Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9655098.19260
20.92697.8650
30.8863537.5210
40.8435597.15780
50.798396.77460
60.7528316.3880
70.7067575.9970
80.6607885.6070
90.6161665.22831e-06
100.5724674.85753e-06
110.5297624.49521.3e-05
120.4885464.14554.6e-05
130.4481073.80230.000149
140.4083093.46460.000449
150.3689613.13070.00126
160.3291782.79320.003341
170.2874372.4390.008597
180.245372.0820.020447
190.2054651.74340.042763
200.1681951.42720.078925
210.1348621.14430.128135
220.1045690.88730.188938
230.0775860.65830.25621
240.0531790.45120.326586
250.0306250.25990.397857
260.0087460.07420.470525
27-0.012349-0.10480.458419
28-0.033927-0.28790.387134
29-0.056803-0.4820.315638
30-0.080355-0.68180.248767
31-0.105221-0.89280.187462
32-0.130587-1.10810.13576
33-0.156265-1.3260.094523
34-0.179721-1.5250.065822
35-0.201726-1.71170.045628
36-0.222523-1.88820.031516
37-0.242358-2.05650.021681
38-0.261154-2.2160.014928
39-0.278728-2.36510.010362
40-0.294177-2.49620.007422
41-0.309888-2.62950.005224
42-0.325724-2.76390.003624
43-0.342372-2.90510.002437
44-0.358905-3.04540.001623
45-0.375698-3.18790.001061
46-0.391703-3.32377e-04
47-0.405656-3.44210.000482
48-0.417863-3.54570.000346
49-0.427364-3.62630.000267
50-0.433706-3.68010.000223
51-0.43622-3.70150.000208
52-0.435148-3.69240.000215
53-0.429631-3.64550.00025
54-0.420904-3.57150.000319
55-0.409304-3.47310.000437
56-0.397231-3.37060.000604
57-0.386094-3.27610.00081
58-0.37416-3.17490.001103
59-0.360445-3.05850.001561
60-0.344619-2.92420.002307


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9655098.19260
2-0.078288-0.66430.254313
3-0.045295-0.38430.350929
4-0.051885-0.44030.330536
5-0.054514-0.46260.322536
6-0.026038-0.22090.412883
7-0.031071-0.26360.396402
8-0.022854-0.19390.42339
9-0.006405-0.05430.478405
10-0.015508-0.13160.447838
11-0.014839-0.12590.450076
12-0.008794-0.07460.470363
13-0.02072-0.17580.430467
14-0.021872-0.18560.426644
15-0.025161-0.21350.415769
16-0.038289-0.32490.373102
17-0.059923-0.50850.30634
18-0.034921-0.29630.383921
190.000780.00660.497368
200.0063060.05350.478736
210.0250250.21230.416221
220.0082830.07030.472083
230.0120340.10210.459475
240.0001150.0010.499612
25-0.010872-0.09220.463379
26-0.025997-0.22060.413018
27-0.021625-0.18350.427461
28-0.038558-0.32720.372242
29-0.046768-0.39680.346329
30-0.034894-0.29610.384008
31-0.044091-0.37410.354705
32-0.029806-0.25290.400528
33-0.028671-0.24330.40424
340.0063710.05410.47852
35-0.010981-0.09320.463013
36-0.018298-0.15530.438526
37-0.025131-0.21320.415869
38-0.024677-0.20940.417366
39-0.020302-0.17230.431856
40-0.004746-0.04030.483995
41-0.037898-0.32160.374354
42-0.031296-0.26560.395669
43-0.041264-0.35010.36363
44-0.026253-0.22280.412174
45-0.031124-0.26410.39623
46-0.018493-0.15690.437874
47-0.001931-0.01640.493487
48-0.011095-0.09410.462627
49-0.000521-0.00440.498243
500.0017080.01450.494239
510.0111610.09470.462405
520.0110170.09350.462888
530.0276690.23480.407523
540.0137150.11640.45384
550.0129830.11020.456294
56-0.019481-0.16530.434584
57-0.034531-0.2930.385181
58-0.002217-0.01880.492522
590.0140370.11910.45276
600.0226690.19240.424004