Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.98530910.23960
20.96578810.03680
30.9398099.76680
40.9111379.46880
50.8800979.14620
60.849118.82420
70.8200858.52260
80.7904918.2150
90.7599677.89780
100.7265797.55080
110.6939047.21130
120.6554226.81130
130.6140816.38170
140.5729685.95450
150.5306075.51420
160.4908435.1011e-06
170.449334.66964e-06
180.4100394.26132.2e-05
190.3688893.83360.000106
200.3277823.40640.000463
210.2877742.99060.001724
220.2503222.60140.005293
230.2134722.21850.014308
240.1773411.8430.034037
250.1432791.4890.069701
260.1076441.11870.132883
270.0732220.76090.224174
280.0374750.38940.348856
290.0005890.00610.497562
30-0.037021-0.38470.350597
31-0.07423-0.77140.22107
32-0.110059-1.14380.127624
33-0.144823-1.5050.067616
34-0.177314-1.84270.034057
35-0.207853-2.16010.016489
36-0.234481-2.43680.008226
37-0.258866-2.69020.004138
38-0.279968-2.90950.002198
39-0.298548-3.10260.001224
40-0.31647-3.28890.000679
41-0.33265-3.4570.000391
42-0.347824-3.61470.000229
43-0.362073-3.76280.000137
44-0.375562-3.9038.3e-05
45-0.388057-4.03285.2e-05
46-0.399259-4.14923.3e-05
47-0.408559-4.24592.3e-05
48-0.41652-4.32861.7e-05
49-0.422151-4.38711.3e-05
50-0.426643-4.43381.1e-05
51-0.42944-4.46291e-05
52-0.430816-4.47729e-06
53-0.431744-4.48689e-06
54-0.430793-4.47699e-06
55-0.428335-4.45141e-05
56-0.424269-4.40911.2e-05
57-0.417828-4.34221.6e-05
58-0.409044-4.25092.3e-05
59-0.399509-4.15183.3e-05
60-0.389398-4.04674.9e-05


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.98530910.23960
2-0.17296-1.79750.037529
3-0.210631-2.18890.015377
4-0.048562-0.50470.307409
5-0.040217-0.41790.338409
60.0247190.25690.398877
70.0752420.78190.217982
8-0.060717-0.6310.26469
9-0.077918-0.80980.209932
10-0.11544-1.19970.116443
110.0435530.45260.325866
12-0.196007-2.0370.02205
13-0.081421-0.84610.199671
140.0790610.82160.20655
15-0.054165-0.56290.287335
160.0770220.80040.212608
17-0.103338-1.07390.142627
18-0.004543-0.04720.481217
19-0.10603-1.10190.136479
20-0.025839-0.26850.394403
210.088070.91530.181049
220.0502290.5220.301371
23-0.035213-0.36590.357561
24-0.00795-0.08260.467155
25-0.0268-0.27850.390575
26-0.105293-1.09420.138142
27-0.018486-0.19210.424008
28-0.03106-0.32280.373739
29-0.091883-0.95490.170888
30-0.039979-0.41550.339308
310.0441280.45860.323724
32-0.033398-0.34710.364604
33-0.051032-0.53030.298483
34-0.011435-0.11880.452812
350.0181950.18910.425189
360.0461330.47940.316302
370.0578990.60170.274315
380.0494130.51350.304319
39-0.009012-0.09370.462777
40-0.064302-0.66820.252701
410.0106080.11020.45621
420.0143640.14930.440809
43-0.056367-0.58580.279623
44-0.001486-0.01540.493853
45-0.014171-0.14730.441596
46-0.022843-0.23740.406403
47-0.013847-0.14390.442924
48-0.018705-0.19440.423117
49-0.007239-0.07520.470085
50-0.08159-0.84790.199184
510.0527230.54790.292441
520.0229110.23810.406129
53-0.053943-0.56060.288119
540.0454770.47260.318723
550.0178760.18580.426486
560.0063120.06560.473909
570.0598770.62230.267541
580.0542890.56420.286899
59-0.030027-0.3120.377804
60-0.070813-0.73590.231692