Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9072618.31520
20.7657827.01850
30.626945.7460
40.4742124.34621.9e-05
50.3254192.98250.001871
60.1843451.68960.047411
70.0453510.41570.339362
8-0.054053-0.49540.310804
9-0.123155-1.12870.131112
10-0.170792-1.56530.060633
11-0.191753-1.75740.041243
12-0.18226-1.67040.049277
13-0.152934-1.40170.082349
14-0.102806-0.94220.174387
15-0.035618-0.32640.37245
160.0290710.26640.395275
170.0618830.56720.286056
180.0757140.69390.244822
190.0718820.65880.25591
200.0202670.18570.426545
21-0.043586-0.39950.345278
22-0.099013-0.90750.183378
23-0.155754-1.42750.07857
24-0.204077-1.87040.032456
25-0.242722-2.22460.014395
26-0.276478-2.5340.006567
27-0.279373-2.56050.00612
28-0.27317-2.50360.007114
29-0.262887-2.40940.009082
30-0.230441-2.1120.018827
31-0.175874-1.61190.055366
32-0.125049-1.14610.127506
33-0.070831-0.64920.258998
34-0.027973-0.25640.399145
350.0031010.02840.488695
360.0328550.30110.382032
370.0471770.43240.333284
380.0436260.39980.345144
390.042370.38830.349379
400.0266060.24380.403972
410.0033510.03070.487785
42-0.017563-0.1610.436254
43-0.032141-0.29460.384523
44-0.055023-0.50430.307686
45-0.078369-0.71830.237294
46-0.099095-0.90820.18318
47-0.112192-1.02830.15339
48-0.125992-1.15470.125736
49-0.132159-1.21130.114597
50-0.139572-1.27920.102174
51-0.136635-1.25230.106972
52-0.131011-1.20070.116615
53-0.135448-1.24140.108956
54-0.149459-1.36980.087198
55-0.155001-1.42060.079566
56-0.151386-1.38750.084484
57-0.135495-1.24180.108877
58-0.102706-0.94130.174621
59-0.083328-0.76370.223589
60-0.083573-0.7660.222925


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9072618.31520
2-0.324188-2.97120.001934
30.0067290.06170.475484
4-0.202227-1.85340.033665
5-0.023698-0.21720.414292
6-0.105199-0.96420.168866
7-0.1053-0.96510.168634
80.1212821.11160.134749
9-0.047459-0.4350.332349
100.0258990.23740.406474
110.0017630.01620.493573
120.0757050.69380.244846
130.0142470.13060.448211
140.0566080.51880.302624
150.0765340.70140.242483
16-0.023366-0.21420.415472
17-0.154965-1.42030.079614
18-0.01503-0.13780.445383
19-0.063004-0.57740.282594
20-0.244645-2.24220.013791
210.0479540.43950.330711
220.0203710.18670.426172
230.0075660.06930.472439
24-0.024577-0.22530.411164
25-0.006367-0.05840.476803
26-0.003346-0.03070.487805
270.0457460.41930.338044
28-0.112535-1.03140.152657
290.0094810.08690.465481
300.0196730.18030.428674
310.0172960.15850.437212
32-0.081836-0.750.227662
330.0321680.29480.384427
34-0.075411-0.69120.245688
350.0005730.00530.497911
360.096720.88650.188952
37-0.061864-0.5670.286114
380.0007970.00730.497093
390.0790420.72440.235407
40-0.096453-0.8840.189607
41-0.020585-0.18870.425406
42-0.018882-0.17310.431511
430.0233990.21450.415357
44-0.093257-0.85470.197571
45-0.012853-0.11780.453253
46-0.085903-0.78730.216658
470.0175560.16090.436279
48-0.086676-0.79440.214602
49-0.012089-0.11080.456021
50-0.070816-0.6490.259041
510.0839610.76950.221873
52-0.119786-1.09790.137702
53-0.034294-0.31430.377034
54-0.087497-0.80190.21243
55-0.048542-0.44490.328771
560.0623670.57160.284558
570.0567010.51970.302328
580.0096230.08820.464967
59-0.118689-1.08780.139896
60-0.078957-0.72370.235643