Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.97471910.67750
20.95039510.41110
30.92351610.11660
40.8958759.81380
50.8690729.52020
60.8423119.22710
70.8164468.94370
80.78988.65180
90.7667178.3990
100.7435868.14560
110.7229077.91910
120.7006387.67510
130.6751797.39620
140.6498347.11860
150.6222476.81640
160.5944656.5120
170.5678066.220
180.5415125.9320
190.5156235.64840
200.4892595.35960
210.4665485.11081e-06
220.444634.87072e-06
230.425054.65624e-06
240.4040814.42651.1e-05
250.3812884.17682.8e-05
260.3591693.93457e-05
270.3347333.66680.000184
280.3102513.39860.00046
290.2869823.14370.001051
300.2639372.89130.002278
310.2401662.63090.004817
320.2159122.36520.009812
330.1953362.13980.017198
340.1754081.92150.02852
350.1575811.72620.043441
360.1390181.52290.065211
370.1191111.30480.09723
380.1001561.09710.137386
390.0790280.86570.194189
400.0579960.63530.263217
410.0382730.41930.337888
420.0181420.19870.421405
43-0.001973-0.02160.491396
44-0.022262-0.24390.403874
45-0.03994-0.43750.331261
46-0.056616-0.62020.268153
47-0.071658-0.7850.217009
48-0.087163-0.95480.170793
49-0.103814-1.13720.128855
50-0.119635-1.31050.096259
51-0.136568-1.4960.068637
52-0.153921-1.68610.047186
53-0.169469-1.85640.032922
54-0.184435-2.02040.022785
55-0.199432-2.18470.015429
56-0.213685-2.34080.010446
57-0.225838-2.47390.007381
58-0.237558-2.60230.005213
59-0.24825-2.71940.003755
60-0.25906-2.83790.002667


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.97471910.67750
20.006370.06980.472244
3-0.063311-0.69350.244658
4-0.031201-0.34180.366554
50.0041610.04560.481858
6-0.011187-0.12250.451335
70.0020640.02260.490998
8-0.030063-0.32930.371243
90.0548140.60050.274667
10-0.01043-0.11430.454611
110.0302580.33150.370436
12-0.045709-0.50070.308746
13-0.080955-0.88680.188475
14-0.014006-0.15340.439159
15-0.049486-0.54210.294382
16-0.023285-0.25510.399552
170.012970.14210.443626
18-0.008737-0.09570.461954
19-0.006112-0.0670.473364
20-0.030352-0.33250.370051
210.048360.52980.298631
220.0021730.02380.490523
230.0173640.19020.424733
24-0.043157-0.47280.318622
25-0.053012-0.58070.281261
26-7.7e-05-8e-040.499662
27-0.046986-0.51470.303852
28-0.025062-0.27450.39207
290.0165230.1810.428338
30-0.011394-0.12480.450439
31-0.026338-0.28850.386723
32-0.03544-0.38820.349267
330.0459450.50330.307839
34-0.00261-0.02860.488619
350.0042870.0470.481313
36-0.0322-0.35270.362454
37-0.045083-0.49390.311152
380.0056750.06220.475268
39-0.044362-0.4860.313942
40-0.028291-0.30990.378581
410.0185430.20310.419689
42-0.022864-0.25050.401327
43-0.008312-0.0910.463803
44-0.029984-0.32850.371567
450.021620.23680.406596
460.0039540.04330.482763
47-0.009773-0.10710.457463
48-0.030049-0.32920.371299
49-0.042057-0.46070.322918
500.0011210.01230.495113
51-0.022239-0.24360.40397
52-0.043898-0.48090.315738
530.0268850.29450.384439
540.0021170.02320.490768
55-0.010624-0.11640.453772
56-0.01323-0.14490.442505
570.0116440.12750.44936
58-0.0079-0.08650.465588
59-0.022428-0.24570.403173
60-0.025411-0.27840.390605