Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8915936.96360
20.8116176.33890
30.7494895.85370
40.6771925.2891e-06
50.5850234.56921.2e-05
60.502873.92750.000111
70.4215323.29230.000828
80.3408512.66210.004957
90.2537091.98150.026022
100.1930531.50780.068385
110.1378951.0770.142863
120.0581030.45380.325791
13-0.012414-0.0970.461539
14-0.07236-0.56520.287022
15-0.086272-0.67380.25149
16-0.129747-1.01340.157447
17-0.18768-1.46580.073915
18-0.22211-1.73470.04392
19-0.259531-2.0270.023519
20-0.299378-2.33820.011335
21-0.348923-2.72520.004188
22-0.34443-2.69010.004601
23-0.325563-2.54270.006776
24-0.327367-2.55680.006534
25-0.327975-2.56160.006454
26-0.290942-2.27230.013302
27-0.2879-2.24860.014082
28-0.290684-2.27030.013366
29-0.288305-2.25170.013976
30-0.257574-2.01170.024336
31-0.226606-1.76980.040875
32-0.229475-1.79230.039026
33-0.212234-1.65760.051267
34-0.183034-1.42950.078975
35-0.159962-1.24930.108156
36-0.126806-0.99040.162948
37-0.093814-0.73270.23327
38-0.068158-0.53230.298216
39-0.04283-0.33450.369571
40-0.021214-0.16570.434475
410.0177620.13870.445061
420.0325140.25390.400197
430.0303070.23670.406839
440.0049240.03850.484724
45-0.006811-0.05320.478875
46-0.011518-0.090.464309
47-0.031567-0.24650.403043
48-0.051776-0.40440.343672
49-0.055095-0.43030.334244
50-0.063488-0.49590.310888
51-0.061463-0.480.316457
52-0.055567-0.4340.332913
53-0.043527-0.340.367529
54-0.036656-0.28630.387812
55-0.028827-0.22510.41131
56-0.018259-0.14260.443535
57-0.010276-0.08030.468147
58-0.005036-0.03930.484376
59-0.002874-0.02240.491083
60-0.002406-0.01880.492534


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8915936.96360
20.0813320.63520.263829
30.0598690.46760.32087
4-0.062267-0.48630.314242
5-0.142492-1.11290.13506
6-0.039865-0.31140.378296
7-0.058075-0.45360.32587
8-0.04177-0.32620.372683
9-0.083626-0.65310.25806
100.054880.42860.334853
110.0026860.0210.491667
12-0.146163-1.14160.129047
13-0.051471-0.4020.344545
14-0.052842-0.41270.340634
150.1939851.51510.06746
16-0.107173-0.8370.202916
17-0.139568-1.09010.139986
18-0.013038-0.10180.459612
19-0.087238-0.68140.249113
20-0.016661-0.13010.448446
21-0.16239-1.26830.104755
220.2033381.58810.058715
230.1245110.97250.167331
24-0.03487-0.27230.39314
25-0.077812-0.60770.272812
260.0128360.10030.460236
27-0.099463-0.77680.220129
28-0.086325-0.67420.25136
29-0.026596-0.20770.418071
300.0767580.59950.275531
310.0977370.76330.224099
32-0.122724-0.95850.170795
33-0.070678-0.5520.291479
340.0029980.02340.490699
350.0368250.28760.38731
360.1806551.4110.081668
37-0.031254-0.24410.403984
38-0.086581-0.67620.250728
39-0.005351-0.04180.4834
40-0.008274-0.06460.474342
41-0.040419-0.31570.376662
42-0.179637-1.4030.082842
430.0610010.47640.317735
44-0.058506-0.45690.324666
450.0186520.14570.442328
46-0.123533-0.96480.169222
47-0.017316-0.13520.446431
480.0393230.30710.379897
49-0.016775-0.1310.448096
500.0259530.20270.420023
510.0526340.41110.341226
520.0587560.45890.32397
53-0.017392-0.13580.4462
54-0.108638-0.84850.19974
550.0568060.44370.329426
56-0.046978-0.36690.357477
570.0206830.16150.4361
58-0.003016-0.02360.490642
59-0.017902-0.13980.444632
600.0187760.14660.441949