Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4323773.81860.000134
20.426253.76450.000161
30.3234042.85620.002746
40.0419420.37040.356035
50.1970711.74050.042859
60.1716021.51550.066838
70.0989490.87390.192429
80.2053161.81330.036816
90.0783150.69170.245604
10-0.065681-0.58010.281766
11-0.004769-0.04210.483254
12-0.231047-2.04060.02234
13-0.053917-0.47620.317637
140.1072850.94750.173152
150.1251831.10560.136152
160.2256891.99320.024866
170.1223841.08090.141544
180.1155141.02020.155397
190.0944520.83420.203364
20-0.013942-0.12310.451161
210.0962980.85050.198831
220.0162070.14310.443277
230.0429560.37940.35272
240.0166230.14680.441832
25-0.082656-0.730.233789
26-0.127064-1.12220.132611
27-0.237649-2.09890.019532
28-0.220262-1.94530.027671
29-0.151817-1.34080.091937
30-0.162191-1.43240.078008
31-0.171439-1.51410.06702
32-0.095611-0.84440.20051
33-0.19213-1.69680.046857
34-0.189887-1.6770.048769
35-0.143161-1.26440.104932
36-0.25298-2.23430.014165
37-0.082686-0.73030.233709
38-0.133442-1.17850.121085
39-0.090038-0.79520.214457
40-0.039981-0.35310.362482
41-0.106624-0.94170.174633
42-0.119657-1.05680.146937
43-0.042682-0.3770.353614
44-0.055484-0.490.312746
45-0.065399-0.57760.282604
460.0361030.31890.375344
47-0.020721-0.1830.427634
480.0201620.17810.429567
490.0011530.01020.495949
50-0.068813-0.60770.272561
51-0.051913-0.45850.323939
52-0.085209-0.75250.226995
53-0.094266-0.83250.203825
54-0.022841-0.20170.420329
55-0.077324-0.68290.248345
56-0.078615-0.69430.244777
57-0.073917-0.65280.257898
58-0.031617-0.27920.390403
59-0.057703-0.50960.30588
60-0.001328-0.01170.495336


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4323773.81860.000134
20.2943242.59940.005582
30.0889940.7860.217131
4-0.272313-2.4050.009271
50.1786461.57780.059334
60.1778781.5710.060118
7-0.05494-0.48520.31444
80.0121740.10750.457326
9-0.017859-0.15770.437539
10-0.20002-1.76650.040609
11-0.005693-0.05030.480015
12-0.166951-1.47450.07219
130.1607161.41940.079882
140.2659292.34860.010688
150.1734311.53170.064821
16-0.072782-0.64280.261122
17-0.115717-1.0220.154974
180.1556811.37490.086544
190.0384780.33980.367448
20-0.208458-1.84110.034708
210.053690.47420.31835
22-0.118237-1.04420.1498
23-0.021123-0.18660.426247
24-0.176945-1.56270.061082
25-0.005128-0.04530.481996
260.0684840.60480.273523
27-0.105394-0.93080.177411
28-0.018419-0.16270.435598
290.0055540.04910.480502
30-0.005088-0.04490.482137
31-0.093151-0.82270.206596
32-0.064703-0.57140.284672
330.0150230.13270.447396
34-0.162228-1.43280.077961
350.0127830.11290.4552
36-0.1806-1.5950.057376
370.0760720.67190.251831
380.0163120.14410.442912
39-0.028342-0.25030.401501
40-0.000684-0.0060.497599
410.1392991.23030.11115
42-0.010985-0.0970.461481
430.054990.48570.314286
440.0402390.35540.361631
450.0368640.32560.372809
46-0.043475-0.3840.351025
470.0507960.44860.327476
48-0.029082-0.25680.398986
490.0099260.08770.465184
50-0.069177-0.6110.271503
51-0.041686-0.36820.356877
52-0.026992-0.23840.406102
53-0.001109-0.00980.496104
540.0277950.24550.403364
55-0.032344-0.28570.387948
56-0.046664-0.41210.340689
57-6.1e-05-5e-040.499785
580.0482210.42590.335687
59-0.010424-0.09210.463441
60-0.060507-0.53440.297299