Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2222082.03660.022422
20.1167451.070.143845
30.209591.92090.029067
40.187941.72250.044329
50.3165522.90120.002372
60.2555112.34180.010779
70.1382961.26750.104238
80.1712391.56940.060153
90.3477083.18680.00101
100.1289251.18160.120347
110.0796860.73030.233609
12-0.017142-0.15710.437769
130.034550.31670.376146
140.3370453.08910.001361
150.1378281.26320.105004
160.0565440.51820.302829
170.1217291.11570.133873
180.114461.0490.148583
19-0.040499-0.37120.35572
20-0.040714-0.37310.354989
210.011870.10880.456813
22-0.042754-0.39180.348081
230.1839571.6860.047754
24-0.068603-0.62880.265609
25-0.12047-1.10410.136346
26-0.063995-0.58650.279549
27-0.032664-0.29940.382699
28-0.091227-0.83610.202732
29-0.121044-1.10940.135215
30-0.161626-1.48130.071131
31-0.121806-1.11640.133722
320.0825610.75670.225678
33-0.073113-0.67010.252318
34-0.181409-1.66260.050055
35-0.121925-1.11750.133491
36-0.181532-1.66380.049943
37-0.026024-0.23850.406031
38-0.012518-0.11470.454467
39-0.120359-1.10310.136565
40-0.099807-0.91470.181471
41-0.033937-0.3110.378273
42-0.107569-0.98590.163509
43-0.070318-0.64450.260513
44-0.102411-0.93860.17531
45-0.150821-1.38230.085273
46-0.025349-0.23230.408423
47-0.061573-0.56430.287017
48-0.144696-1.32620.094191
49-0.043337-0.39720.346116
50-0.123178-1.12890.131067
51-0.131539-1.20560.115683
52-0.061046-0.55950.288658
53-0.126454-1.1590.124876
54-0.085983-0.7880.216443
55-0.017736-0.16260.435629
56-0.055452-0.50820.306314
57-0.098461-0.90240.184709
58-0.028883-0.26470.395937
59-0.012355-0.11320.455055
60-0.019701-0.18060.428571


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2222082.03660.022422
20.0708680.64950.258888
30.1794571.64480.051879
40.1130761.03640.151504
50.2591032.37470.00992
60.1364081.25020.10735
70.0238120.21820.413885
80.0473070.43360.332856
90.2418322.21640.014683
10-0.079304-0.72680.234673
11-0.071824-0.65830.256079
12-0.215246-1.97280.025906
13-0.086512-0.79290.215035
140.2154651.97480.02579
150.0027340.02510.490035
160.0299580.27460.39216
170.1007090.9230.179321
180.0526290.48240.315404
19-0.217464-1.99310.024749
20-0.189514-1.73690.043033
210.0069680.06390.474616
22-0.114736-1.05160.148006
230.059770.54780.292641
24-0.144347-1.3230.094719
25-0.032607-0.29880.382897
260.0274680.25170.400926
270.0974180.89290.187243
28-0.101231-0.92780.178085
29-0.022237-0.20380.419499
30-0.107016-0.98080.16475
31-0.133406-1.22270.112433
320.0233460.2140.415545
330.1458791.3370.092416
340.0325030.29790.383258
350.0603730.55330.290754
36-0.067987-0.62310.26745
370.0200120.18340.427457
380.1038870.95210.171878
390.0426250.39070.348516
40-0.043465-0.39840.345686
41-0.062935-0.57680.282807
42-0.042214-0.38690.349905
430.0311780.28570.387887
44-0.015911-0.14580.442203
450.0941540.86290.195315
46-0.032343-0.29640.383816
47-0.057648-0.52840.299323
48-0.19991-1.83220.035232
49-0.003421-0.03140.48753
50-0.091996-0.84320.200768
510.0259120.23750.406429
52-0.028778-0.26380.396309
53-0.056954-0.5220.301524
54-0.018649-0.17090.432348
550.0131180.12020.452295
560.0420180.38510.350567
570.0838180.76820.222259
580.0382350.35040.363446
590.064060.58710.27935
60-0.084936-0.77850.219245