Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9589167.48940
20.9019777.04470
30.8374226.54050
40.764195.96850
50.6807215.31661e-06
60.5854794.57271.2e-05
70.4897023.82470.000155
80.3970033.10070.001461
90.2987222.33310.011478
100.1995361.55840.062152
110.1123190.87720.1919
120.0253890.19830.421736
13-0.048756-0.38080.352338
14-0.120594-0.94190.174988
15-0.192875-1.50640.068562
16-0.253964-1.98350.025907
17-0.309141-2.41450.009386
18-0.355489-2.77650.003644
19-0.393319-3.07190.001588
20-0.431137-3.36730.000659
21-0.464493-3.62780.000293
22-0.4926-3.84730.000144
23-0.509687-3.98089.3e-05
24-0.512272-4.0018.7e-05
25-0.509001-3.97549.4e-05
26-0.500221-3.90680.000118
27-0.480021-3.74910.000198
28-0.456104-3.56230.00036
29-0.431527-3.37030.000653
30-0.405713-3.16870.001197
31-0.383852-2.9980.001964
32-0.350853-2.74020.004021
33-0.313005-2.44460.008702
34-0.275496-2.15170.017695
35-0.236873-1.850.034577
36-0.202821-1.58410.059173
37-0.16559-1.29330.100391
38-0.123624-0.96550.169045
39-0.08864-0.69230.245689
40-0.051451-0.40180.344603
41-0.015631-0.12210.451618
420.017980.14040.444391
430.0512170.40.34527
440.0884210.69060.246222
450.1264050.98730.163709
460.1567271.22410.112816
470.1747971.36520.088601
480.1924471.50310.068992
490.2087741.63060.054067
500.2053281.60370.056977
510.1961231.53180.065375
520.1803851.40890.081978
530.1652831.29090.100804
540.1462971.14260.128831
550.1220580.95330.172099
560.0996420.77820.21972
570.0801820.62620.266746
580.0591380.46190.322904
590.0359650.28090.389871
600.0162040.12660.449854


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9589167.48940
2-0.217988-1.70250.046873
3-0.091425-0.71410.23896
4-0.121162-0.94630.173862
5-0.140467-1.09710.138459
6-0.163897-1.28010.102683
7-0.015351-0.11990.45248
8-0.005438-0.04250.483132
9-0.136438-1.06560.145399
10-0.057766-0.45120.326736
110.0911580.7120.239599
12-0.13205-1.03130.153225
130.0892740.69730.244147
14-0.09243-0.72190.236556
15-0.130504-1.01930.15605
160.0205680.16060.436453
17-0.046841-0.36580.357874
18-0.008137-0.06360.474767
19-0.017476-0.13650.445941
20-0.11597-0.90580.184315
21-0.068641-0.53610.296918
22-0.076983-0.60130.27495
230.0981040.76620.223251
240.0406120.31720.376091
25-0.036443-0.28460.388446
26-0.006571-0.05130.47962
270.0015060.01180.495326
28-0.045135-0.35250.362833
29-0.069941-0.54630.29344
30-0.058153-0.45420.325654
31-0.126777-0.99020.163004
320.0661820.51690.303548
330.0442410.34550.365441
34-0.011564-0.09030.464166
35-0.003554-0.02780.488972
36-0.084134-0.65710.256792
37-0.002976-0.02320.490765
380.0365360.28540.38817
39-0.072639-0.56730.286286
400.05760.44990.3272
41-0.073627-0.5750.283688
420.009310.07270.471135
43-0.026413-0.20630.418624
440.129661.01270.157608
450.0357210.2790.390597
46-0.17527-1.36890.088025
47-0.093699-0.73180.233542
480.0503410.39320.347781
490.0042720.03340.486747
50-0.166138-1.29760.099659
51-0.04312-0.33680.368721
52-0.088013-0.68740.247218
53-0.018089-0.14130.444058
540.0187250.14620.442105
550.0484740.37860.353152
56-0.00257-0.02010.492026
57-0.0371-0.28980.386491
58-0.046181-0.36070.359792
59-0.037467-0.29260.385402
600.0474550.37060.356095