Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.93194313.24540
20.78099411.10
30.618898.79610
40.501137.12240
50.4368396.20870
60.4010425.69990
70.3556275.05440
80.2780043.95125.4e-05
90.1692462.40540.008527
100.0523110.74350.229027
11-0.033635-0.4780.316567
12-0.062737-0.89170.18682
13-0.032507-0.4620.322286
140.0244130.3470.364484
150.0658030.93520.17539
160.0670390.95280.170915
170.0383730.54540.293046
180.0004270.00610.497581
19-0.02715-0.38590.35
20-0.039554-0.56220.287311
21-0.042803-0.60830.271822
22-0.046932-0.6670.252758
23-0.06242-0.88720.188025
24-0.093535-1.32940.092611
25-0.134998-1.91870.028217
26-0.169882-2.41450.008325
27-0.189027-2.68660.00391
28-0.182436-2.59290.005106
29-0.153819-2.18620.014976
30-0.115005-1.63450.051853
31-0.080519-1.14440.126907
32-0.06434-0.91440.180789
33-0.0739-1.05030.147415
34-0.106376-1.51190.066062
35-0.144082-2.04780.020937
36-0.169367-2.40720.008488
37-0.171425-2.43640.00785
38-0.160493-2.2810.011795
39-0.149665-2.12710.017311
40-0.150441-2.13820.016852
41-0.164555-2.33880.010163
42-0.18314-2.60290.004965
43-0.193381-2.74850.003265
44-0.184903-2.6280.004625
45-0.151654-2.15540.016157
46-0.096023-1.36470.086927
47-0.035635-0.50650.306541
480.0100940.14350.443035
490.02920.4150.33929
500.026730.37990.352208
510.0131690.18720.425859
520.0005060.00720.497132
53-0.008964-0.12740.449374
54-0.014329-0.20370.419414
55-0.017344-0.24650.402773
56-0.02096-0.29790.383045
57-0.029866-0.42450.335834
58-0.046208-0.65670.256048
59-0.06416-0.91190.181459
60-0.074537-1.05940.145348


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.93194313.24540
2-0.665672-9.4610
30.367565.2240
40.1885972.68050.00398
5-0.102878-1.46220.072623
6-0.083434-1.18580.118542
7-0.139541-1.98320.024347
8-0.081811-1.16280.123151
9-0.088858-1.26290.10404
10-0.016275-0.23130.408654
110.1983872.81960.002644
120.079511.130.129899
130.127731.81540.035474
14-0.087718-1.24670.106974
15-0.059259-0.84220.200329
160.002280.03240.487092
170.0475310.67550.25005
18-0.156208-2.22010.013761
19-0.076703-1.09020.138472
20-0.068866-0.97880.164433
21-0.003513-0.04990.480117
220.0222140.31570.376269
23-0.006714-0.09540.462038
240.0134280.19080.42442
250.014340.20380.419354
260.0476060.67660.249715
27-0.097017-1.37890.084731
280.1349691.91830.028243
290.0358510.50950.305467
30-0.038383-0.54550.292996
31-0.041993-0.59680.275644
32-0.159705-2.26980.012137
33-0.094835-1.34790.089607
34-0.106808-1.5180.065286
350.0389050.55290.290457
360.0071210.10120.459743
370.0394760.56110.287688
38-0.017032-0.24210.404483
390.0915691.30140.097295
400.0483210.68680.24651
410.0072860.10350.458815
420.0338550.48120.315458
43-0.095522-1.35760.088048
44-0.041584-0.5910.277582
450.0129340.18380.427169
460.039740.56480.286416
47-0.027785-0.39490.346669
48-0.01544-0.21940.413263
49-0.008508-0.12090.451938
50-0.016024-0.22770.410038
51-0.063452-0.90180.184112
52-0.01442-0.20490.418911
530.0002130.0030.498795
540.0345150.49060.312138
550.0454770.64630.259393
560.0200650.28520.3879
57-0.019265-0.27380.392256
580.0095520.13580.446073
59-0.021183-0.30110.381835
60-0.04232-0.60150.274095