Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8453717.17320
20.6631965.62740
30.4364423.70330.000207
40.2067461.75430.041817
50.0804640.68280.248476
60.0354880.30110.382094
70.0357450.30330.381265
80.1041550.88380.189878
90.2058391.74660.042485
100.2794562.37130.010203
110.3085832.61840.005382
120.2894912.45640.008223
130.1887441.60150.056818
140.060490.51330.304666
15-0.063412-0.53810.296094
16-0.20934-1.77630.039953
17-0.270849-2.29820.012228
18-0.279931-2.37530.0101
19-0.226501-1.92190.029287
20-0.107038-0.90820.183389
21-0.011537-0.09790.461145
220.0720680.61150.271392
230.1332441.13060.130985
240.1197821.01640.156425
250.081640.69270.245351
260.0086580.07350.470821
27-0.09037-0.76680.222849
28-0.17352-1.47240.07264
29-0.201106-1.70640.046118
30-0.229348-1.94610.027774
31-0.216316-1.83550.035281
32-0.178799-1.51720.066802
33-0.151175-1.28280.101844
34-0.09963-0.84540.200347
35-0.051527-0.43720.33163
36-0.084467-0.71670.237931
37-0.125747-1.0670.144768
38-0.17754-1.50650.06816
39-0.253204-2.14850.017519
40-0.287299-2.43780.008623
41-0.294489-2.49880.007372
42-0.280965-2.38410.00988
43-0.250681-2.12710.018419
44-0.178371-1.51350.067262
45-0.117339-0.99570.161376
46-0.062494-0.53030.298776
47-0.012283-0.10420.458639
48-0.003181-0.0270.489269
490.0076610.0650.474174
500.0119950.10180.459608
51-0.003565-0.03020.487976
52-0.003283-0.02790.488927
53-0.00888-0.07540.470072
54-0.005932-0.05030.479997
550.020230.17170.432094
560.0230650.19570.422693
570.0489810.41560.339463
580.0573690.48680.313941
590.0509160.4320.333502
600.0364140.3090.379115


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8453717.17320
2-0.180325-1.53010.065186
3-0.263926-2.23950.014107
4-0.15541-1.31870.095725
50.23582.00080.024591
60.1706891.44830.07593
7-0.046161-0.39170.348223
80.0840750.71340.238953
90.1912551.62290.054496
100.0047830.04060.48387
11-0.140689-1.19380.118241
12-0.028376-0.24080.405205
13-0.091738-0.77840.219435
14-0.074628-0.63320.264291
15-0.043132-0.3660.357723
16-0.203087-1.72330.044568
170.094510.80190.212612
180.030850.26180.397123
190.0610790.51830.302928
200.0635470.53920.2957
21-0.110816-0.94030.175103
220.0765840.64980.258932
230.1386921.17680.121567
24-0.093813-0.7960.214317
25-0.003201-0.02720.489205
26-0.012399-0.10520.458253
27-0.045734-0.38810.349555
28-0.048449-0.41110.341109
290.0240690.20420.419373
30-0.195003-1.65470.051174
31-0.051757-0.43920.330927
32-0.067391-0.57180.284609
33-0.00714-0.06060.475928
340.0491410.4170.33897
35-0.026167-0.2220.412458
36-0.189475-1.60780.056133
37-0.004694-0.03980.484171
380.1048250.88950.188357
39-0.014166-0.12020.452328
40-0.082109-0.69670.244111
410.0160370.13610.446069
420.1162940.98680.163527
43-0.12116-1.02810.153677
440.0036010.03060.487855
450.0621970.52780.299644
46-0.039574-0.33580.369001
470.0313250.26580.395574
48-0.036086-0.30620.380169
490.0328430.27870.390644
500.0579790.4920.312118
510.0032570.02760.489014
52-0.013872-0.11770.453313
53-0.014995-0.12720.449553
54-0.049816-0.42270.336885
550.0452420.38390.351095
56-0.079796-0.67710.250259
570.0397920.33770.368305
58-0.045505-0.38610.350272
59-0.057518-0.48810.313495
60-0.075502-0.64070.261891