Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9582758.78270
20.9159378.39470
30.87277.99840
40.8301617.60860
50.7884047.22580
60.7462146.83920
70.7007356.42230
80.6531615.98630
90.6061375.55530
100.5598955.13151e-06
110.5114434.68755e-06
120.4637734.25062.7e-05
130.4184313.8350.000121
140.3741033.42870.000471
150.3319553.04240.001566
160.2888762.64760.00484
170.247512.26850.012933
180.2052131.88080.031731
190.1636461.49980.068702
200.1234441.13140.130557
210.0900110.8250.205865
220.0658750.60380.273818
230.0438010.40140.344558
240.0253340.23220.408478
250.0157410.14430.442816
260.0047210.04330.482795
27-0.005453-0.050.480128
28-0.01036-0.09490.462291
29-0.015383-0.1410.44411
30-0.01921-0.17610.430333
31-0.02362-0.21650.414571
32-0.025734-0.23590.407061
33-0.027848-0.25520.399585
34-0.031009-0.28420.388477
35-0.032573-0.29850.383015
36-0.037247-0.34140.366837
37-0.043666-0.40020.34501
38-0.051598-0.47290.318755
39-0.060228-0.5520.291209
40-0.07037-0.6450.260358
41-0.081908-0.75070.227465
42-0.09461-0.86710.194173
43-0.107894-0.98890.162784
44-0.121643-1.11490.134041
45-0.136091-1.24730.107878
46-0.151585-1.38930.084207
47-0.16801-1.53980.063679
48-0.185017-1.69570.046822
49-0.203072-1.86120.033108
50-0.223601-2.04930.021775
51-0.243051-2.22760.01429
52-0.263316-2.41330.008991
53-0.284745-2.60970.005363
54-0.30521-2.79730.003194
55-0.326141-2.98910.001834
56-0.344894-3.1610.001094
57-0.364228-3.33820.000629
58-0.377543-3.46020.000425
59-0.389029-3.56550.000301
60-0.403974-3.70250.00019


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9582758.78270
2-0.028817-0.26410.396172
3-0.033056-0.3030.381333
4-0.01438-0.13180.447732
5-0.013648-0.12510.450377
6-0.028984-0.26560.395582
7-0.064612-0.59220.277661
8-0.051809-0.47480.318068
9-0.020973-0.19220.424018
10-0.02002-0.18350.427428
11-0.058533-0.53650.296527
12-0.022563-0.20680.418334
13-0.001295-0.01190.495279
14-0.018264-0.16740.43373
15-0.006391-0.05860.476715
16-0.043857-0.4020.344368
17-0.009924-0.0910.463871
18-0.043312-0.3970.346201
19-0.029064-0.26640.3953
20-0.021552-0.19750.421947
210.0472870.43340.33292
220.0830360.7610.224382
23-0.003638-0.03330.486742
240.0194210.1780.429575
250.0915650.83920.201868
26-0.032998-0.30240.381536
27-0.017309-0.15860.437168
280.0393540.36070.359619
29-0.020896-0.19150.424291
30-0.007289-0.06680.473448
31-0.033782-0.30960.37881
320.0041610.03810.484836
33-0.007161-0.06560.473914
34-0.028261-0.2590.398127
350.0013120.0120.495219
36-0.046419-0.42540.335804
37-0.033634-0.30830.379322
38-0.039003-0.35750.360818
39-0.030438-0.2790.390477
40-0.039969-0.36630.357524
41-0.028497-0.26120.397296
42-0.022941-0.21030.416988
43-0.014447-0.13240.447491
44-0.011247-0.10310.459071
45-0.009794-0.08980.464345
46-0.009726-0.08910.464593
47-0.030732-0.28170.389446
48-0.012962-0.11880.45286
49-0.016612-0.15230.439676
50-0.062477-0.57260.284217
51-0.007362-0.06750.473182
52-0.026806-0.24570.403264
53-0.042743-0.39170.348118
54-0.017647-0.16170.435952
55-0.03406-0.31220.377845
560.0008780.0080.496799
57-0.047801-0.43810.331217
580.0315480.28910.386591
59-0.004933-0.04520.482023
60-0.089431-0.81970.207367