Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9664878.08620
20.9215447.71020
30.8696057.27560
40.8061376.74460
50.7310566.11650
60.6466045.40990
70.5597754.68347e-06
80.4720273.94939.2e-05
90.3828653.20330.001023
100.2953642.47120.007951
110.214171.79190.038737
120.1310521.09650.138318
130.0513030.42920.334537
14-0.014056-0.11760.453361
15-0.081015-0.67780.250061
16-0.146977-1.22970.111463
17-0.209651-1.75410.041898
18-0.26297-2.20020.015549
19-0.307532-2.5730.006102
20-0.353595-2.95840.002108
21-0.394601-3.30150.000758
22-0.426826-3.57110.000324
23-0.447742-3.74610.000183
24-0.461781-3.86350.000123
25-0.464159-3.88340.000115
26-0.46501-3.89060.000113
27-0.461356-3.860.000125
28-0.451988-3.78160.000162
29-0.445936-3.7310.000192
30-0.442144-3.69920.000213
31-0.436751-3.65410.000247
32-0.429753-3.59560.000299
33-0.417774-3.49530.000413
34-0.401319-3.35770.000637
35-0.382554-3.20070.001031
36-0.357859-2.99410.001901
37-0.329619-2.75780.003709
38-0.30189-2.52580.006905
39-0.275694-2.30660.01202
40-0.245248-2.05190.021961
41-0.211802-1.77210.040368
42-0.175904-1.47170.07279
43-0.139717-1.1690.123194
44-0.109004-0.9120.182451
45-0.07711-0.64510.260471
46-0.042123-0.35240.36279
47-0.013396-0.11210.455541
480.0166530.13930.444794
490.0432510.36190.359272
500.0702730.5880.279229
510.0965030.80740.211086
520.1255121.05010.148639
530.1534471.28380.101717
540.1754451.46790.073308
550.1898211.58820.058379
560.2024371.69370.047383
570.2133211.78480.039316
580.2083291.7430.042862
590.1982621.65880.050817
600.1833681.53420.064748


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9664878.08620
2-0.19049-1.59380.057748
3-0.104094-0.87090.19339
4-0.181529-1.51880.066661
5-0.171004-1.43070.078479
6-0.1414-1.1830.120398
7-0.030768-0.25740.398805
8-0.02254-0.18860.425482
9-0.038604-0.3230.373833
10-0.009736-0.08150.467657
110.038040.31830.375615
12-0.129883-1.08670.140453
13-0.031709-0.26530.395779
140.1290911.08010.141912
15-0.169302-1.41650.080535
16-0.083318-0.69710.244027
17-0.066447-0.55590.290015
180.0285350.23870.406003
190.0169320.14170.443878
20-0.119089-0.99640.16125
21-0.010186-0.08520.466165
22-0.00811-0.06790.473048
230.0786020.65760.256466
240.0217910.18230.427931
250.0512010.42840.334844
26-0.123543-1.03360.152433
27-0.020086-0.1680.433514
28-0.059383-0.49680.310433
29-0.181992-1.52270.066175
30-0.144066-1.20530.116066
310.0280920.2350.407434
320.0011110.00930.496305
330.0220620.18460.427046
340.0842320.70470.241656
350.0365440.30580.380351
360.0663750.55530.290219
37-0.026683-0.22320.411998
38-0.096199-0.80490.211813
39-0.203272-1.70070.046719
400.0341730.28590.387894
410.0366920.3070.379882
42-0.012532-0.10480.458398
430.0077540.06490.474229
44-0.081221-0.67950.249517
450.0852040.71290.239149
460.0994450.8320.204114
47-0.118723-0.99330.16199
480.0437650.36620.357674
49-0.022177-0.18550.42667
500.0038510.03220.487194
51-0.062158-0.520.302336
520.0028610.02390.490486
53-0.014817-0.1240.450848
54-0.081989-0.6860.247498
55-0.086205-0.72120.236581
56-0.017644-0.14760.441532
570.0144290.12070.45213
58-0.072179-0.60390.273933
590.0385790.32280.373915
60-0.105525-0.88290.19016