Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.63025.74140
20.3047952.77680.003392
30.0805110.73350.232665
4-0.079402-0.72340.235739
5-0.120771-1.10030.137196
6-0.110996-1.01120.157425
7-0.205752-1.87450.03219
8-0.18149-1.65350.051008
9-0.138667-1.26330.105006
10-0.122272-1.11390.134259
11-0.08213-0.74820.228215
12-0.082372-0.75040.227555
13-0.108741-0.99070.162362
14-0.121443-1.10640.135875
15-0.136303-1.24180.108908
16-0.144008-1.3120.096573
17-0.180493-1.64440.051941
18-0.239285-2.180.016045
19-0.180357-1.64310.05207
20-0.102634-0.9350.17624
21-0.038886-0.35430.362017
220.0364360.33190.370383
230.1639681.49380.069507
240.2070251.88610.03139
250.2457832.23920.013909
260.2076411.89170.031009
270.1080830.98470.16382
280.0570020.51930.302461
290.0895370.81570.208498
300.0357050.32530.372892
310.100480.91540.181312
320.1403871.2790.102233
330.0702230.63980.262043
34-0.014632-0.13330.447136
35-0.06516-0.59360.277184
36-0.07055-0.64270.261083
37-0.054958-0.50070.308956
38-0.087009-0.79270.21511
39-0.086418-0.78730.216674
40-0.070945-0.64630.259922
41-0.076285-0.6950.244501
42-0.064409-0.58680.279466
43-0.091609-0.83460.203171
44-0.086813-0.79090.215627
45-0.037124-0.33820.368028
46-0.021925-0.19970.421082
47-0.015666-0.14270.443427
480.0262770.23940.405693
490.0390560.35580.36144
500.058870.53630.296581
510.0372170.33910.367711
520.0110420.10060.460056
530.0106620.09710.461427
54-0.030055-0.27380.392454
550.0273650.24930.40187
560.0617850.56290.287513
570.0788360.71820.237315
580.0318670.29030.386147
59-0.021014-0.19140.424321
60-0.040423-0.36830.356803


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.63025.74140
2-0.153202-1.39570.083258
3-0.075507-0.68790.246717
4-0.101526-0.92490.178839
50.0155210.14140.443945
6-0.016138-0.1470.441734
7-0.223241-2.03380.022582
80.0672360.61250.270925
9-0.034093-0.31060.37844
10-0.060667-0.55270.290975
11-0.024902-0.22690.410541
12-0.080514-0.73350.232656
13-0.047843-0.43590.33203
14-0.102169-0.93080.177327
15-0.069327-0.63160.264691
16-0.070584-0.6430.260983
17-0.174479-1.58960.057866
18-0.171704-1.56430.060776
190.0094010.08570.465975
20-0.077974-0.71040.239732
21-0.096495-0.87910.190939
22-0.050641-0.46140.322872
230.1308581.19220.118296
24-0.059165-0.5390.295658
25-0.012172-0.11090.455986
26-0.041007-0.37360.354829
27-0.081506-0.74260.229923
28-0.015433-0.14060.444263
290.0662140.60320.273999
30-0.101511-0.92480.178873
310.1502111.36850.087426
320.0295210.2690.394317
33-0.080989-0.73780.231345
34-0.097015-0.88380.189666
35-0.039165-0.35680.361069
360.0768150.69980.242999
37-0.075718-0.68980.246115
38-0.07225-0.65820.256106
390.0759870.69230.245349
40-0.005463-0.04980.480214
41-0.008951-0.08150.467602
42-0.016919-0.15410.438936
43-0.037859-0.34490.365515
440.0413510.37670.353669
45-0.006212-0.05660.477504
46-0.018775-0.1710.432301
470.003390.03090.487718
48-0.01821-0.16590.434318
490.0657930.59940.275269
500.0417080.380.352467
51-0.084523-0.770.22173
52-0.048652-0.44320.329372
530.0511530.4660.321208
54-0.13412-1.22190.112604
550.0892740.81330.209179
56-0.071524-0.65160.258224
570.0579890.52830.29935
58-0.114377-1.0420.150214
590.0050530.0460.481698
60-3.4e-05-3e-040.499878