Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.6664566.10820
20.6115285.60470
30.6183935.66770
40.4285863.92818.7e-05
50.3731563.420.000484
60.2721122.49390.007297
70.1622691.48720.070351
80.0892620.81810.207809
9-0.06838-0.62670.266273
10-0.117685-1.07860.141926
11-0.24462-2.2420.013799
12-0.439724-4.03016.1e-05
13-0.363511-3.33160.000642
14-0.348383-3.1930.000991
15-0.397155-3.640.000235
16-0.406151-3.72240.000178
17-0.38728-3.54950.000318
18-0.355413-3.25740.000812
19-0.381728-3.49860.000375
20-0.272647-2.49880.007204
21-0.228088-2.09050.0198
22-0.21706-1.98940.024956
23-0.046276-0.42410.33628
24-0.08138-0.74590.228917
25-0.032721-0.29990.382499
26-0.004082-0.03740.485122
27-0.044933-0.41180.34076
280.0565080.51790.302944
290.0472980.43350.332885
300.0279230.25590.39932
310.106840.97920.165144
320.024060.22050.413004
330.0414080.37950.352632
340.0459260.42090.337445
35-0.02495-0.22870.409842
360.0334870.30690.379835
370.0471830.43240.333264
380.0269870.24730.402623
390.0530860.48650.313925
400.0337060.30890.379074
410.0460590.42210.337001
420.0424910.38940.348971
430.045840.42010.337732
440.0682750.62580.266587
450.0500680.45890.323752
460.0942270.86360.195131
470.0775190.71050.23969
480.0549280.50340.307992
490.0460080.42170.337172
500.0065770.06030.47604
510.0609050.55820.289096
520.0491460.45040.326781
530.0050020.04580.481771
540.0251240.23030.409222
550.0031470.02880.488528
56-0.015969-0.14640.441994
57-0.019856-0.1820.428017
58-0.06569-0.60210.274378
59-0.054643-0.50080.308907
60-0.045407-0.41620.339177


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6664566.10820
20.3011042.75970.003551
30.26292.40950.009079
4-0.201824-1.84970.033933
5-0.04883-0.44750.327822
6-0.137502-1.26020.105539
7-0.054436-0.49890.309572
8-0.075772-0.69450.244654
9-0.204975-1.87860.031882
10-0.034954-0.32040.374745
11-0.188634-1.72890.043754
12-0.324121-2.97060.001937
130.128341.17630.121408
140.2701952.47640.007639
150.1314561.20480.11583
16-0.230059-2.10850.018982
17-0.131325-1.20360.116059
180.0179270.16430.434943
19-0.066091-0.60570.273161
200.1653461.51540.06671
21-0.022866-0.20960.417255
22-0.080321-0.73620.231843
230.0618360.56670.286201
24-0.364734-3.34280.00062
250.0439290.40260.344128
260.1102811.01070.157522
27-0.006516-0.05970.476262
28-0.103754-0.95090.172187
29-0.14842-1.36030.088688
30-0.041136-0.3770.353555
310.0193590.17740.429801
320.0276590.25350.400252
330.0622590.57060.284892
34-0.05623-0.51540.303827
350.0025970.02380.490535
36-0.158848-1.45590.074579
370.1105551.01330.156924
380.0947920.86880.193721
39-0.049145-0.45040.326785
40-0.05847-0.53590.296727
41-0.081542-0.74730.228471
420.0370790.33980.367415
43-0.024649-0.22590.410909
44-0.01709-0.15660.437955
45-0.016854-0.15450.438805
46-0.056438-0.51730.303165
470.0280470.25710.398883
48-0.107854-0.98850.162874
490.0374010.34280.366309
500.0107190.09820.460989
510.0125290.11480.454428
520.1008140.9240.179072
53-0.052234-0.47870.316686
54-0.124969-1.14540.127656
550.0373740.34250.3664
56-0.016826-0.15420.438905
570.0230460.21120.416615
58-0.052736-0.48330.315057
590.0083050.07610.469755
60-0.051189-0.46920.320086