Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.150315-1.79120.037695
2-0.121051-1.44250.075682
30.0787580.93850.174788
4-0.145475-1.73350.042585
5-0.011174-0.13320.447129
6-0.061946-0.73820.230814
7-0.060237-0.71780.237027
80.035420.42210.336802
90.0151690.18080.428409
10-0.159525-1.9010.029667
110.0634880.75650.225287
120.3656974.35781.3e-05
13-0.09936-1.1840.119193
14-0.075372-0.89820.185311
150.0808980.9640.16834
16-0.131967-1.57260.059022
170.0244460.29130.385622
18-0.053887-0.64210.26091
19-0.089269-1.06380.144622
200.1394261.66150.049414
21-0.044227-0.5270.299501
22-0.170554-2.03240.021989
230.1137531.35550.088702
240.2959533.52670.000284
25-0.09988-1.19020.117975
260.0134690.16050.436359
27-0.060905-0.72580.234588
28-0.098191-1.17010.121965
290.0700340.83460.202686
30-0.114979-1.37010.086403
31-0.014583-0.17380.431145
320.0727650.86710.193675
33-0.042227-0.50320.307804
34-0.102699-1.22380.111526
350.1205751.43680.076486
360.1224121.45870.073427
37-0.030048-0.35810.360413
380.0043910.05230.479174
39-0.027949-0.33310.369793
40-0.065922-0.78560.216718
410.0746670.88980.187549
42-0.110003-1.31080.096014
430.0268230.31960.37486
440.0863331.02880.152666
45-0.095462-1.13760.12861
46-0.006968-0.0830.466973
470.0385130.45890.323493
480.0980821.16880.122226
490.0469870.55990.28821
50-0.041271-0.49180.311809
51-0.068837-0.82030.206712
52-0.015981-0.19040.42462
530.0089670.10690.457526
54-0.051595-0.61480.269827
550.0233130.27780.390781
560.0423350.50450.307354
57-0.05686-0.67760.249573
58-0.022995-0.2740.392236
590.1078191.28480.100476
60-0.062571-0.74560.228566


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.150315-1.79120.037695
2-0.146967-1.75130.041026
30.0374320.44610.328117
4-0.150492-1.79330.037525
5-0.046108-0.54940.291783
6-0.122073-1.45470.073985
7-0.092273-1.09960.136691
8-0.040892-0.48730.313403
9-0.012774-0.15220.439614
10-0.202159-2.4090.008639
11-0.033996-0.40510.343005
120.3410864.06454e-05
130.0357010.42540.335584
14-0.066139-0.78810.215965
150.0409240.48770.313268
16-0.042227-0.50320.307806
170.0166870.19890.421331
18-0.024676-0.2940.384577
19-0.069796-0.83170.203483
200.040550.48320.314846
21-0.003333-0.03970.484189
22-0.109109-1.30020.097821
23-0.033094-0.39440.346954
240.225152.6830.004082
250.029690.35380.362008
260.035860.42730.334898
27-0.109834-1.30880.096354
28-0.032986-0.39310.347429
290.0432230.51510.303656
30-0.013668-0.16290.435424
31-0.025716-0.30640.37986
32-0.101619-1.21090.113967
330.0228250.2720.393013
34-0.002043-0.02430.490305
35-0.007793-0.09290.463072
36-0.041426-0.49360.311159
370.0178950.21320.41572
380.0043880.05230.479187
390.039110.4660.320947
40-0.042252-0.50350.3077
410.027320.32560.372621
420.0152360.18160.428093
430.0535550.63820.262192
44-0.026447-0.31510.376556
45-0.018401-0.21930.413374
460.0447430.53320.297375
47-0.006718-0.080.468156
480.0220250.26250.396674
490.0475870.56710.285783
50-0.018092-0.21560.414806
51-0.012795-0.15250.439517
520.009190.10950.456474
53-0.029394-0.35030.36333
540.0196490.23410.407605
55-0.007352-0.08760.465155
560.0090030.10730.457359
57-0.025399-0.30270.381295
58-0.023269-0.27730.390984
590.0907571.08150.140656
60-0.127793-1.52280.065013