Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8739877.4160
20.8166326.92930
30.786536.67390
40.7093646.01920
50.683565.80020
60.6733755.71380
70.6141335.21111e-06
80.5747034.87653e-06
90.5452314.62648e-06
100.4817964.08825.6e-05
110.4655313.95029e-05
120.455663.86640.00012
130.3903393.31210.000725
140.3393782.87970.002619
150.289782.45890.008171
160.2487772.11090.019125
170.2357622.00050.024609
180.2092241.77530.040035
190.1685361.43010.07851
200.1591891.35080.0905
210.1297171.10070.13735
220.1108320.94040.175069
230.1097660.93140.177381
240.111530.94640.173563
250.0793330.67320.2515
260.0515370.43730.331598
270.0089620.0760.469796
28-0.030259-0.25680.399051
29-0.043064-0.36540.357937
30-0.074528-0.63240.264566
31-0.102324-0.86820.194073
32-0.134416-1.14060.128916
33-0.138627-1.17630.121677
34-0.154577-1.31160.096906
35-0.17514-1.48610.070808
36-0.181761-1.54230.063693
37-0.214797-1.82260.036257
38-0.226555-1.92240.029257
39-0.262631-2.22850.014485
40-0.293885-2.49370.00747
41-0.278809-2.36580.010344
42-0.306604-2.60160.005628
43-0.304734-2.58580.00587
44-0.306219-2.59840.005677
45-0.321541-2.72840.003996
46-0.313802-2.66270.004778
47-0.302603-2.56770.006157
48-0.332285-2.81950.003104
49-0.341212-2.89530.002506
50-0.339133-2.87760.002635
51-0.369969-3.13930.001228
52-0.381202-3.23460.00092
53-0.369794-3.13780.001233
54-0.38218-3.24290.000897
55-0.384189-3.260.000852
56-0.374563-3.17830.001092
57-0.369025-3.13130.001258
58-0.337491-2.86370.002741
59-0.321157-2.72510.004032
60-0.316667-2.6870.004474


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8739877.4160
20.22351.89650.030956
30.1648611.39890.08307
4-0.140528-1.19240.118506
50.1227521.04160.150545
60.1175010.9970.161044
7-0.109533-0.92940.177889
8-0.050818-0.43120.333804
90.0084320.07150.47158
10-0.08278-0.70240.242344
110.0886350.75210.227224
120.0531110.45070.326794
13-0.159302-1.35170.090348
14-0.131188-1.11320.13467
15-0.064119-0.54410.294039
160.1054710.8950.186898
170.0686450.58250.281035
18-0.068928-0.58490.28023
19-0.073618-0.62470.267082
200.0929040.78830.216551
210.0184190.15630.438121
220.0600470.50950.305975
23-0.025783-0.21880.413722
240.057040.4840.314926
25-0.116236-0.98630.163645
26-0.053425-0.45330.325838
27-0.081253-0.68950.246377
28-0.059441-0.50440.307771
29-0.033118-0.2810.389753
30-0.06562-0.55680.289695
31-0.004684-0.03970.484204
32-0.089364-0.75830.22538
330.1419021.20410.116252
340.0022910.01940.49227
35-0.06548-0.55560.290097
36-0.042304-0.3590.360338
37-0.06374-0.54080.29514
380.1131840.96040.170034
39-0.101703-0.8630.195507
40-0.085925-0.72910.234154
410.1248841.05970.146418
42-0.132933-1.1280.131537
430.1486331.26120.105656
44-0.07103-0.60270.274297
45-0.042061-0.35690.361107
460.0056480.04790.480953
47-0.006561-0.05570.477879
48-0.105773-0.89750.186219
49-0.05988-0.50810.30647
50-0.023351-0.19810.421746
51-0.017691-0.15010.440549
52-0.027194-0.23070.409082
53-0.002046-0.01740.493098
540.024130.20480.419172
55-0.057897-0.49130.312363
560.0649240.55090.291705
570.0796340.67570.250693
580.0514720.43680.331799
59-0.064333-0.54590.293416
600.0107720.09140.463714