Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.2932922.27180.013348
20.2360971.82880.0362
30.2016851.56220.061745
40.1456531.12820.131858
50.0255730.19810.421823
6-0.254437-1.97090.973321
7-0.057016-0.44160.669832
8-0.06231-0.48270.68445
90.1036990.80320.212502
100.0579960.44920.327441
110.0792770.61410.270743
120.5711074.42382.1e-05
130.1426491.1050.136795
140.1273110.98610.164011
150.0484170.3750.354478
160.0744850.5770.283064
17-0.047484-0.36780.642845
18-0.2639-2.04420.977333
19-0.087596-0.67850.749972
20-0.140544-1.08860.859669
210.0343030.26570.395688
22-0.052847-0.40930.658129
23-0.023394-0.18120.571594
240.2845092.20380.015693
250.0300550.23280.408353
26-0.032356-0.25060.598521
27-0.086042-0.66650.746169
28-0.038671-0.29950.617221
29-0.121318-0.93970.824437
30-0.255969-1.98270.974009
31-0.158793-1.230.888251
32-0.192213-1.48890.929121
33-0.043866-0.33980.632397
34-0.112209-0.86920.805891
35-0.079588-0.61650.730047
360.1118070.86610.194956
370.0083740.06490.474247
38-0.063782-0.49410.688463
39-0.065438-0.50690.692951
400.0005560.00430.498289
41-0.111999-0.86750.805448
42-0.18509-1.43370.921575
43-0.124442-0.96390.830524
44-0.136358-1.05620.85245
45-0.082241-0.6370.736737
46-0.11858-0.91850.818987
47-0.127672-0.98890.836668
48-0.005767-0.04470.517741
490.0083140.06440.474432
50-0.039909-0.30910.620856
51-0.020313-0.15730.562249
520.0427260.3310.370917
530.0079290.06140.475616
540.0104820.08120.467779
550.0318430.24670.403008
56-0.008337-0.06460.525638
570.0086620.06710.473363
580.0159170.12330.451144
59-0.002239-0.01730.506889


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2932922.27180.013348
10.1642011.27190.104158
20.1075530.83310.204045
30.0405990.31450.377125
4-0.078297-0.60650.726761
5-0.336234-2.60450.994208
60.0601960.46630.321352
70.0521730.40410.343777
80.2711182.10010.019968
90.0923280.71520.23864
10-0.006848-0.0530.521065
110.5073273.92970.000111
12-0.285463-2.21120.984578
13-0.147159-1.13990.870569
14-0.087108-0.67470.748783
15-0.066632-0.51610.696169
160.0085540.06630.473697
170.0409950.31750.375966
180.0706630.54740.293082
190.0208410.16140.436148
20-0.055982-0.43360.666944
21-0.076025-0.58890.720925
22-0.049075-0.38010.647406
23-0.072248-0.55960.711093
24-0.019388-0.15020.559438
25-0.143799-1.11390.865109
260.0368150.28520.388249
27-0.054143-0.41940.661786
280.0312830.24230.40468
290.059390.460.323577
30-0.10953-0.84840.800211
31-0.05967-0.46220.677195
32-0.101303-0.78470.782138
33-0.064678-0.5010.690895
340.0325190.25190.400993
350.009010.06980.472297
360.0886190.68640.24754
370.0175860.13620.446052
380.0188230.14580.442284
390.0453320.35110.363358
40-0.168626-1.30620.90176
41-0.057256-0.44350.670501
42-0.025002-0.19370.576455
43-0.019451-0.15070.559627
440.0085540.06630.473696
450.0061020.04730.481229
46-0.051643-0.40.654722
47-0.04612-0.35720.638919
480.0087710.06790.47303
490.0878190.68020.249483
500.0013920.01080.495717
51-0.03379-0.26170.602788
520.0420180.32550.372978
530.0750750.58150.28153
540.0739310.57270.284505
55-0.055274-0.42820.664963
560.0338170.26190.39713
570.0137850.10680.45766
580.0341780.26470.396059
59NANANA