Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9750768.93670
20.9396448.6120
30.902078.26760
40.8651797.92950
50.8287137.59530
60.7886967.22850
70.744276.82130
80.6977936.39540
90.6506945.96370
100.6054515.5490
110.5560335.09611e-06
120.5036724.61627e-06
130.4487414.11284.5e-05
140.3918953.59180.000276
150.340433.12010.001239
160.284992.6120.005331
170.2318782.12520.018254
180.1805081.65440.050891
190.1374531.25980.105619
200.1009290.9250.1788
210.0660660.60550.273239
220.0304740.27930.39035
23-0.002322-0.02130.491538
24-0.028308-0.25940.397964
25-0.046281-0.42420.336263
26-0.0604-0.55360.290671
27-0.073379-0.67250.251546
28-0.091951-0.84270.200883
29-0.112807-1.03390.152078
30-0.131893-1.20880.115063
31-0.150475-1.37910.085759
32-0.166039-1.52180.065911
33-0.184139-1.68770.047593
34-0.200865-1.8410.034579
35-0.219037-2.00750.023955
36-0.234434-2.14860.017272
37-0.252728-2.31630.011489
38-0.275861-2.52830.006666
39-0.290202-2.65970.004682
40-0.299115-2.74140.003736
41-0.308212-2.82480.002954
42-0.318842-2.92220.002232
43-0.332471-3.04710.001544
44-0.347161-3.18180.001026
45-0.36109-3.30940.000689
46-0.371171-3.40180.000514
47-0.3715-3.40490.000509
48-0.375255-3.43930.000455
49-0.378782-3.47160.00041
50-0.382214-3.5030.00037
51-0.381149-3.49330.000382
52-0.37589-3.44510.000447
53-0.368625-3.37850.000553
54-0.359513-3.2950.000721
55-0.346748-3.1780.001038
56-0.328849-3.01390.001704
57-0.306523-2.80930.003087
58-0.288004-2.63960.004946
59-0.268306-2.45910.007991
60-0.248885-2.28110.012538


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9750768.93670
2-0.226075-2.0720.020666
3-0.018178-0.16660.434043
40.0038890.03560.485826
5-0.018638-0.17080.432389
6-0.099207-0.90920.18291
7-0.085794-0.78630.216946
8-0.034577-0.31690.376053
9-0.030778-0.28210.389286
100.0096110.08810.465007
11-0.134092-1.2290.111257
12-0.052155-0.4780.316944
13-0.062897-0.57650.282923
14-0.063809-0.58480.280117
150.0804390.73720.231518
16-0.175702-1.61030.055539
170.0627980.57560.283229
18-0.018452-0.16910.433057
190.1480111.35650.089281
200.0155370.14240.443552
21-0.035827-0.32840.371728
22-0.039107-0.35840.360464
230.0415120.38050.35228
240.1127271.03320.152247
250.024160.22140.412646
260.0165830.1520.439783
27-0.038107-0.34930.363886
28-0.143967-1.31950.095297
29-0.038979-0.35720.360902
30-0.079312-0.72690.234652
31-0.048835-0.44760.327804
32-0.024652-0.22590.4109
33-0.075372-0.69080.2458
340.0029830.02730.489127
35-0.110977-1.01710.156009
360.0326050.29880.382902
37-0.141894-1.30050.098497
38-0.075091-0.68820.246606
390.2433722.23050.014189
400.0079030.07240.471214
41-0.003909-0.03580.485753
42-0.065317-0.59860.275513
430.050560.46340.322141
44-0.027997-0.25660.399057
45-0.031643-0.290.38626
460.0348430.31930.375132
470.1299451.1910.118511
48-0.087486-0.80180.212459
49-0.030351-0.27820.390783
50-0.001915-0.01760.493018
51-0.031969-0.2930.385121
52-0.060226-0.5520.291213
530.0165510.15170.439896
54-0.025279-0.23170.408673
550.0822010.75340.226664
560.0573630.52570.300228
570.0374220.3430.366235
58-0.107683-0.98690.163256
590.040790.37380.35473
60-0.061339-0.56220.287745