Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.570374-10.7920
20.1849373.49920.000263
3-0.122624-2.32010.010447
40.0590941.11810.132136
5-0.033502-0.63390.263277
60.0692541.31030.09546
7-0.107147-2.02730.021685
80.0606221.1470.126068
90.0129760.24550.403095
10-0.103329-1.95510.025676
110.305775.78540
12-0.435766-8.24510
130.1751253.31350.000508
14-0.026731-0.50580.306661
150.0621931.17670.12004
16-0.063812-1.20740.114043
170.0415470.78610.216165
18-0.078626-1.48770.068859
190.0972791.84060.033254
20-0.042289-0.80010.21208
210.0465390.88060.189572
22-0.050756-0.96040.168762
230.0456760.86420.194021
24-0.094815-1.7940.03683
250.1563812.95890.001647
26-0.105021-1.98710.023837
27-0.009274-0.17550.430401
28-0.003142-0.05940.476316
290.0738131.39660.081697
30-0.054487-1.03090.15163
310.0697691.32010.093824
32-0.095015-1.79780.036528
330.0415440.7860.216181
340.0487410.92220.178517
35-0.060219-1.13940.12765
360.0774181.46480.071923
37-0.146281-2.76780.002969
380.1055251.99660.023311
39-0.020255-0.38320.350886
400.0430180.81390.208113
41-0.100791-1.90710.028657
420.12792.420.008009
43-0.164429-3.11120.001007
440.1257892.380.008917
45-0.087473-1.65510.049394
460.0436310.82550.20481
47-0.064913-1.22820.110086
480.0492470.93180.176035
490.0364730.69010.245288
50-0.001986-0.03760.48502
51-0.033918-0.64180.260721
520.0078810.14910.440771
530.0471190.89150.186619
54-0.085874-1.62480.052541
550.1019991.92990.027204
56-0.043258-0.81850.206812
57-0.005279-0.09990.460243
58-0.019753-0.37380.354405
590.0737781.39590.081798
60-0.058479-1.10650.134632


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.570374-10.7920
2-0.208086-3.93725e-05
3-0.176429-3.33820.000466
4-0.111244-2.10480.018001
5-0.081384-1.53990.062238
60.027780.52560.299738
7-0.07197-1.36170.087068
8-0.063875-1.20860.113812
90.0278770.52740.299104
10-0.130258-2.46460.007093
110.2897185.48170
12-0.182367-3.45050.000313
13-0.28728-5.43560
14-0.122546-2.31870.010487
15-0.045696-0.86460.193916
16-0.066796-1.26380.103554
17-0.082324-1.55760.060101
18-0.070529-1.33450.091449
19-0.066205-1.25270.105575
20-0.038245-0.72360.234885
210.0885481.67540.047363
22-0.091166-1.72490.042701
230.1891983.57980.000196
24-0.149114-2.82140.002524
25-0.074302-1.40590.080316
26-0.018718-0.35420.361712
27-0.109597-2.07370.019412
28-0.123382-2.33450.010061
29-0.000244-0.00460.498162
30-0.046672-0.88310.188892
310.0380650.72020.23593
32-0.019168-0.36270.358529
330.0557011.05390.146316
340.0420080.79480.213617
350.1878013.55340.000216
360.0175520.33210.370001
37-0.125613-2.37670.008997
380.0080350.1520.439625
39-0.045447-0.85990.195212
40-0.069026-1.3060.096191
41-0.025252-0.47780.316547
420.0489540.92630.17747
43-0.021648-0.40960.341174
44-0.067859-1.2840.099993
45-0.043511-0.82330.205452
46-0.013092-0.24770.402252
470.0041740.0790.468546
48-0.04484-0.84840.198389
49-0.037137-0.70270.24136
500.0424760.80370.211056
51-0.022142-0.41890.337755
52-0.018745-0.35470.361521
530.0606831.14820.125829
54-0.027304-0.51660.302871
550.0072070.13640.445803
560.0461470.87310.191587
57-0.05912-1.11860.132029
58-0.037019-0.70040.242054
590.0245120.46380.321541
60-0.026905-0.50910.30551