Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9472117.33710
20.8899166.89330
30.8320216.44480
40.7732245.98940
50.7175265.55790
60.6582235.09862e-06
70.5982254.63381e-05
80.5489614.25223.8e-05
90.4963923.8450.000147
100.4472233.46420.000494
110.3977533.0810.001556
120.3486792.70090.004488
130.3006012.32840.011638
140.2519231.95140.027842
150.200241.55110.063074
160.1522571.17940.121451
170.1042750.80770.211225
180.0599920.46470.321916
190.0191080.1480.441415
20-0.024479-0.18960.425127
21-0.068066-0.52720.299988
22-0.111653-0.86490.195281
23-0.15154-1.17380.122553
24-0.158128-1.22490.112708
25-0.164717-1.27590.103455
26-0.171306-1.32690.09478
27-0.177894-1.3780.086666
28-0.184483-1.4290.079095
29-0.191072-1.480.072048
30-0.19766-1.53110.065504
31-0.215063-1.66590.050476
32-0.236371-1.83090.036039
33-0.257979-1.99830.025111
34-0.279588-2.16570.017161
35-0.301196-2.33310.011508
36-0.324006-2.50970.007399
37-0.348318-2.69810.004522
38-0.346751-2.68590.004671
39-0.343476-2.66060.004996
40-0.340503-2.63750.00531
41-0.337529-2.61450.005641
42-0.335757-2.60080.005848
43-0.332578-2.57610.006235
44-0.32679-2.53130.007001
45-0.322204-2.49580.007667
46-0.31501-2.44010.008828
47-0.307816-2.38430.010145
48-0.300621-2.32860.011634
49-0.290518-2.25030.014053
50-0.278708-2.15890.017435
51-0.267198-2.06970.021397
52-0.252779-1.9580.027441
53-0.23836-1.84630.034889
54-0.209142-1.620.055237
55-0.176225-1.3650.08867
56-0.143307-1.110.135704
57-0.10748-0.83250.204204
58-0.071653-0.5550.290471
59-0.035827-0.27750.39117
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9472117.33710
2-0.070945-0.54950.292337
3-0.03442-0.26660.395341
4-0.040033-0.31010.378781
5-0.002078-0.01610.493606
6-0.070172-0.54360.294382
7-0.039873-0.30890.379251
80.0685440.53090.29871
9-0.072054-0.55810.289417
10-0.001621-0.01260.495012
11-0.040693-0.31520.376849
12-0.024561-0.19020.424879
13-0.037411-0.28980.38649
14-0.041371-0.32050.374866
15-0.0604-0.46790.32079
16-0.01095-0.08480.466344
17-0.037162-0.28790.387226
18-0.010848-0.0840.466656
19-0.01062-0.08230.467356
20-0.06868-0.5320.298347
21-0.046728-0.3620.359329
22-0.052043-0.40310.344145
23-0.004943-0.03830.484793
240.2773562.14840.017864
25-0.04622-0.3580.360792
26-0.027012-0.20920.417486
27-0.037089-0.28730.387439
28-0.010218-0.07910.468589
29-0.054265-0.42030.337872
30-0.025111-0.19450.423217
31-0.08186-0.63410.264219
32-0.095676-0.74110.230761
33-0.020671-0.16010.436664
34-0.042725-0.33090.370918
35-0.0387-0.29980.382696
36-0.059292-0.45930.32385
37-0.067794-0.52510.300714
380.2079351.61070.056252
39-0.018454-0.14290.443408
40-0.028255-0.21890.41375
41-0.018945-0.14670.441913
42-0.01657-0.12840.44915
43-0.053918-0.41760.338849
44-0.012278-0.09510.462274
45-0.00112-0.00870.496555
46-0.007327-0.05680.477465
470.089170.69070.246207
48-0.047973-0.37160.35575
490.0049590.03840.484744
50-0.008059-0.06240.475216
51-0.0263-0.20370.419633
520.003030.02350.490675
53-0.009186-0.07120.471755
540.1164290.90190.185369
55-0.00523-0.04050.48391
560.0189520.14680.441892
570.0064930.05030.480026
58-0.00315-0.02440.490308
59-0.020626-0.15980.4368
60NANANA