Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9478498.04280
20.894817.59270
30.843197.15470
40.7932176.73070
50.750666.36960
60.7095756.02090
70.6671935.66130
80.6241485.29611e-06
90.5813214.93273e-06
100.5411314.59169e-06
110.5012134.25293.1e-05
120.4616123.91690.000101
130.4201783.56530.000325
140.3795633.22070.00096
150.3396512.8820.002602
160.3032982.57360.006062
170.2696752.28830.01253
180.2361672.00390.02442
190.2044621.73490.043517
200.1733471.47090.072838
210.1435631.21820.113567
220.114280.96970.167721
230.0881740.74820.228394
240.0615510.52230.301541
250.0342780.29090.385998
260.0070640.05990.476183
27-0.018718-0.15880.437126
28-0.041701-0.35380.362244
29-0.064023-0.54330.294317
30-0.085837-0.72840.23438
31-0.108021-0.91660.18121
32-0.130675-1.10880.135599
33-0.151552-1.2860.101289
34-0.1713-1.45350.075211
35-0.190272-1.61450.055396
36-0.208322-1.76770.040677
37-0.227724-1.93230.028629
38-0.246542-2.0920.019984
39-0.264347-2.24310.013986
40-0.281143-2.38560.009843
41-0.296333-2.51450.007078
42-0.312122-2.64840.004965
43-0.328421-2.78670.003401
44-0.343487-2.91460.002372
45-0.356556-3.02550.00172
46-0.364941-3.09660.001395
47-0.370371-3.14270.001215
48-0.374672-3.17920.001089
49-0.378713-3.21350.000981
50-0.382787-3.24810.000883
51-0.384152-3.25960.000852
52-0.384629-3.26370.000842
53-0.383734-3.25610.000862
54-0.381798-3.23970.000906
55-0.37783-3.2060.001004
56-0.373316-3.16770.001127
57-0.366287-3.1080.001348
58-0.356054-3.02120.001742
59-0.343728-2.91660.002358
60-0.329017-2.79180.003354


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9478498.04280
2-0.035509-0.30130.382024
3-0.013934-0.11820.453107
4-0.012011-0.10190.459555
50.0451350.3830.35143
6-0.010975-0.09310.463033
7-0.035434-0.30070.382268
8-0.029652-0.25160.401032
9-0.019275-0.16360.435269
100.0004620.00390.498443
11-0.025535-0.21670.41454
12-0.02412-0.20470.419206
13-0.044331-0.37620.353951
14-0.0168-0.14260.443519
15-0.022109-0.18760.425859
160.0049220.04180.483401
17-0.004308-0.03660.485469
18-0.025136-0.21330.415853
19-0.006823-0.05790.476995
20-0.016681-0.14150.443917
21-0.010207-0.08660.46561
22-0.023212-0.1970.422208
230.0060770.05160.479511
24-0.030376-0.25780.398666
25-0.029329-0.24890.402087
26-0.025902-0.21980.413331
27-0.011029-0.09360.46285
28-0.001525-0.01290.494857
29-0.022921-0.19450.423171
30-0.021097-0.1790.429214
31-0.028447-0.24140.404972
32-0.026533-0.22510.411254
33-0.011208-0.09510.462249
34-0.017517-0.14860.441129
35-0.022126-0.18770.425803
36-0.018181-0.15430.438912
37-0.03828-0.32480.37313
38-0.020785-0.17640.430251
39-0.019714-0.16730.433809
40-0.022307-0.18930.425203
41-0.016111-0.13670.445824
42-0.035429-0.30060.382282
43-0.032609-0.27670.391403
44-0.018524-0.15720.437772
45-0.011106-0.09420.462592
460.012890.10940.456606
47-0.001385-0.01180.495329
48-0.013113-0.11130.455856
49-0.01798-0.15260.439582
50-0.019175-0.16270.435604
510.0038950.0330.486864
52-0.017112-0.14520.442478
53-0.011782-0.10.46032
54-0.01173-0.09950.460495
550.0036220.03070.487783
56-0.013358-0.11330.455034
570.0047460.04030.483994
580.011760.09980.460396
590.0062980.05340.478766
600.0138670.11770.453331