Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9672298.20720
20.931847.90690
30.8960777.60350
40.8605917.30240
50.826837.01590
60.7894056.69830
70.7494646.35940
80.7067245.99680
90.6627725.62380
100.6206795.26661e-06
110.5784814.90863e-06
120.5365384.55271.1e-05
130.4942764.19413.8e-05
140.4521813.83690.000132
150.4096673.47610.000433
160.3671223.11510.00132
170.3261982.76790.003584
180.2844062.41330.009178
190.2410522.04540.022236
200.1971231.67260.049368
210.1568251.33070.093743
220.1183851.00450.159243
230.0822530.69790.24373
240.0471530.40010.34513
250.0116550.09890.460748
26-0.023121-0.19620.422509
27-0.055928-0.47460.318267
28-0.087982-0.74660.228883
29-0.114217-0.96920.167854
30-0.140701-1.19390.118221
31-0.166505-1.41280.081006
32-0.190825-1.61920.054888
33-0.213365-1.81050.037199
34-0.234954-1.99360.02499
35-0.255566-2.16860.016711
36-0.27576-2.33990.011033
37-0.296157-2.5130.007106
38-0.316701-2.68730.00447
39-0.336761-2.85750.002789
40-0.355758-3.01870.001755
41-0.372325-3.15930.001156
42-0.386123-3.27640.00081
43-0.399017-3.38580.000576
44-0.411857-3.49470.000408
45-0.419392-3.55870.000332
46-0.425749-3.61260.000279
47-0.429222-3.64210.000253
48-0.430392-3.6520.000245
49-0.43075-3.6550.000243
50-0.43012-3.64970.000247
51-0.42725-3.62530.000267
52-0.422343-3.58370.000306
53-0.412663-3.50160.000399
54-0.401268-3.40490.000543
55-0.389704-3.30670.000737
56-0.377774-3.20550.001005
57-0.363487-3.08430.001447
58-0.348338-2.95570.002107
59-0.332047-2.81750.003121
60-0.313461-2.65980.004816


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9672298.20720
2-0.057276-0.4860.314221
3-0.022565-0.19150.424348
4-0.01418-0.12030.452281
50.0074910.06360.474749
6-0.077667-0.6590.25599
7-0.056091-0.4760.317775
8-0.06332-0.53730.296363
9-0.040831-0.34650.365002
100.0004570.00390.498457
11-0.029163-0.24750.402629
12-0.021629-0.18350.427451
13-0.027872-0.23650.406856
14-0.019278-0.16360.43526
15-0.036283-0.30790.379534
16-0.030258-0.25680.399052
17-0.007804-0.06620.473695
18-0.046855-0.39760.346058
19-0.056991-0.48360.315075
20-0.042233-0.35840.36056
210.0232990.19770.421918
22-0.012389-0.10510.458284
23-0.000408-0.00350.498623
24-0.018059-0.15320.439322
25-0.034559-0.29320.385088
26-0.023189-0.19680.422282
27-0.008356-0.07090.471835
28-0.034619-0.29370.384898
290.0483240.410.341497
30-0.04155-0.35260.362723
31-0.023104-0.1960.422564
32-0.010998-0.09330.462953
33-0.002448-0.02080.491742
34-0.031449-0.26690.395171
35-0.02443-0.20730.418181
36-0.032407-0.2750.392058
37-0.038619-0.32770.372046
38-0.038332-0.32530.372965
39-0.036172-0.30690.37989
40-0.027213-0.23090.409021
41-0.002805-0.02380.490539
420.0072250.06130.475644
43-0.020451-0.17350.431361
44-0.033118-0.2810.389754
450.0541620.45960.323602
46-0.023439-0.19890.421457
470.0051230.04350.482725
48-0.001004-0.00850.496612
49-0.006016-0.0510.479716
50-0.020861-0.1770.429999
510.0097870.0830.467022
52-0.000883-0.00750.497021
530.0461810.39190.348159
540.0056880.04830.480821
55-0.013737-0.11660.453766
56-0.013846-0.11750.453399
570.0281020.23850.406104
58-0.014167-0.12020.452324
59-0.008803-0.07470.470331
600.0162840.13820.445243