Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.842666.58140
20.6362264.96913e-06
30.5291874.13315.5e-05
40.5483334.28263.3e-05
50.6388534.98963e-06
60.6839045.34151e-06
70.6049174.72457e-06
80.4595833.58950.000331
90.3386872.64520.005184
100.3173572.47860.007985
110.3363082.62670.005444
120.3466422.70740.004393
130.2624322.04970.022352
140.1642051.28250.102262
150.0920370.71880.237494
160.0480620.37540.354343
170.0170240.1330.447331
18-0.019578-0.15290.439486
19-0.080082-0.62550.267002
20-0.146691-1.14570.128198
21-0.193526-1.51150.067914
22-0.209451-1.63590.053509
23-0.220702-1.72370.044911
24-0.237888-1.8580.034001
25-0.294984-2.30390.012325
26-0.326906-2.55320.006595
27-0.322331-2.51750.007231
28-0.299247-2.33720.011364
29-0.285495-2.22980.014727
30-0.294924-2.30340.012339
31-0.328809-2.56810.006346
32-0.378508-2.95620.002212
33-0.38453-3.00330.001935
34-0.324054-2.53090.006985
35-0.280647-2.19190.016106
36-0.268344-2.09580.020127
37-0.296317-2.31430.012017
38-0.318896-2.49070.007744
39-0.300304-2.34550.011136
40-0.245398-1.91660.029987
41-0.191198-1.49330.070256
42-0.167201-1.30590.098248
43-0.19103-1.4920.070427
44-0.211452-1.65150.051888
45-0.170221-1.32950.094323
46-0.085117-0.66480.254346
47-0.046184-0.36070.359781
48-0.050928-0.39780.346098
49-0.085879-0.67070.252459
50-0.100354-0.78380.218098
51-0.070976-0.55430.290687
52-0.014283-0.11160.455771
530.0125960.09840.460977
540.0150380.11750.453445
55-0.006422-0.05020.480081
56-0.023932-0.18690.426173
57-0.004603-0.0360.485719
580.0310820.24280.404503
590.0340660.26610.395543
600.0181940.14210.443734


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.842666.58140
2-0.254719-1.98940.025572
30.2624232.04960.022356
40.2808672.19360.016041
50.2693422.10360.019771
60.0516830.40370.343939
7-0.161316-1.25990.106249
8-0.116504-0.90990.183222
9-0.127042-0.99220.162503
100.0184760.14430.44287
11-0.146335-1.14290.12877
120.0157510.1230.451247
13-0.232271-1.81410.037291
140.1353961.05750.147232
15-0.069247-0.54080.295294
16-0.084446-0.65950.256015
17-0.10991-0.85840.197009
18-0.054208-0.42340.336754
19-0.028882-0.22560.411142
20-0.088359-0.69010.246371
210.0271340.21190.416438
22-0.032114-0.25080.401399
230.0863060.67410.251407
24-0.010248-0.080.468235
25-0.067692-0.52870.299468
260.0920040.71860.237574
270.0311450.24330.404313
280.0675240.52740.299923
29-0.03224-0.25180.401019
300.0197390.15420.438994
31-0.054176-0.42310.336846
32-0.152247-1.18910.119506
330.0148170.11570.454126
340.0394550.30820.379507
35-0.081312-0.63510.263879
36-0.009829-0.07680.469529
37-0.006445-0.05030.48001
380.0068440.05350.478772
390.0195780.15290.439489
400.0072270.05640.477587
41-0.023844-0.18620.426441
42-0.000647-0.00510.497993
43-0.094823-0.74060.230891
440.0467420.36510.358163
450.1169630.91350.182285
460.034070.26610.395533
47-0.06712-0.52420.30101
480.0060910.04760.481106
49-0.039081-0.30520.380614
50-0.038195-0.29830.383239
51-0.063053-0.49250.31208
52-0.051551-0.40260.344315
53-0.074723-0.58360.280818
540.0644630.50350.308222
55-0.027433-0.21430.415531
56-0.021294-0.16630.434231
57-0.002518-0.01970.492186
58-0.051387-0.40130.344785
590.0069430.05420.478467
60-0.062739-0.490.312943