Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.400719-7.50750
2-0.091453-1.71340.043764
30.0626881.17450.120503
4-0.093952-1.76020.039624
50.0562171.05320.146482
60.0083330.15610.438014
7-0.005229-0.0980.461006
8-0.007094-0.13290.447171
9-0.050495-0.9460.172392
100.0587451.10060.135917
11-0.004209-0.07880.4686
12-0.081435-1.52570.063995
130.0600411.12490.130707
140.1189462.22840.013242
15-0.121601-2.27820.011657
16-0.027956-0.52370.300392
170.0542031.01550.155286
18-0.054317-1.01760.154778
190.0417590.78230.217268
20-0.036576-0.68520.246821
210.0382580.71680.236998
22-0.041523-0.77790.218566
230.0035820.06710.473269
240.0143840.26950.393861
25-0.044925-0.84170.200273
260.1007541.88760.02995
27-0.070946-1.32920.092328
28-0.024566-0.46020.322814
290.0251270.47080.319055
300.0239150.4480.327198
310.0295330.55330.290202
32-0.024341-0.4560.324329
33-0.053338-0.99930.159174
34-0.002421-0.04540.481927
350.0789321.47880.070046
36-0.023633-0.44280.329105
370.0561441.05190.146795
38-0.069531-1.30270.096773
39-0.010119-0.18960.424874
400.0278680.52210.300963
41-0.050223-0.94090.173696
420.0554371.03860.149849
430.0045960.08610.465717
44-0.047428-0.88860.187422
450.0553031.03610.150435
46-0.013958-0.26150.396927
47-0.032723-0.61310.270115
48-0.022574-0.42290.336307
490.1317612.46850.007021
50-0.126376-2.36770.009221
510.0146430.27430.391995
520.0427280.80050.211977
53-0.05509-1.03210.151363
540.0176680.3310.370419
55-0.014837-0.2780.390602
560.0735961.37880.084415
57-0.057474-1.07680.141162
58-0.028206-0.52840.298764
590.079511.48960.068612
60-0.06573-1.23150.109489


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.400719-7.50750
2-0.30024-5.6250
3-0.137837-2.58240.005108
4-0.197471-3.69960.000125
5-0.101585-1.90320.028917
6-0.066558-1.2470.10662
7-0.033423-0.62620.265801
8-0.038924-0.72920.233168
9-0.095438-1.7880.037317
10-0.025189-0.47190.318639
11-0.015821-0.29640.383545
12-0.114574-2.14650.016257
13-0.065506-1.22730.110274
140.1285892.40910.008253
150.0186430.34930.363544
16-0.055464-1.03910.149731
17-0.005351-0.10030.460099
18-0.045314-0.8490.198243
19-0.022-0.41220.340231
20-0.085137-1.5950.055801
21-0.015664-0.29350.384672
22-0.053032-0.99360.160561
23-0.041178-0.77150.220476
24-0.069068-1.2940.098259
25-0.096439-1.80680.035826
260.0563071.05490.146097
27-0.057306-1.07360.141865
28-0.107412-2.01240.022473
29-0.063663-1.19270.116892
300.0122210.2290.409515
310.0282570.52940.298431
320.0164430.30810.379113
33-0.053598-1.00420.157997
34-0.077283-1.44790.074269
350.027450.51430.303689
36-0.000169-0.00320.498739
370.0959791.79820.036505
380.0331480.6210.267493
390.0076920.14410.442752
40-0.032159-0.60250.273616
41-0.045114-0.84520.199284
420.0153520.28760.386904
430.0044210.08280.467016
44-0.047217-0.88460.188485
45-0.009996-0.18730.425774
460.0439080.82260.205642
470.0062640.11740.453321
48-0.07287-1.36520.086529
490.0983331.84230.033139
50-0.047763-0.89480.185742
51-0.050798-0.95170.17095
52-0.003773-0.07070.471846
530.0026610.04990.480135
54-0.008168-0.1530.439234
55-0.045276-0.84820.198439
560.0261180.48930.312462
57-0.004119-0.07720.46927
58-0.016986-0.31820.375248
590.0277340.51960.301834
60-0.020155-0.37760.352974