Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.5114555.29050
20.3240573.35210.000555
30.1638561.69490.046498
4-0.056721-0.58670.279312
5-0.017145-0.17740.429784
6-0.092105-0.95270.171434
7-0.056982-0.58940.278408
8-0.147196-1.52260.065404
9-0.143409-1.48340.070449
10-0.026076-0.26970.393943
110.0729770.75490.225989
120.143491.48430.070339
130.0919550.95120.171825
140.0147260.15230.43961
150.009630.09960.46042
16-0.097288-1.00640.158258
170.0606120.6270.266006
180.1062821.09940.137033
19-0.000603-0.00620.497517
200.0664160.6870.24678
210.0111320.11510.454271
220.0717170.74180.229903
230.0147770.15290.4394
240.0203530.21050.416827
25-0.042642-0.44110.330017
26-0.172278-1.78210.038788
27-0.168199-1.73990.042379
28-0.124535-1.28820.100228
29-0.048278-0.49940.309264
30-0.083202-0.86060.195679
31-0.049528-0.51230.304741
32-0.093667-0.96890.167389
33-0.080361-0.83130.203839
34-0.051137-0.5290.298961
350.0020040.02070.491752
360.0143110.1480.441299
37-0.050926-0.52680.299718
38-0.057773-0.59760.275682
39-0.096429-0.99750.160394
40-0.084934-0.87860.190804
41-0.044184-0.4570.324283
42-0.032533-0.33650.368566
43-0.036853-0.38120.3519
44-0.033785-0.34950.363712
45-0.031728-0.32820.371702
460.0277330.28690.387383
470.039920.41290.340241
480.0787310.81440.208612
490.0523260.54130.294724
500.0197750.20460.419154
510.0405190.41910.337982
52-0.022382-0.23150.408677
53-0.041314-0.42740.334991
54-0.135878-1.40550.08138
55-0.147757-1.52840.064681
56-0.136453-1.41150.080502
57-0.137984-1.42730.0782
58-0.079284-0.82010.206987
59-0.01558-0.16120.436137
60-0.033772-0.34930.36376


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5114555.29050
20.0846020.87510.191733
3-0.042465-0.43930.330677
4-0.19973-2.0660.020621
50.1052821.0890.13929
6-0.081511-0.84320.20051
70.0382310.39550.346642
8-0.193197-1.99840.024103
90.0220150.22770.410145
100.0999791.03420.151689
110.1600881.6560.05033
12-0.013901-0.14380.442966
13-0.077516-0.80180.212215
14-0.092011-0.95180.17168
150.0955930.98880.162491
16-0.130076-1.34550.090652
170.2227572.30420.011571
180.0096120.09940.460492
19-0.078403-0.8110.209581
200.0473840.49010.312517
210.0612060.63310.264004
220.0368660.38130.351851
23-0.1307-1.3520.089617
240.003520.03640.485512
25-0.084581-0.87490.191792
26-0.031177-0.32250.373854
27-0.056488-0.58430.280118
280.0816480.84460.200117
29-0.034597-0.35790.360572
30-0.11563-1.19610.117153
310.0190740.19730.421983
32-0.119299-1.2340.109947
330.0473490.48980.312646
34-0.046268-0.47860.316601
35-0.009164-0.09480.46233
36-0.000827-0.00860.496597
37-0.024896-0.25750.398634
38-0.007248-0.0750.470188
39-0.098114-1.01490.156222
40-0.034149-0.35320.362301
410.0331570.3430.366145
42-0.050545-0.52280.301084
430.0232840.24090.405064
440.0342170.35390.362041
450.0232930.24090.405029
46-0.032161-0.33270.370016
470.0664270.68710.246745
480.0455950.47160.319074
49-0.039157-0.4050.343128
500.034010.35180.362838
510.0226810.23460.407477
52-0.013723-0.1420.443692
53-0.148893-1.54020.063236
54-0.063205-0.65380.257322
55-0.013996-0.14480.442579
56-0.017757-0.18370.427305
57-0.030366-0.31410.377026
58-0.083732-0.86610.194179
590.0721990.74680.228403
60-0.115575-1.19550.117264