Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8543046.72680
20.6344944.9963e-06
30.5094754.01168.2e-05
40.5316514.18624.6e-05
50.6266064.93393e-06
60.6746715.31241e-06
70.597224.70257e-06
80.4474053.52290.000404
90.3277872.5810.006116
100.2966982.33620.011364
110.348142.74130.003993
120.3643872.86920.00281
130.2879272.26710.01344
140.1871071.47330.072867
150.1116480.87910.191365
160.0736290.57980.282089
170.0545480.42950.33452
180.0213750.16830.433444
19-0.038828-0.30570.380415
20-0.104869-0.82570.206059
21-0.158305-1.24650.108637
22-0.188462-1.4840.071444
23-0.189838-1.49480.070021
24-0.211074-1.6620.050781
25-0.26361-2.07570.02104
26-0.297692-2.3440.011148
27-0.299473-2.35810.01077
28-0.276893-2.18030.016522
29-0.258389-2.03460.023089
30-0.26725-2.10430.019705
31-0.303072-2.38640.01004
32-0.344236-2.71050.004339
33-0.364448-2.86970.002806
34-0.332591-2.61880.005538
35-0.277961-2.18870.016198
36-0.276069-2.17380.016775
37-0.316829-2.49470.007642
38-0.337983-2.66130.00495
39-0.321827-2.53410.006908
40-0.260774-2.05330.022132
41-0.205133-1.61520.055671
42-0.192132-1.51280.0677
43-0.22846-1.79890.038451
44-0.266964-2.10210.019808
45-0.244384-1.92430.029456
46-0.147286-1.15970.125302
47-0.053435-0.42070.337697
48-0.047101-0.37090.355999
49-0.098177-0.7730.221215
50-0.140585-1.1070.136292
51-0.130347-1.02640.154357
52-0.063548-0.50040.30929
53-0.000158-0.00120.499506
540.017770.13990.444589
55-0.001177-0.00930.496317
56-0.031555-0.24850.402297
57-0.033233-0.26170.397218
580.00430.03390.48655
590.04250.33460.36951
600.0403380.31760.37592


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8543046.72680
2-0.352902-2.77880.003606
30.3281742.5840.006067
40.3222922.53770.006843
50.1907371.50190.069104
60.0287420.22630.410851
7-0.171783-1.35260.090544
8-0.089088-0.70150.242815
9-0.074104-0.58350.280838
10-0.048661-0.38320.351456
110.0837120.65920.25612
12-0.186286-1.46680.07374
13-0.084157-0.66260.255006
140.1312721.03360.152661
15-0.083896-0.66060.255657
16-0.106659-0.83980.202115
17-0.105043-0.82710.205673
18-0.065518-0.51590.303882
19-0.032692-0.25740.398854
20-0.057598-0.45350.325877
21-0.042627-0.33560.369137
22-0.037527-0.29550.384306
230.0774860.61010.272003
24-0.040158-0.31620.376456
25-0.072423-0.57030.285282
260.0927440.73030.233988
270.0317120.24970.401821
280.0683890.53850.296081
290.0076010.05980.476235
30-0.013933-0.10970.456498
31-0.02829-0.22280.41223
32-0.101291-0.79760.214083
33-0.034763-0.27370.392602
340.0500770.39430.347355
35-0.045247-0.35630.361423
36-0.117013-0.92140.180217
370.0053430.04210.483289
380.0870530.68550.247807
39-0.037473-0.29510.384465
400.074990.59050.27851
41-0.056669-0.44620.328498
42-0.031611-0.24890.40213
43-0.093302-0.73470.232657
44-0.032976-0.25970.397996
450.1182440.93110.177718
460.0712430.5610.28842
470.0216480.17050.432603
48-0.030617-0.24110.405145
490.0139930.11020.456311
50-0.003532-0.02780.48895
51-0.08828-0.69510.244788
52-0.019635-0.15460.438817
53-0.071821-0.56550.286882
54-0.000762-0.0060.497616
550.0767290.60420.273969
56-0.059001-0.46460.321932
57-0.014353-0.1130.455191
58-0.06668-0.5250.300714
59-0.00325-0.02560.489834
60-0.040296-0.31730.376044