Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9414037.29210
20.8668096.71430
30.8062126.24490
40.747435.78960
50.7036245.45020
60.6564375.08472e-06
70.5592284.33182.9e-05
80.4545363.52080.000414
90.3788832.93480.002362
100.3160792.44830.008646
110.2932582.27160.013356
120.2559911.98290.025981
130.1663811.28880.101211
140.0743660.5760.283372
150.0097340.07540.470073
16-0.056243-0.43570.332324
17-0.097273-0.75350.227056
18-0.144576-1.11990.133613
19-0.229479-1.77750.040274
20-0.308855-2.39240.009944
21-0.360183-2.790.003528
22-0.394487-3.05570.001674
23-0.405659-3.14220.001302
24-0.413245-3.2010.001095
25-0.456885-3.5390.000391
26-0.480596-3.72270.000219
27-0.480751-3.72390.000218
28-0.464969-3.60160.000321
29-0.427475-3.31120.000788
30-0.387391-3.00070.00196
31-0.371843-2.88030.002751
32-0.348845-2.70210.004473
33-0.309633-2.39840.009796
34-0.267416-2.07140.021315
35-0.21854-1.69280.04784
36-0.187121-1.44940.076212
37-0.18099-1.40190.083042
38-0.179465-1.39010.084813
39-0.16598-1.28570.101748
40-0.150893-1.16880.123551
41-0.125009-0.96830.168387
42-0.103829-0.80430.212213
43-0.094695-0.73350.233053
44-0.082897-0.64210.261622
45-0.062666-0.48540.314577
46-0.03463-0.26820.394717
47-0.002694-0.02090.49171
480.0236680.18330.427578
490.0320380.24820.402426
500.0354970.2750.392145
510.0354340.27450.392332
520.0324280.25120.401266
530.0307190.23790.406367
540.0282520.21880.413759
550.0217490.16850.433391
560.0137080.10620.457896
570.0075780.05870.476693
580.0028860.02240.491118
590.0008850.00690.497276
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9414037.29210
2-0.170807-1.32310.095416
30.1051530.81450.209287
4-0.056129-0.43480.332644
50.1220050.9450.174213
6-0.106554-0.82540.206218
7-0.441554-3.42030.000565
8-0.018798-0.14560.442361
90.1579961.22380.1129
100.013460.10430.458655
110.3075812.38250.01019
12-0.327009-2.5330.006971
13-0.312743-2.42250.009225
140.0215170.16670.434095
150.0794030.61510.270422
16-0.198673-1.53890.064541
17-0.035834-0.27760.391148
18-0.114865-0.88970.188579
190.0738850.57230.284624
200.0422910.32760.372182
210.0128710.09970.460458
22-0.081413-0.63060.265342
23-0.100074-0.77520.220643
240.1353561.04850.149316
25-0.069478-0.53820.296224
260.0518290.40150.344751
27-0.032736-0.25360.400346
280.0967550.74950.228255
290.0942620.73020.234069
300.0848980.65760.25665
310.0535840.41510.33979
32-0.068973-0.53430.297567
33-0.115902-0.89780.186448
340.0520220.4030.344206
35-0.194408-1.50590.068673
36-0.093204-0.7220.236564
37-0.019076-0.14780.441514
38-0.144328-1.1180.13402
390.0418140.32390.373575
400.0501320.38830.349577
41-0.050215-0.3890.349339
420.0869730.67370.251548
43-0.032681-0.25310.400511
44-0.027806-0.21540.4151
45-0.117603-0.91090.182984
460.0084770.06570.473931
470.0861810.66760.253489
48-0.005588-0.04330.48281
490.0318220.24650.403071
50-0.018562-0.14380.443078
51-0.028477-0.22060.413085
52-0.016401-0.1270.449665
530.0234860.18190.428128
54-0.020319-0.15740.437734
550.0440040.34090.367201
560.001750.01360.494614
570.0291170.22550.411162
58-0.118493-0.91780.181188
59-0.024963-0.19340.423664
60NANANA