Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.396681-3.8460.000109
2-0.039667-0.38460.350707
30.0541950.52540.300258
4-0.031524-0.30560.380278
5-0.012404-0.12030.452265
6-0.157049-1.52260.065602
70.202011.95860.026564
8-0.067427-0.65370.257443
9-0.093056-0.90220.184625
10-0.049325-0.47820.316801
110.2867352.780.003283
12-0.389721-3.77850.000138
130.1133911.09940.137208
140.0900130.87270.192523
150.1019760.98870.162675
16-0.194972-1.89030.030897
17-0.017026-0.16510.434621
180.2399692.32660.011068
19-0.266483-2.58370.005658
200.139541.35290.089668
21-0.043033-0.41720.338735
220.1249091.2110.114459
23-0.11474-1.11240.134393
24-0.016316-0.15820.437325
250.0891590.86440.194776
26-0.045826-0.44430.328924
27-0.087943-0.85260.198014
280.1016810.98580.163372
290.0972570.94290.174065
30-0.234353-2.27210.012679
310.1812161.7570.041091
32-0.066541-0.64510.260205
330.0398890.38670.349913
34-0.048737-0.47250.318825
350.0321570.31180.377951
360.0162870.15790.437435
37-0.060565-0.58720.27924
380.0517730.5020.308435
39-0.037182-0.36050.359644
40-0.010152-0.09840.460901
41-0.094522-0.91640.180894
420.1389821.34750.090533
43-0.080722-0.78260.217907
440.0694810.67360.251096
45-0.008009-0.07760.469138
460.0455170.44130.330005
47-0.072829-0.70610.240936
48-0.01381-0.13390.446887
490.0786560.76260.223808
50-0.074849-0.72570.234917
510.0723380.70130.242411
520.0019280.01870.492562
530.0386970.37520.354187
54-0.12918-1.25240.106757
550.0498740.48350.314916
56-0.002344-0.02270.490959
57-0.024415-0.23670.406697
58-0.016619-0.16110.43617
590.0878670.85190.198217
60-0.004258-0.04130.483578


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.396681-3.8460.000109
2-0.233815-2.26690.012844
3-0.072773-0.70560.241103
4-0.055067-0.53390.297338
5-0.049277-0.47780.316964
6-0.239896-2.32590.011087
70.0233740.22660.410605
8-0.010045-0.09740.461312
9-0.11585-1.12320.132105
10-0.230292-2.23280.013969
110.1870691.81370.036457
12-0.321316-3.11530.001218
13-0.138853-1.34620.090733
14-0.09238-0.89570.186361
150.1847271.7910.038256
16-0.222314-2.15540.016842
17-0.111995-1.08580.140166
18-0.035677-0.34590.365094
19-0.118386-1.14780.126984
20-0.028322-0.27460.392116
21-0.090677-0.87910.190783
22-0.083396-0.80860.210408
230.0792150.7680.222202
24-0.118072-1.14480.127609
25-0.126934-1.23070.110759
26-0.05305-0.51430.304112
270.0205960.19970.421079
28-0.10536-1.02150.154819
29-0.009004-0.08730.46531
30-0.119703-1.16060.124379
310.0496410.48130.315716
32-0.027325-0.26490.395825
33-0.059916-0.58090.281347
340.0171120.16590.434292
350.0902930.87540.191788
36-0.114627-1.11130.134626
37-0.014142-0.13710.445617
380.0604240.58580.279698
390.0413140.40060.344829
40-0.171233-1.66020.050107
41-0.05586-0.54160.294692
42-0.0398-0.38590.35023
43-0.051711-0.50140.308647
440.0045160.04380.482586
450.0171930.16670.433986
460.0271080.26280.396631
47-0.021105-0.20460.419156
48-0.091188-0.88410.18945
49-0.088401-0.85710.19679
500.0734450.71210.23909
510.0245070.23760.406352
52-0.000574-0.00560.497785
530.0478570.4640.321862
54-0.00566-0.05490.478176
55-0.027638-0.2680.394659
56-0.006417-0.06220.47526
57-0.061566-0.59690.276003
580.0205520.19930.421246
590.0805720.78120.218332
60-0.033119-0.32110.374424