Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8634177.91330
20.7636796.99920
30.7045326.45710
40.6219815.70060
50.5505525.04591e-06
60.4656394.26762.6e-05
70.4040033.70280.00019
80.3374133.09240.001347
90.2598992.3820.009738
100.2111261.9350.028178
110.1353951.24090.109045
120.055630.50990.305745
13-0.013406-0.12290.451253
14-0.10679-0.97870.165259
15-0.158431-1.4520.075107
16-0.238656-2.18730.015749
17-0.311554-2.85540.002707
18-0.355067-3.25420.00082
19-0.401239-3.67740.000207
20-0.431459-3.95448e-05
21-0.476911-4.3711.8e-05
22-0.49392-4.52691e-05
23-0.465116-4.26292.6e-05
24-0.481561-4.41361.5e-05
25-0.456926-4.18783.5e-05
26-0.426962-3.91329.2e-05
27-0.408137-3.74060.000167
28-0.366918-3.36290.000582
29-0.310764-2.84820.002763
30-0.232143-2.12760.01815
31-0.167179-1.53220.064613
32-0.128004-1.17320.122021
33-0.066977-0.61390.270486
34-0.023292-0.21350.415735
350.0138380.12680.449691
360.0505290.46310.322241
370.0753110.69020.245973
380.1210681.10960.135167
390.1360791.24720.107898
400.1713521.57050.060033
410.2124511.94710.027429
420.2329232.13480.017846
430.2656772.4350.008505
440.2770412.53910.006478
450.2776232.54450.006387
460.2488942.28110.012535
470.20761.90270.030254
480.2241942.05480.021504
490.1828851.67620.048712
500.1323181.21270.114319
510.1087760.99690.160827
520.0851220.78020.218745
530.0678440.62180.26788
540.0433880.39770.345947
550.0151350.13870.445003
56-0.009513-0.08720.465364
57-0.037891-0.34730.364625
58-0.048801-0.44730.327917
59-0.043617-0.39980.345176
60-0.064877-0.59460.276853


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8634177.91330
20.0714730.65510.25711
30.120751.10670.135793
4-0.086877-0.79620.214068
50.0013220.01210.495182
6-0.109727-1.00570.158732
70.0403940.37020.356075
8-0.067372-0.61750.269295
9-0.062182-0.56990.285132
100.0281270.25780.398599
11-0.129046-1.18270.120127
12-0.08043-0.73720.231541
13-0.067947-0.62270.26757
14-0.15635-1.4330.077789
150.0483510.44310.329402
16-0.170723-1.56470.060706
17-0.044875-0.41130.340956
18-0.033701-0.30890.379089
19-0.023516-0.21550.414941
20-0.037093-0.340.367367
21-0.105015-0.96250.169286
220.0271680.2490.401985
230.1082840.99240.161916
24-0.110655-1.01420.156707
250.1000670.91710.180851
26-0.026696-0.24470.403655
270.0109010.09990.460327
280.0076040.06970.472302
290.1302491.19380.117967
300.0719070.6590.255838
310.0495330.4540.325509
32-0.061917-0.56750.285953
330.0082170.07530.470075
34-0.042189-0.38670.349989
35-0.03559-0.32620.372547
36-0.048673-0.44610.328339
37-0.005077-0.04650.4815
38-0.026889-0.24640.402971
39-0.059846-0.54850.292403
400.0400850.36740.357126
41-0.000157-0.00140.499426
42-0.007503-0.06880.472671
430.0470360.43110.333752
44-0.013953-0.12790.449273
45-0.014052-0.12880.448915
46-0.166356-1.52470.065548
470.018270.16750.433709
480.152141.39440.083439
49-0.162633-1.49060.069912
500.0035930.03290.486904
510.0269230.24680.402849
520.0737340.67580.250517
53-0.02105-0.19290.42374
540.0359110.32910.371438
55-0.010318-0.09460.462442
56-0.030436-0.2790.390483
570.0505340.46310.322228
580.0413780.37920.352735
590.132921.21820.113273
60-0.098521-0.9030.184565