Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4995384.23873.3e-05
20.2940862.49540.007437
30.1860061.57830.059439
4-0.025916-0.21990.413283
5-0.117689-0.99860.16066
6-0.219519-1.86270.033294
7-0.186776-1.58480.058692
8-0.100033-0.84880.199402
90.0287850.24420.403868
100.0730490.61980.26866
110.2349241.99340.025004
120.6432675.45830
130.2766412.34740.010829
140.1331651.12990.131125
150.0782980.66440.254283
16-0.092697-0.78660.217061
17-0.124197-1.05380.147738
18-0.205911-1.74720.042432
19-0.200215-1.69890.04683
20-0.093638-0.79450.214744
21-0.010596-0.08990.464304
220.053930.45760.324306
230.234881.9930.025025
240.5403064.58469e-06
250.256742.17850.016322
260.1230121.04380.150037
270.0211490.17950.429042
28-0.115572-0.98070.165021
29-0.138651-1.17650.121637
30-0.231081-1.96080.026887
31-0.210914-1.78970.038857
32-0.114261-0.96950.167761
33-0.071502-0.60670.272975
34-0.041658-0.35350.362382
350.0741010.62880.265746
360.3028742.570.00612
370.1024320.86920.193823
380.0261950.22230.412367
39-0.054585-0.46320.32232
40-0.14598-1.23870.109743
41-0.145596-1.23540.110345
42-0.237249-2.01310.023921
43-0.205485-1.74360.042748
44-0.145312-1.2330.110791
45-0.108272-0.91870.180654
46-0.045215-0.38370.351179
470.0376910.31980.375017
480.2249491.90880.03014
490.09090.77130.221522
500.0212520.18030.428701
51-0.027274-0.23140.40882
52-0.123784-1.05030.148538
53-0.129035-1.09490.138606
54-0.199203-1.69030.047648
55-0.162438-1.37830.086184
56-0.112923-0.95820.170589
57-0.103426-0.87760.191541
58-0.05203-0.44150.33009
59-0.028531-0.24210.404697
600.097720.82920.204871


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4995384.23873.3e-05
20.0593610.50370.308008
30.0242930.20610.418634
4-0.186365-1.58140.059089
5-0.077256-0.65550.257105
6-0.143315-1.21610.113966
70.0301590.25590.399376
80.0568640.48250.315454
90.1391271.18050.120837
10-0.008644-0.07330.470867
110.1946551.65170.051475
120.5964925.06142e-06
13-0.512861-4.35182.2e-05
14-0.129969-1.10280.136887
150.0360150.30560.380397
160.0427950.36310.358787
170.0092440.07840.468848
180.0511440.4340.332805
19-0.040168-0.34080.36711
200.0081340.0690.472584
210.0054670.04640.481566
220.1888051.60210.05676
230.1413151.19910.117211
24-0.110135-0.93450.176578
25-0.068624-0.58230.281095
26-0.029649-0.25160.40104
27-0.15843-1.34430.091532
280.1230011.04370.150058
290.0304320.25820.398484
30-0.079591-0.67540.250807
310.059770.50720.306794
32-0.044999-0.38180.351856
33-0.018395-0.15610.4382
34-0.117067-0.99330.161934
35-0.217087-1.8420.034793
360.0428140.36330.358726
370.0247920.21040.416987
380.0432740.36720.357278
390.0918350.77920.219194
40-0.149853-1.27150.103814
41-0.107575-0.91280.182196
420.0394750.3350.369316
43-0.016756-0.14220.443668
44-0.065404-0.5550.290318
450.0106980.09080.463961
460.0058010.04920.48044
47-0.003448-0.02930.488372
48-0.035739-0.30330.381285
490.0592820.5030.308241
50-0.007012-0.05950.47636
51-0.002673-0.02270.490982
52-0.048571-0.41210.34073
530.0128120.10870.456867
54-0.031733-0.26930.394249
55-0.011133-0.09450.462501
560.0430020.36490.358135
57-0.043166-0.36630.357616
58-0.024639-0.20910.417492
59-0.008635-0.07330.470896
60-0.05767-0.48930.313041