Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.18540
1-0.360598-2.95160.997823
20.0923660.7560.226136
3-0.118434-0.96940.832089
4-0.172742-1.4140.918998
50.0313620.25670.399096
60.0657970.53860.295984
7-0.082065-0.67170.747968
80.0848980.69490.244755
90.2608662.13530.018199
10-0.163866-1.34130.907825
110.0211010.17270.431697
12-0.295548-2.41920.990861
13-0.074553-0.61020.728117
140.0374050.30620.380212
150.1890921.54780.063192
16-0.054245-0.4440.67077
170.0377560.3090.379121
180.1037310.84910.199431
19-0.179667-1.47060.926965
200.0843810.69070.246074
21-0.13427-1.0990.862159
22-0.106957-0.87550.80778
230.228031.86650.033174
240.0349240.28590.387932
250.0952060.77930.219274
260.0485920.39770.346041
27-0.14188-1.16130.875188
28-0.090572-0.74140.769468
290.1116410.91380.182044
30-0.136765-1.11950.866531
310.1115950.91340.182143
32-0.005612-0.04590.518252
330.1059740.86740.1944
34-0.023598-0.19320.576291
35-0.001691-0.01380.5055
36-0.156038-1.27720.897035
37-0.111752-0.91470.818192
380.1505291.23210.111104
39-0.102085-0.83560.796826
400.1730191.41620.080672
41-0.039766-0.32550.627092
42-0.010089-0.08260.532784
43-0.000604-0.00490.501965
44-0.017487-0.14310.556695
45-0.107784-0.88220.809601
460.0702360.57490.283639
470.0397460.32530.37297
48-0.02549-0.20860.582319
490.1842031.50780.068157
50-0.156518-1.28120.897723
510.0816820.66860.253025
52-0.062491-0.51150.694661
53-0.023307-0.19080.575362
540.0161160.13190.447723
550.0071240.05830.476838
56-0.012329-0.10090.54004
570.0404610.33120.370767
58-0.00764-0.06250.52484
59-0.017241-0.14110.555901


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.360598-2.95160.997823
1-0.043295-0.35440.637918
2-0.114353-0.9360.823687
3-0.29306-2.39880.990381
4-0.176523-1.44490.923428
5-0.006165-0.05050.520048
6-0.155925-1.27630.896872
7-0.10147-0.83060.795417
80.343862.81460.003203
90.1088260.89080.188119
10-0.055488-0.45420.67442
11-0.276281-2.26150.986509
12-0.256777-2.10180.980334
13-0.272284-2.22870.985405
14-0.057094-0.46730.679111
15-0.121541-0.99490.838307
16-0.245748-2.01150.975853
170.0065060.05330.478844
18-0.080183-0.65630.743068
19-0.036584-0.29940.617238
200.0898210.73520.232387
21-0.095197-0.77920.780703
22-0.029867-0.24450.596193
23-0.139531-1.14210.871263
24-0.03793-0.31050.621415
250.0260390.21310.415934
26-0.038932-0.31870.624517
27-0.144401-1.1820.879303
28-0.027082-0.22170.58738
29-0.020296-0.16610.565721
300.0301040.24640.403058
31-0.080734-0.66080.744509
320.0848180.69430.244958
33-0.03917-0.32060.625252
34-0.027146-0.22220.587583
35-0.026592-0.21770.585824
36-0.095104-0.77850.780482
370.0225220.18430.427149
38-0.103873-0.85020.800888
39-0.052221-0.42740.664787
40-0.04981-0.40770.657607
41-0.007075-0.05790.523005
42-0.004417-0.03620.514366
43-0.083952-0.68720.752829
440.0359560.29430.384715
450.0534690.43770.331518
460.0701150.57390.283973
47-0.089511-0.73270.766845
48-0.027101-0.22180.587439
49-0.077686-0.63590.736493
50-0.028948-0.2370.593292
510.0071440.05850.476773
52-0.013378-0.10950.543435
530.0425350.34820.364403
540.0121240.09920.460623
55-0.103891-0.85040.80093
560.0547260.4480.327816
57-0.072008-0.58940.721217
58-0.001035-0.00850.503367
59-0.046571-0.38120.647871