Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9604648.14980
20.9202147.80830
30.8797877.46520
40.840767.13410
50.8038826.82120
60.7660436.50010
70.7278566.17610
80.6884955.84210
90.648965.50660
100.6086055.16421e-06
110.5689784.82794e-06
120.5289374.48821.3e-05
130.4907884.16454.3e-05
140.4536153.8490.000127
150.4145773.51780.000379
160.3757963.18870.001058
170.3383582.87110.002684
180.3013862.55730.006327
190.2620862.22390.014647
200.2217541.88160.031963
210.1830431.55320.062383
220.1432891.21580.114007
230.1068780.90690.183744
240.071870.60980.271944
250.0361810.3070.379863
260.0019030.01610.493581
27-0.031073-0.26370.396395
28-0.063678-0.54030.295319
29-0.095352-0.80910.210565
30-0.127082-1.07830.142244
31-0.158057-1.34120.092043
32-0.187861-1.5940.057653
33-0.216927-1.84070.034894
34-0.24496-2.07860.020611
35-0.268094-2.27490.012947
36-0.289529-2.45670.008216
37-0.310966-2.63860.005098
38-0.331209-2.81040.003184
39-0.346667-2.94160.002195
40-0.360928-3.06260.001543
41-0.374294-3.1760.0011
42-0.385347-3.26980.000826
43-0.394665-3.34880.000647
44-0.403569-3.42440.00051
45-0.411116-3.48840.000416
46-0.417384-3.54160.000351
47-0.42115-3.57360.000317
48-0.422131-3.58190.000308
49-0.422539-3.58540.000305
50-0.420911-3.57150.000319
51-0.415003-3.52140.000375
52-0.40915-3.47180.000439
53-0.400566-3.39890.000553
54-0.391454-3.32160.000704
55-0.38297-3.24960.000879
56-0.373163-3.16640.001132
57-0.361216-3.0650.001531
58-0.348263-2.95510.002111
59-0.335984-2.85090.002842
60-0.321005-2.72380.004046


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9604648.14980
2-0.029379-0.24930.401924
3-0.023163-0.19650.422368
4-0.00339-0.02880.488565
50.0062490.0530.478928
6-0.033484-0.28410.388567
7-0.025569-0.2170.414428
8-0.036218-0.30730.379743
9-0.024946-0.21170.41648
10-0.03528-0.29940.382763
11-0.015998-0.13570.446199
12-0.03148-0.26710.39507
13-0.001663-0.01410.494392
14-0.013491-0.11450.45459
15-0.049444-0.41950.338032
16-0.023504-0.19940.42124
17-0.008484-0.0720.471404
18-0.023128-0.19620.422484
19-0.060444-0.51290.304802
20-0.043699-0.37080.355939
21-0.010227-0.08680.465543
22-0.047865-0.40610.34292
230.0070160.05950.476345
24-0.014709-0.12480.450512
25-0.041578-0.35280.362633
26-0.014408-0.12230.451517
27-0.014916-0.12660.449819
28-0.030816-0.26150.397233
29-0.02243-0.19030.424795
30-0.03584-0.30410.380958
31-0.02857-0.24240.404569
32-0.025316-0.21480.415261
33-0.025777-0.21870.413742
34-0.025682-0.21790.414053
350.0246520.20920.417449
36-0.011959-0.10150.459726
37-0.036214-0.30730.379756
38-0.018542-0.15730.43771
390.0323630.27460.392202
40-0.018353-0.15570.438341
41-0.024823-0.21060.416885
42-0.003634-0.03080.487743
43-0.004256-0.03610.485646
44-0.028416-0.24110.405073
45-0.013079-0.1110.45597
46-0.012633-0.10720.457466
470.003390.02880.488564
480.0089230.07570.469929
49-0.019454-0.16510.434673
50-0.001183-0.010.496008
510.0390550.33140.370654
52-0.020351-0.17270.431691
530.0072920.06190.475418
54-0.0114-0.09670.461605
55-0.020745-0.1760.430383
56-0.00514-0.04360.482667
570.0103980.08820.464971
58-0.002988-0.02540.48992
59-0.024564-0.20840.417739
600.0208620.1770.429996