489408
45-0.03361-0.28910.386647
46-0.04378-0.37660.353771
470.0762020.65550.257086
48-0.021055-0.18110.428385
490.0476350.40980.341579
500.0272210.23420.407752
510.0081560.07020.472126
52-0.000977-0.00840.496659
53-0.006168-0.05310.478912
54-0.014046-0.12080.452076
55-0.003173-0.02730.489149
56-0.004729-0.04070.483831
570.0074320.06390.474599
580.0087580.07530.470074
590.0005850.0050.498
600.0098340.08460.466406