Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.382705-3.22470.000953
2-0.153272-1.29150.100361
3-0.091997-0.77520.220402
40.2074341.74790.042405
50.0747870.63020.265304
6-0.309466-2.60760.005553
70.0878390.74010.230827
80.2199261.85310.03401
9-0.109974-0.92670.178623
10-0.139905-1.17890.121195
11-0.321798-2.71150.004197
120.8262126.96180
13-0.314651-2.65130.004941
14-0.120782-1.01770.156131
15-0.071497-0.60240.274399
160.1655041.39460.083749
170.0610530.51440.304272
18-0.254357-2.14320.01776
190.0763370.64320.261075
200.1744721.47010.072972
21-0.086029-0.72490.235449
22-0.113178-0.95370.171748
23-0.259233-2.18430.016121
240.6585855.54930
25-0.248318-2.09240.019991
26-0.096782-0.81550.208756
27-0.048125-0.40550.343162
280.1200911.01190.157509
290.0476640.40160.344584
30-0.195983-1.65140.051538
310.0576920.48610.31419
320.134511.13340.130429
33-0.061926-0.52180.301717
34-0.087414-0.73660.231907
35-0.199-1.67680.048989
360.4922174.14754.6e-05
37-0.183319-1.54470.063436
38-0.068382-0.57620.283153
39-0.032244-0.27170.393322
400.0860420.7250.235417
410.0313290.2640.396278
42-0.143498-1.20910.115311
430.0427030.35980.360023
440.0998650.84150.201452
45-0.046848-0.39470.347107
46-0.058278-0.49110.31245
47-0.13315-1.12190.132834
480.3248782.73750.003909
49-0.122377-1.03120.15298
50-0.043419-0.36590.35778
51-0.007825-0.06590.473807
520.0435650.36710.357323
530.0143890.12120.451922
54-0.085398-0.71960.237074
550.0293530.24730.402683
560.0558230.47040.319764
57-0.024157-0.20360.419643
58-0.034056-0.2870.38749
59-0.06648-0.56020.288564
600.1581651.33270.093442


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.382705-3.22470.000953
2-0.351169-2.9590.002096
3-0.408468-3.44180.000486
4-0.153754-1.29560.099662
50.0462040.38930.349101
6-0.281725-2.37390.010156
7-0.199923-1.68460.048231
80.0797470.6720.251896
9-0.070728-0.5960.276546
10-0.139972-1.17940.121083
11-0.747816-6.30120
120.2745972.31380.011789
130.0498590.42010.337834
140.1179140.99360.161905
150.1125130.94810.173159
16-0.013414-0.1130.455163
17-0.061035-0.51430.304322
180.1015840.8560.197449
190.0676550.57010.285215
20-0.120456-1.0150.156781
21-0.04833-0.40720.342531
22-0.046261-0.38980.348925
230.0391950.33030.371086
240.0223450.18830.425597
250.0406530.34260.366474
26-0.03118-0.26270.39676
270.0338970.28560.388
280.0267320.22520.411218
29-0.008827-0.07440.47046
300.0126030.10620.457862
31-0.032412-0.27310.39278
32-0.033615-0.28320.388907
33-0.001022-0.00860.496575
340.021910.18460.427028
350.058640.49410.311378
36-0.050924-0.42910.334576
37-0.038536-0.32470.373177
38-0.016593-0.13980.444601
39-0.00264-0.02220.491157
400.0229360.19330.423653
41-0.007295-0.06150.47558
42-0.028172-0.23740.406523
43-0.007969-0.06710.473326
440.0309970.26120.397353
45-0.001276-0.01080.495725
460.0175970.14830.441271
470.0960880.80960.210424
48-0.055475-0.46740.320807
49-0.01481-0.12480.45052
50-0.008987-0.07570.469926
510.0277610.23390.40786
52-0.010902-0.09190.463533
53-0.014395-0.12130.4519
54-0.009235-0.07780.469099
550.0096630.08140.467669
560.0015030.01270.494964
570.0252470.21270.41607
580.0029780.02510.490027
590.0721190.60770.272669
60-0.067046-0.56490.286947