Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.89767510.73460
20.8243199.85740
30.7742939.25920
40.7090898.47950
50.6719218.0350
60.6559487.8440
70.6535647.81550
80.6602627.89560
90.6592187.88310
100.6519797.79650
110.6733548.05210
120.68138.14720
130.6185377.39660
140.5775476.90650
150.548496.5590
160.4997475.97610
170.4881675.83760
180.4683555.60070
190.4600055.50090
200.4677095.5930
210.4484255.36240
220.4368895.22440
230.4570075.4650
240.453575.42390
250.392184.68983e-06
260.3540224.23352e-05
270.3101123.70840.000149
280.2739783.27630.00066
290.2677433.20170.000842
300.2472872.95710.001817
310.2488392.97570.001717
320.2530833.02640.001468
330.2395192.86420.002405
340.2326932.78260.00306
350.2450892.93080.001968
360.2316432.770.003175
370.1965382.35030.010064
380.168752.0180.022733
390.1366841.63450.052177
400.1071761.28160.101021
410.0999691.19550.116944
420.076240.91170.181732
430.0748580.89520.1861
440.0666960.79760.213222
450.0401160.47970.316079
460.0326290.39020.348492
470.0254580.30440.380622
480.0091290.10920.45661
49-0.024818-0.29680.383531
50-0.065638-0.78490.216902
51-0.102155-1.22160.111935
52-0.12644-1.5120.06637
53-0.141657-1.6940.046224
54-0.157953-1.88880.030469
55-0.16092-1.92430.02815
56-0.170493-2.03880.021656
57-0.192714-2.30450.011317
58-0.203189-2.42980.008174
59-0.212262-2.53830.006105
60-0.242339-2.8980.002174


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.89767510.73460
20.0952681.13920.128254
30.1002951.19940.116187
4-0.072331-0.8650.194257
50.1086821.29970.097906
60.1146241.37070.086307
70.1349581.61390.05438
80.0991761.1860.1188
90.0259960.31090.378177
100.0146760.17550.430467
110.1989062.37860.009351
120.0575920.68870.246064
13-0.31564-3.77450.000117
14-0.037095-0.44360.329003
150.0381780.45650.324348
16-0.049505-0.5920.277396
170.0851651.01840.155098
18-0.114565-1.370.086417
19-0.000408-0.00490.498056
200.0657370.78610.216556
21-0.042744-0.51110.30502
220.0050520.06040.475955
230.0960281.14830.126376
240.0081450.09740.461274
25-0.228351-2.73070.003558
26-0.04144-0.49560.310486
27-0.052648-0.62960.264986
280.0786260.94020.174343
290.0432090.51670.303082
30-0.095138-1.13770.128578
31-0.004442-0.05310.478856
320.0010190.01220.495148
330.108261.29460.098772
34-0.03348-0.40040.344742
35-0.007017-0.08390.466624
36-0.015382-0.18390.427158
370.0058160.06960.472323
38-0.009903-0.11840.452948
39-0.009433-0.11280.455172
40-0.069576-0.8320.203394
410.009470.11320.454996
42-0.033979-0.40630.342555
43-0.028097-0.3360.368684
44-0.061675-0.73750.231004
450.0009360.01120.495543
46-0.014362-0.17170.43194
47-0.057193-0.68390.247564
48-0.009763-0.11670.453613
49-0.060048-0.71810.236943
50-0.081733-0.97740.165014
510.0050390.06030.476015
52-0.032245-0.38560.350184
53-0.036868-0.44090.329985
540.0053330.06380.474619
55-0.040483-0.48410.314526
56-0.018855-0.22550.410967
57-0.021864-0.26150.397057
58-0.02427-0.29020.386032
590.0016740.020.49203
60-0.113328-1.35520.088745