Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9619917.69590
20.9217917.37430
30.8817857.05430
40.8355986.68480
50.7848576.27890
60.7343475.87480
70.6863895.49110
80.6396145.11692e-06
90.5946484.75726e-06
100.5467694.37422.3e-05
110.5017154.01378e-05
120.4592873.67430.000245
130.4158173.32650.00073
140.3697342.95790.002168
150.3203442.56280.006374
160.2696442.15720.017377
170.2155741.72460.044714
180.163321.30660.098019
190.1160510.92840.178342
200.072210.57770.282754
210.0329320.26350.396524
22-0.00155-0.01240.495071
23-0.034501-0.2760.391715
24-0.063797-0.51040.305771
25-0.092572-0.74060.23083
26-0.120004-0.960.170327
27-0.147392-1.17910.121355
28-0.173299-1.38640.085219
29-0.199712-1.59770.057518
30-0.224578-1.79660.038557
31-0.246516-1.97210.02646
32-0.269629-2.1570.017382
33-0.288967-2.31170.012011
34-0.311489-2.49190.007653
35-0.332796-2.66240.004901
36-0.352044-2.81640.003225
37-0.37411-2.99290.001962
38-0.395368-3.16290.001194
39-0.414736-3.31790.000749
40-0.429973-3.43980.000515
41-0.443316-3.54650.000368
42-0.451783-3.61430.000297
43-0.454854-3.63880.000274
44-0.450776-3.60620.000305
45-0.442229-3.53780.000378
46-0.427065-3.41650.000553
47-0.404893-3.23910.000951
48-0.379001-3.0320.001753
49-0.357677-2.86140.002846
50-0.334798-2.67840.004695
51-0.313694-2.50960.007315
52-0.296567-2.37250.010341
53-0.28078-2.24620.014074
54-0.261039-2.08830.020377
55-0.237463-1.89970.03099
56-0.217451-1.73960.043367
57-0.194688-1.55750.062141
58-0.169478-1.35580.08996
59-0.142589-1.14070.12912
60-0.114551-0.91640.181447


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9619917.69590
2-0.048743-0.38990.348938
3-0.017515-0.14010.444503
4-0.10452-0.83620.203087
5-0.08269-0.66150.255328
6-0.023833-0.19070.424697
70.0109090.08730.465364
8-0.004542-0.03630.485564
9-0.001221-0.00980.496117
10-0.075068-0.60050.275133
110.0023890.01910.492404
12-0.00226-0.01810.492815
13-0.038977-0.31180.378096
14-0.065062-0.52050.302258
15-0.085711-0.68570.247692
16-0.058728-0.46980.320039
17-0.078805-0.63040.265326
18-0.005675-0.04540.481963
190.0356470.28520.388215
200.0091450.07320.470955
210.0167480.1340.446918
220.0112810.09020.464187
23-0.03405-0.27240.393095
240.0015240.01220.495156
25-0.045028-0.36020.359934
26-0.018874-0.1510.440229
27-0.041004-0.3280.371979
28-0.016808-0.13450.446729
29-0.034118-0.27290.392887
30-0.003423-0.02740.489121
310.0072250.05780.477045
32-0.050084-0.40070.344997
330.0036870.02950.488281
34-0.102401-0.81920.207854
35-0.041516-0.33210.370439
36-0.028574-0.22860.409957
37-0.084034-0.67230.251916
38-0.029026-0.23220.408557
39-0.01676-0.13410.44688
400.0168870.13510.446481
410.0026230.0210.491662
420.02740.21920.413596
430.0363120.29050.386189
440.0548830.43910.331046
450.0171960.13760.445505
460.0610580.48850.313445
470.0613340.49070.312669
480.038690.30950.378966
49-0.080882-0.64710.259954
500.011820.09460.462481
51-0.03812-0.3050.380692
52-0.059929-0.47940.316632
53-0.022245-0.1780.42966
540.0447610.35810.360729
550.0340120.27210.393213
56-0.063859-0.51090.3056
570.0048040.03840.484733
580.0074910.05990.476199
590.0006790.00540.497841
600.0080230.06420.474513