Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9611587.44510
20.9165317.09940
30.8705736.74340
40.8259966.39810
50.7825886.06190
60.7370765.70940
70.686825.32011e-06
80.632914.90254e-06
90.5811944.50191.6e-05
100.5341324.13745.6e-05
110.4854243.76010.000194
120.432433.34960.000702
130.37432.89930.002609
140.31322.4260.009144
150.2572821.99290.025413
160.204931.58740.058842
170.1555671.2050.116464
180.1041680.80690.21146
190.0507730.39330.34775
20-0.002953-0.02290.490913
21-0.052191-0.40430.343726
22-0.092171-0.7140.239012
23-0.129234-1.0010.160413
24-0.166195-1.28730.101459
25-0.205013-1.5880.058769
26-0.244167-1.89130.031707
27-0.27842-2.15660.017526
28-0.304759-2.36070.010755
29-0.328662-2.54580.006745
30-0.352096-2.72730.00418
31-0.375248-2.90670.002556
32-0.397639-3.08010.00156
33-0.412335-3.19390.001119
34-0.417892-3.2370.000984
35-0.416901-3.22930.001007
36-0.414884-3.21370.001055
37-0.411408-3.18680.001142
38-0.407221-3.15430.001257
39-0.398844-3.08940.001519
40-0.391193-3.03020.001802
41-0.383627-2.97160.002129
42-0.375797-2.91090.002526
43-0.367269-2.84490.003035
44-0.357694-2.77070.003718
45-0.343394-2.65990.005005
46-0.324528-2.51380.007323
47-0.302965-2.34680.011129
48-0.27908-2.16170.017319
49-0.253756-1.96560.02699
50-0.225507-1.74680.042897
51-0.20185-1.56350.061594
52-0.176959-1.37070.087785
53-0.154345-1.19550.118288
54-0.132641-1.02740.154171
55-0.110783-0.85810.197121
56-0.087559-0.67820.250116
57-0.064591-0.50030.309341
58-0.043917-0.34020.367455
59-0.021363-0.16550.434563
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9611587.44510
2-0.09575-0.74170.230587
3-0.035467-0.27470.392235
4-0.004155-0.03220.487217
5-0.011459-0.08880.464783
6-0.054844-0.42480.336244
7-0.085333-0.6610.255576
8-0.069048-0.53480.297368
90.0029750.0230.490844
100.0235990.18280.427786
11-0.06465-0.50080.309181
12-0.086778-0.67220.252024
13-0.090694-0.70250.242537
14-0.069476-0.53820.296229
150.0227860.17650.430247
16-0.015415-0.11940.452677
17-0.012905-0.10.460354
18-0.062905-0.48730.313926
19-0.055632-0.43090.334035
20-0.049678-0.38480.350872
21-0.003537-0.02740.489117
220.0528350.40930.341905
23-0.020683-0.16020.436626
24-0.032785-0.25390.400202
25-0.056831-0.44020.330683
26-0.049758-0.38540.350643
27-0.003541-0.02740.489105
280.0275110.21310.415985
29-0.031372-0.2430.404416
30-0.028863-0.22360.411925
31-0.020465-0.15850.437289
32-0.041262-0.31960.375186
330.0336990.2610.397481
340.0416310.32250.374107
350.0309850.240.405571
36-0.004673-0.03620.485622
370.0085280.06610.473777
38-0.021128-0.16370.435275
390.0025660.01990.492103
40-0.07503-0.58120.281648
41-0.042488-0.32910.371609
42-0.000218-0.00170.499329
430.0053470.04140.48355
44-0.01707-0.13220.447624
450.0113980.08830.464969
460.0066540.05150.479531
470.0088730.06870.472718
480.0334090.25880.398344
490.0274010.21230.416315
500.0350060.27120.393603
51-0.078662-0.60930.272309
52-0.000701-0.00540.497842
53-0.03647-0.28250.389268
540.0011430.00890.496483
550.0170270.13190.447756
560.0203810.15790.437546
57-0.008171-0.06330.474872
58-0.0376-0.29120.385933
590.0285490.22110.412866
60NANANA