Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9292317.88480
20.8064886.84330
30.6484415.50220
40.4882194.14274.6e-05
50.3343242.83680.002957
60.2045441.73560.043455
70.1074230.91150.182532
80.0272640.23130.408854
9-0.033416-0.28350.388788
10-0.073476-0.62350.267475
11-0.095044-0.80650.211312
12-0.112654-0.95590.17116
13-0.125931-1.06860.14442
14-0.130325-1.10580.136238
15-0.119104-1.01060.157788
16-0.104075-0.88310.190059
17-0.076032-0.64510.260441
18-0.042729-0.36260.358994
19-0.004319-0.03670.485432
200.0140660.11940.452662
210.0162840.13820.445245
22-0.010947-0.09290.463126
23-0.053899-0.45730.324399
24-0.108958-0.92450.179148
25-0.150916-1.28060.102228
26-0.18856-1.60.05699
27-0.203801-1.72930.044019
28-0.200676-1.70280.04646
29-0.180298-1.52990.065214
30-0.142975-1.21320.114513
31-0.106706-0.90540.18413
32-0.065706-0.55750.289447
33-0.039206-0.33270.370172
34-0.026235-0.22260.412233
35-0.021876-0.18560.426632
36-0.027006-0.22920.4097
37-0.03001-0.25460.399863
38-0.035782-0.30360.381146
39-0.035698-0.30290.381417
40-0.019771-0.16780.433622
41-0.010339-0.08770.465168
420.0008470.00720.497144
430.0018630.01580.493717
44-0.003016-0.02560.489826
45-0.019733-0.16740.433747
46-0.0363-0.3080.379479
47-0.049541-0.42040.337732
48-0.050174-0.42570.335785
49-0.044444-0.37710.353598
50-0.035929-0.30490.380674
51-0.027699-0.2350.407424
52-0.023501-0.19940.421252
53-0.032957-0.27970.390273
54-0.052251-0.44340.329417
55-0.066775-0.56660.286371
56-0.079638-0.67570.250683
57-0.085093-0.7220.236305
58-0.092933-0.78860.216478
59-0.097372-0.82620.205702
60-0.100784-0.85520.197644


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9292317.88480
2-0.417363-3.54140.000351
3-0.229931-1.9510.027473
40.0228430.19380.423427
5-0.048025-0.40750.342422
60.039810.33780.368249
70.0651740.5530.290981
8-0.135259-1.14770.127444
9-0.009262-0.07860.468787
100.0553570.46970.319986
11-0.003362-0.02850.48866
12-0.091892-0.77970.219054
13-0.013962-0.11850.453013
140.0373760.31710.376026
150.0893790.75840.225342
16-0.049075-0.41640.339171
170.0676310.57390.283924
18-0.01089-0.09240.463315
190.0268680.2280.410153
20-0.148579-1.26070.105737
21-0.038034-0.32270.373917
22-0.16422-1.39340.083885
230.0182670.1550.438628
24-0.016899-0.14340.443189
250.1147290.97350.166781
26-0.14664-1.24430.108716
270.1229931.04360.150075
28-0.002354-0.020.49206
290.0190190.16140.436122
300.0266620.22620.410831
31-0.057945-0.49170.31222
320.0079190.06720.473306
33-0.035472-0.3010.382144
34-0.087855-0.74550.229205
350.0758310.64340.260989
36-0.119965-1.01790.156058
370.0942010.79930.213367
38-0.086356-0.73280.233043
390.0645190.54750.292878
400.0755960.64150.261632
41-0.080396-0.68220.248656
420.0161910.13740.445554
430.0138570.11760.453364
44-0.097669-0.82880.204992
450.0407260.34560.365337
46-0.020419-0.17330.431465
47-0.003884-0.0330.486898
480.0548820.46570.321423
49-0.044726-0.37950.352711
50-0.080872-0.68620.247389
51-0.014539-0.12340.451081
52-0.042982-0.36470.358195
53-0.060924-0.5170.303384
540.007980.06770.4731
550.09830.83410.203491
56-0.0046-0.0390.484487
570.0149130.12650.449828
58-0.096754-0.8210.207183
59-0.052071-0.44180.329967
60-0.026272-0.22290.412114