Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9607678.80560
20.9200338.43220
30.8808178.07280
40.848727.77870
50.8168957.4870
60.784377.18890
70.7489366.86410
80.711176.5180
90.6737186.17470
100.641215.87680
110.6091615.58310
120.5763285.28210
130.5408314.95682e-06
140.5042284.62137e-06
150.4681164.29042.4e-05
160.4362383.99826.8e-05
170.4087573.74630.000164
180.3795133.47830.000401
190.3475783.18560.001014
200.3142562.88020.002521
210.2824052.58830.005682
220.254092.32880.011137
230.2260572.07180.020674
240.1965611.80150.037605
250.1653351.51530.066722
260.1321251.21090.114656
270.0987720.90530.183958
280.0704310.64550.260179
290.0458090.41980.337836
300.0198760.18220.427945
31-0.007876-0.07220.471315
32-0.035962-0.32960.371261
33-0.063286-0.580.281726
34-0.087472-0.80170.212496
35-0.110464-1.01240.157122
36-0.134853-1.23590.109961
37-0.160961-1.47520.071944
38-0.188219-1.72510.044098
39-0.208653-1.91230.029621
40-0.228109-2.09070.019791
41-0.245009-2.24550.013679
42-0.263226-2.41250.00901
43-0.282328-2.58760.005693
44-0.302365-2.77120.003438
45-0.318936-2.92310.002226
46-0.334296-3.06390.001468
47-0.342972-3.14340.001154
48-0.352973-3.23510.00087
49-0.363975-3.33590.000634
50-0.374409-3.43150.000467
51-0.3834-3.51390.000357
52-0.389138-3.56653e-04
53-0.393931-3.61040.000259
54-0.399071-3.65760.000222
55-0.405394-3.71550.000182
56-0.410855-3.76550.000154
57-0.410919-3.76610.000153
58-0.406898-3.72930.000174
59-0.402785-3.69160.000198
60-0.39934-3.660.00022


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9607678.80560
2-0.039529-0.36230.359023
3-0.001089-0.010.496031
40.071080.65150.258264
5-0.017216-0.15780.437503
6-0.023755-0.21770.414087
7-0.04792-0.43920.330825
8-0.049357-0.45240.326086
9-0.019063-0.17470.430861
100.0358160.32830.371767
11-0.021309-0.19530.422814
12-0.027883-0.25560.39946
13-0.043821-0.40160.34449
14-0.034519-0.31640.376254
15-0.019535-0.1790.429167
160.0224650.20590.418686
170.0284550.26080.397443
18-0.042345-0.38810.349463
19-0.041136-0.3770.353554
20-0.0305-0.27950.39026
21-0.010698-0.0980.461065
220.0104120.09540.4621
23-0.029013-0.26590.395481
24-0.04019-0.36830.356771
25-0.032255-0.29560.384126
26-0.045022-0.41260.340463
27-0.036843-0.33770.368226
280.025510.23380.407854
290.0103970.09530.462155
30-0.040597-0.37210.355387
31-0.029892-0.2740.392393
32-0.018965-0.17380.431215
33-0.023394-0.21440.415374
34-0.000352-0.00320.498718
35-0.023344-0.2140.415551
36-0.045777-0.41960.337941
37-0.032713-0.29980.382529
38-0.036405-0.33370.369734
390.0491860.45080.326647
40-0.031496-0.28870.386775
41-0.002706-0.02480.490138
42-0.033203-0.30430.380823
43-0.027897-0.25570.39941
44-0.026996-0.24740.402593
450.0075030.06880.472669
46-0.031317-0.2870.3874
470.0512810.470.319788
48-0.02987-0.27380.39247
49-0.02648-0.24270.404418
500.0027360.02510.490027
51-0.021807-0.19990.421033
520.0032870.03010.488019
53-0.021193-0.19420.423231
54-0.022399-0.20530.418921
55-0.020716-0.18990.424936
56-0.001456-0.01330.494694
570.0382730.35080.363317
580.0176370.16160.435986
59-0.021815-0.19990.421005
60-0.009401-0.08620.465773