Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8413886.51740
20.685955.31331e-06
30.5326944.12625.8e-05
40.4796483.71530.000224
50.4279413.31480.00078
60.377312.92260.002444
70.3333252.58190.006142
80.2952422.28690.012871
90.2638982.04410.022668
100.225691.74820.042773
110.1926191.4920.070467
120.1601531.24050.109803
130.1388121.07520.143287
140.1158340.89720.186586
150.0938550.7270.235026
160.0648840.50260.308547
170.0440780.34140.366988
180.0208430.16140.436141
19-0.000841-0.00650.497413
20-0.021576-0.16710.433917
21-0.040142-0.31090.378463
22-0.061233-0.47430.3185
23-0.082347-0.63790.262996
24-0.10088-0.78140.218816
25-0.115699-0.89620.186864
26-0.131146-1.01590.156889
27-0.146036-1.13120.131238
28-0.163544-1.26680.10506
29-0.17894-1.38610.085429
30-0.191062-1.480.072058
31-0.201353-1.55970.062048
32-0.209072-1.61950.055296
33-0.216804-1.67940.049142
34-0.225247-1.74480.043074
35-0.231721-1.79490.038853
36-0.236743-1.83380.035822
37-0.240701-1.86450.033575
38-0.243771-1.88820.031916
39-0.24585-1.90430.030831
40-0.248528-1.92510.029481
41-0.251812-1.95050.027894
42-0.251521-1.94830.028032
43-0.248225-1.92270.029631
44-0.24187-1.87350.032935
45-0.232346-1.79970.038464
46-0.221138-1.71290.045945
47-0.206386-1.59870.057575
48-0.187351-1.45120.075964
49-0.166279-1.2880.101347
50-0.142859-1.10660.136446
51-0.117945-0.91360.182292
52-0.091351-0.70760.240967
53-0.062752-0.48610.314343
54-0.031597-0.24470.403744
550.000960.00740.497044
560.0374080.28980.386499
570.0764980.59260.277854
580.0516140.39980.345361
590.0260280.20160.420451
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8413886.51740
2-0.075273-0.58310.281018
3-0.084591-0.65520.257409
40.2476671.91840.02991
5-0.041552-0.32190.374338
6-0.045909-0.35560.361689
70.0839650.65040.25896
8-0.0153-0.11850.45303
9-0.012267-0.0950.462307
10-0.009169-0.0710.471807
11-0.002872-0.02220.491162
12-0.015334-0.11880.452924
130.0105040.08140.467712
14-0.015981-0.12380.450948
15-0.015949-0.12350.451045
16-0.029086-0.22530.411255
170.0046570.03610.485673
18-0.030308-0.23480.407595
19-0.027188-0.21060.416957
20-0.004404-0.03410.48645
21-0.022841-0.17690.430081
22-0.03935-0.30480.380784
23-0.017453-0.13520.446456
24-0.017854-0.13830.445234
25-0.022056-0.17080.432462
26-0.029174-0.2260.410993
27-0.020023-0.15510.438632
28-0.036005-0.27890.390643
29-0.025343-0.19630.422518
30-0.016066-0.12440.450688
31-0.02835-0.21960.413465
32-0.019263-0.14920.440945
33-0.020672-0.16010.43666
34-0.033133-0.25660.399164
35-0.017356-0.13440.446754
36-0.020555-0.15920.437017
37-0.026713-0.20690.418389
38-0.020461-0.15850.437302
39-0.02102-0.16280.435603
40-0.029844-0.23120.408984
41-0.027618-0.21390.415666
42-0.012817-0.09930.460623
43-0.017068-0.13220.447631
44-0.016632-0.12880.448962
45-0.00368-0.02850.488677
46-0.009526-0.07380.470714
47-0.0014-0.01080.495692
480.0115790.08970.464417
490.003330.02580.489753
500.0110260.08540.466112
510.0174160.13490.44657
520.0149740.1160.454026
530.0225220.17450.431046
540.0304190.23560.407264
550.0294140.22780.410273
560.0440380.34110.367105
570.0470730.36460.358335
58-0.203417-1.57570.060181
590.009280.07190.471468
60NANANA