Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.5181464.3662.1e-05
20.342282.88410.002596
30.0436230.36760.357143
4-0.061831-0.5210.301996
5-0.183698-1.54790.06305
6-0.24907-2.09870.019701
7-0.239871-2.02120.023516
8-0.173288-1.46020.07433
9-0.168544-1.42020.079966
10-0.092415-0.77870.219372
11-0.037964-0.31990.374994
12-0.008062-0.06790.473016
13-0.049425-0.41650.339165
14-0.064221-0.54110.295053
15-0.003641-0.03070.487806
16-0.005565-0.04690.481365
178e-061e-040.499972
18-0.022324-0.18810.425667
190.0195960.16510.434659
20-0.005146-0.04340.482767
210.0435670.36710.357316
220.0180110.15180.439901
230.0188160.15850.437239
24-0.105928-0.89260.187552
25-0.046395-0.39090.348508
26-0.17698-1.49130.070162
27-0.128182-1.08010.14188
28-0.098611-0.83090.204406
29-0.069429-0.5850.280194
30-0.024911-0.20990.417171
310.0090390.07620.469753
320.0693930.58470.280296
330.1921011.61870.054976
340.1261181.06270.145762
350.0593560.50010.30926
360.0152210.12830.449155
37-0.011353-0.09570.462028
38-0.00423-0.03560.485835
39-0.077583-0.65370.257701
40-0.027627-0.23280.408297
41-0.002891-0.02440.490317
420.0866550.73020.233844
430.1053340.88760.188887
440.147181.24020.1095
450.0627590.52880.29929
460.0114740.09670.461625
47-0.071111-0.59920.275477
48-0.015284-0.12880.448946
49-0.022948-0.19340.423615
500.0193770.16330.435384
51-0.005293-0.04460.482277
520.0035370.02980.488154
53-0.005224-0.0440.482506
54-0.030161-0.25410.400059
55-0.051567-0.43450.332617
56-0.026368-0.22220.412404
570.0070160.05910.476513
580.0231440.1950.422968
59-0.010073-0.08490.466298
60-0.01574-0.13260.447432


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5181464.3662.1e-05
20.1008910.85010.199058
3-0.232173-1.95630.027181
4-0.05026-0.42350.336607
5-0.097541-0.82190.206944
6-0.13296-1.12030.133171
7-0.033252-0.28020.390073
80.0094420.07960.468407
9-0.120083-1.01180.157525
10-0.007594-0.0640.474579
110.0125960.10610.457888
12-0.069242-0.58340.280723
13-0.11881-1.00110.160086
14-0.051766-0.43620.332011
150.0582890.49120.312417
16-0.058567-0.49350.311594
17-0.046924-0.39540.346871
18-0.045837-0.38620.35024
190.0100820.0850.466268
20-0.06598-0.5560.289993
210.0476910.40190.3445
22-0.03807-0.32080.37466
23-0.064348-0.54220.294687
24-0.167134-1.40830.081703
250.0803890.67740.250186
26-0.217493-1.83260.035525
27-0.077714-0.65480.257347
280.0658380.55480.290402
29-0.121127-1.02060.155447
30-0.085222-0.71810.237528
31-0.011498-0.09690.461544
32-0.009994-0.08420.466562
330.0788360.66430.254331
34-0.113378-0.95530.171323
35-0.140858-1.18690.119614
36-0.008238-0.06940.472426
37-0.05993-0.5050.307569
38-0.020675-0.17420.431099
39-0.110431-0.93050.17763
40-0.048597-0.40950.341708
410.0108330.09130.463762
420.0799140.67340.251451
43-0.016952-0.14280.443411
44-0.039469-0.33260.370217
45-0.087557-0.73780.231544
46-0.044715-0.37680.353731
47-0.037258-0.31390.377243
480.0414560.34930.363944
49-0.001421-0.0120.495241
50-0.033245-0.28010.390097
510.0185860.15660.437998
52-0.060537-0.51010.305783
53-0.065935-0.55560.290122
54-0.035452-0.29870.383013
55-0.076481-0.64440.260685
560.0316860.2670.395125
570.0977580.82370.206427
58-0.068891-0.58050.281711
59-0.06173-0.52010.302289
600.0124050.10450.458523