Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4118984.01475.9e-05
20.2884852.81180.002992
30.201921.96810.025988
40.0577540.56290.287408
5-0.04283-0.41750.338644
6-0.129788-1.2650.104479
7-0.022205-0.21640.414558
8-0.156375-1.52420.065396
9-0.209663-2.04350.021884
10-0.15739-1.5340.064171
11-0.046587-0.45410.325405
12-0.271754-2.64870.004731
13-0.04469-0.43560.332064
140.0518730.50560.307157
150.0375880.36640.357456
16-0.095175-0.92760.17797
17-0.011676-0.11380.454816
180.0997820.97260.166621
19-0.065387-0.63730.262728
200.0784880.7650.223081
210.0602910.58760.279082
220.0935180.91150.18217
23-0.021262-0.20720.418135
240.0027430.02670.489365
250.040390.39370.347351
26-0.019459-0.18970.424989
27-0.020094-0.19580.422573
280.0752740.73370.232476
290.0597940.58280.280704
30-0.075727-0.73810.231137
310.0574070.55950.288558
32-0.011312-0.11030.45622
33-0.005325-0.05190.479356
34-0.045723-0.44570.328431
35-0.032428-0.31610.37632
36-0.055503-0.5410.294894
37-0.095513-0.93090.177121
38-0.076849-0.7490.227846
39-0.114948-1.12040.13269
40-0.104707-1.02060.155028
41-0.078728-0.76730.22239
420.0585590.57080.284756
430.0319120.3110.378227
440.0942530.91870.180298
450.0754130.7350.232064
460.0620360.60470.273426
470.0043370.04230.483184
480.0290180.28280.388961
490.0660170.64350.260738
500.0215890.21040.416895
510.0605030.58970.278392
520.0144030.14040.444326
53-0.040126-0.39110.3483
54-0.141414-1.37830.08567
55-0.090988-0.88680.188701
56-0.095521-0.9310.177101
57-0.092943-0.90590.18364
58-0.05864-0.57160.284487
59-0.015669-0.15270.43947
60-0.074131-0.72250.235868


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4118984.01475.9e-05
20.1431041.39480.083163
30.0505980.49320.311515
4-0.085084-0.82930.204507
5-0.097498-0.95030.172187
6-0.109591-1.06820.144077
70.1145371.11640.13354
8-0.143877-1.40230.082037
9-0.130441-1.27140.103348
10-0.027176-0.26490.395838
110.1186211.15620.125254
12-0.308057-3.00260.001711
130.2015471.96440.026201
140.0566540.55220.291057
150.0103280.10070.460014
16-0.27226-2.65370.004667
170.1179381.14950.126614
180.0348280.33950.367507
19-0.030756-0.29980.382505
200.05080.49510.310823
21-0.038849-0.37870.352896
220.0249570.24320.404168
230.0284220.2770.391181
24-0.130014-1.26720.104088
250.045120.43980.330549
260.0848610.82710.20512
270.0077330.07540.470039
28-0.061274-0.59720.275888
290.0555040.5410.294891
30-0.028481-0.27760.390962
310.0754130.7350.232064
32-0.068095-0.66370.254242
33-0.015413-0.15020.440451
340.0261420.25480.399714
35-0.050186-0.48920.312931
36-0.116228-1.13290.130064
370.0724480.70610.240917
38-0.024243-0.23630.406857
39-0.106594-1.0390.150732
40-0.070341-0.68560.247316
410.1320181.28680.100653
420.0344240.33550.368984
430.0094230.09180.463508
440.031390.3060.380156
45-0.033-0.32160.374213
46-0.040848-0.39810.34571
47-0.04873-0.4750.317952
480.011480.11190.455571
490.0652940.63640.26302
500.0746730.72780.234257
51-0.085148-0.82990.204333
52-0.03749-0.36540.357811
53-0.022604-0.22030.413049
54-0.07467-0.72780.234267
55-0.030924-0.30140.38188
560.0085750.08360.466782
57-0.018598-0.18130.428271
580.0369930.36060.359613
59-0.047415-0.46210.322516
60-0.108856-1.0610.145691