Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9016829.37060
20.7916748.22730
30.6740547.0050
40.5490695.70610
50.4185234.34941.6e-05
60.3047023.16660.001003
70.2101812.18430.015553
80.1233171.28150.101374
90.0474920.49350.311314
10-0.022137-0.23010.409243
11-0.081677-0.84880.198932
12-0.177342-1.8430.034036
13-0.196848-2.04570.021608
14-0.196074-2.03770.022014
15-0.199667-2.0750.020181
16-0.202813-2.10770.018686
17-0.205063-2.13110.017676
18-0.202956-2.10920.01862
19-0.209974-2.18210.015634
20-0.236408-2.45680.007805
21-0.254949-2.64950.004635
22-0.260707-2.70930.003921
23-0.27185-2.82520.002815
24-0.243152-2.52690.006478
25-0.198928-2.06730.020547
26-0.163109-1.69510.046471
27-0.113319-1.17760.120763
28-0.068037-0.70710.240525
29-0.028508-0.29630.383799
300.0026060.02710.48922
310.0258950.26910.394181
320.0535860.55690.28938
330.0749050.77840.219009
340.082080.8530.197773
350.1058321.09980.136924
360.127691.3270.093655
370.1169821.21570.113373
380.117341.21940.112668
390.109481.13780.128871
400.1108311.15180.125976
410.1192511.23930.108962
420.1100841.1440.127571
430.1029341.06970.143565
440.0963171.0010.159543
450.0944870.98190.164162
460.103161.07210.143039
470.0911070.94680.172923
480.060770.63150.264512
490.0531080.55190.291073
500.0357030.3710.355667
510.008070.08390.466659
52-0.019431-0.20190.420174
53-0.056715-0.58940.278411
54-0.075404-0.78360.217488
55-0.087154-0.90570.183546
56-0.089494-0.930.17721
57-0.085976-0.89350.186792
58-0.099293-1.03190.152216
59-0.098583-1.02450.153944
60-0.101586-1.05570.146728


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9016829.37060
2-0.114229-1.18710.118895
3-0.099318-1.03210.152155
4-0.106737-1.10920.134894
5-0.107164-1.11370.133943
60.0053990.05610.47768
70.0153190.15920.436903
8-0.049345-0.51280.304566
9-0.033699-0.35020.363433
10-0.063896-0.6640.254044
11-0.031896-0.33150.370463
12-0.279608-2.90580.002223
130.3634573.77720.00013
140.0122510.12730.449464
15-0.099942-1.03860.150649
16-0.059239-0.61560.269718
17-0.112859-1.17290.121715
180.0103780.10780.457158
19-0.024861-0.25840.398309
20-0.157987-1.64180.051765
210.049510.51450.30397
22-0.001611-0.01670.493336
23-0.01666-0.17310.431436
240.0103020.10710.45747
250.1687681.75390.041143
26-0.029965-0.31140.378045
270.0479460.49830.309655
28-0.067321-0.69960.242836
29-0.065357-0.67920.24923
300.0466950.48530.314236
310.0309760.32190.37407
32-0.077322-0.80360.211709
330.0077510.08060.467974
34-0.023634-0.24560.403225
350.0793910.82510.205581
360.0451250.46890.320025
37-0.086628-0.90030.184991
380.0539970.56120.287928
390.0266080.27650.39134
400.0413070.42930.334288
410.0327930.34080.366958
42-0.141665-1.47220.071934
430.0031490.03270.486978
440.0177310.18430.427074
450.0787190.81810.207558
460.0190150.19760.421861
47-0.086485-0.89880.185384
480.0324180.33690.368426
490.0224270.23310.408073
50-0.027133-0.2820.38925
51-0.07784-0.80890.210165
520.0173860.18070.428479
530.0287250.29850.38294
54-0.034248-0.35590.361299
55-0.01399-0.14540.442336
560.0539560.56070.288071
570.0257210.26730.394872
58-0.04863-0.50540.307163
590.0149340.15520.438477
60-0.198368-2.06150.020828