Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9132667.13280
20.8017276.26170
30.6749095.27121e-06
40.5070523.96029.9e-05
50.3191532.49270.007705
60.149481.16750.123781
7-0.00714-0.05580.477855
8-0.177056-1.38290.085876
9-0.316896-2.4750.008058
10-0.43016-3.35970.000675
11-0.514347-4.01728.2e-05
12-0.591847-4.62251e-05
13-0.589474-4.60391.1e-05
14-0.542751-4.2393.9e-05
15-0.483714-3.77790.000181
16-0.415143-3.24240.000962
17-0.325663-2.54350.006763
18-0.243056-1.89830.031193
19-0.179551-1.40230.082942
20-0.106513-0.83190.204358
21-0.037343-0.29170.385769
220.0296870.23190.408711
230.0735040.57410.284009
240.115550.90250.185177
250.1498251.17020.123242
260.1554431.2140.114704
270.147841.15470.126365
280.1475841.15270.126772
290.1422231.11080.135507
300.1271680.99320.162264
310.1171310.91480.181943
320.1138950.88950.188601
330.102890.80360.212374
340.0773360.6040.274037
350.0601720.470.320032
360.050650.39560.346893
370.0232390.18150.428287
38-0.000584-0.00460.498188
39-0.013339-0.10420.458683
40-0.026521-0.20710.418297
41-0.042609-0.33280.370217
42-0.045865-0.35820.360709
43-0.045639-0.35650.361365
44-0.054797-0.4280.335087
45-0.055223-0.43130.333882
46-0.051592-0.40290.344199
47-0.039167-0.30590.380359
48-0.043971-0.34340.366231
49-0.04837-0.37780.353451
50-0.032844-0.25650.399205
51-0.022012-0.17190.432035
52-0.013897-0.10850.456962
53-0.001747-0.01360.49458
540.0009780.00760.496965
550.0007970.00620.497528
560.0070840.05530.478029
570.005570.04350.482721
580.0012580.00980.496097
59-0.008298-0.06480.474268
60-0.008285-0.06470.474309


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9132667.13280
2-0.194813-1.52150.066646
3-0.137843-1.07660.142953
4-0.317901-2.48290.007899
5-0.207619-1.62160.055028
60.0066630.0520.479335
7-0.020683-0.16150.436102
8-0.238288-1.86110.033776
9-0.038732-0.30250.381647
10-0.095764-0.74790.228686
110.0241360.18850.425553
12-0.20952-1.63640.053452
130.3032742.36860.010518
140.0589740.46060.323362
15-0.004894-0.03820.484817
16-0.250413-1.95580.027537
17-0.04437-0.34650.365064
18-0.130044-1.01570.156898
19-0.000952-0.00740.497045
20-0.096939-0.75710.225948
210.0524540.40970.341738
220.0217410.16980.432863
23-0.053809-0.42030.337886
24-0.152523-1.19120.119086
250.1497521.16960.123356
26-0.058217-0.45470.325472
270.0417360.3260.372782
28-0.090083-0.70360.242187
290.0504850.39430.347367
30-0.086937-0.6790.249854
31-0.037749-0.29480.384562
32-0.024264-0.18950.425163
330.0720220.56250.287915
34-0.076214-0.59530.276938
350.0124790.09750.46134
36-0.032902-0.2570.399031
37-0.029957-0.2340.407895
38-0.050308-0.39290.347876
39-0.037718-0.29460.384654
400.0438180.34220.366678
410.0652150.50930.306174
420.0209440.16360.435304
43-0.089713-0.70070.243082
44-0.02029-0.15850.437304
450.0238550.18630.426409
46-0.038828-0.30330.381362
470.0291910.2280.410208
48-0.086316-0.67410.251382
49-0.071689-0.55990.288796
500.0900640.70340.242235
51-0.025391-0.19830.421732
520.0815530.63690.263271
53-0.051116-0.39920.345561
54-0.074-0.5780.282709
550.0314010.24530.403543
560.0297730.23250.408452
57-0.078271-0.61130.271631
58-0.059699-0.46630.321344
59-0.016028-0.12520.450397
600.0735620.57450.283858