Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9612358.96580
20.9002298.39680
30.8221657.66860
40.7307546.8160
50.6349595.92250
60.5404875.04131e-06
70.4504164.20123.2e-05
80.3656973.4110.000492
90.2908542.71290.004019
100.23372.17980.015986
110.1896691.76910.04019
120.1518791.41660.08008
130.1155561.07780.142044
140.0769680.71790.237369
150.0335660.31310.377483
16-0.010718-0.10.4603
17-0.054681-0.510.305662
18-0.096705-0.9020.184772
19-0.137021-1.2780.102316
20-0.175295-1.6350.052827
21-0.210569-1.96410.026358
22-0.242563-2.26250.013079
23-0.27096-2.52730.00665
24-0.295592-2.75710.003553
25-0.315838-2.94590.002065
26-0.331653-3.09350.00133
27-0.344832-3.21640.000912
28-0.356384-3.32410.00065
29-0.362619-3.38230.00054
30-0.365721-3.41120.000491
31-0.366621-3.41960.000478
32-0.363369-3.38930.000528
33-0.357979-3.3390.00062
34-0.349819-3.26290.000788
35-0.339247-3.16430.001071
36-0.328415-3.06330.001457
37-0.312704-2.91670.00225
38-0.297465-2.77460.003382
39-0.281556-2.62620.005101
40-0.265229-2.47390.007654
41-0.24585-2.29310.012126
42-0.225536-2.10370.019147
43-0.209304-1.95230.027062
44-0.191293-1.78430.038933
45-0.172569-1.60960.055552
46-0.158487-1.47830.071473
47-0.142794-1.33190.093187
48-0.126102-1.17620.121361
49-0.108022-1.00760.158229
50-0.089306-0.8330.203565
51-0.071701-0.66880.252701
52-0.053126-0.49550.31074
53-0.035034-0.32680.37231
54-0.017364-0.1620.435855
550.0002070.00190.499232
560.0174820.16310.435425
570.0347570.32420.373287
580.0508320.47410.318297
590.0661080.61660.269549
600.0813840.75910.224922


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9612358.96580
2-0.312292-2.91290.002275
3-0.192622-1.79670.03793
4-0.141232-1.31730.095595
5-0.023537-0.21950.413372
60.0095370.0890.464661
70.0034590.03230.487167
8-0.023303-0.21740.41422
90.030220.28190.389357
100.1288691.2020.116311
110.0144530.13480.446538
12-0.090198-0.84130.20124
13-0.120345-1.12250.132369
14-0.103184-0.96240.169248
15-0.081532-0.76050.224511
160.0071150.06640.473619
170.0011030.01030.495908
180.0109860.10250.459309
19-0.004868-0.04540.481944
20-0.019562-0.18250.427823
21-0.037379-0.34870.364097
22-0.058978-0.55010.291826
23-0.068134-0.63550.263382
24-0.059161-0.55180.291245
25-0.013109-0.12230.451481
260.0123360.11510.454329
27-0.009608-0.08960.4644
28-0.029992-0.27970.390168
290.0265550.24770.402478
30-0.028936-0.26990.393939
31-0.048149-0.44910.327238
32-0.020002-0.18660.426218
33-0.043773-0.40830.342034
34-0.005846-0.05450.478319
350.001060.00990.496068
36-0.035602-0.33210.370317
370.0460740.42980.334219
38-0.044458-0.41470.339699
39-0.01965-0.18330.427501
40-0.034892-0.32550.372809
410.0277080.25840.398337
42-0.020247-0.18890.425325
43-0.099949-0.93230.17689
440.0248950.23220.408462
450.0059060.05510.478098
46-0.068141-0.63560.263361
470.0301040.28080.389767
48-0.006495-0.06060.475917
490.009120.08510.466203
500.0005820.00540.49784
51-0.04749-0.4430.329448
52-0.013402-0.1250.450405
53-0.017895-0.16690.433913
54-0.000927-0.00860.496561
55-0.019313-0.18010.428732
560.0045480.04240.483131
570.0304210.28370.388638
58-0.005932-0.05530.477999
590.0003870.00360.498563
600.0064840.06050.475958