Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.24620
10.1880821.5510.062776
20.1628061.34250.091944
30.0197120.16260.435676
40.2359491.94570.027914
50.2745882.26430.013374
60.0495290.40840.342122
7-0.073704-0.60780.72732
8-0.060777-0.50120.691067
90.1215431.00230.159883
100.1008020.83120.204375
11-0.013081-0.10790.54279
12-0.348235-2.87160.99728
13-0.059668-0.4920.68786
14-0.104374-0.86070.803783
15-0.014612-0.12050.547776
16-0.156108-1.28730.898823
17-0.181692-1.49830.930655
18-0.049935-0.41180.659099
190.0690290.56920.28554
20-0.008643-0.07130.528305
21-0.010857-0.08950.535538
22-0.120447-0.99320.83794
230.0009550.00790.496869
24-0.091117-0.75140.772488
250.0063130.05210.479317
26-0.012491-0.1030.540868
27-0.111771-0.92170.820026
28-0.017036-0.14050.555654
29-0.112594-0.92850.821778
300.0215610.17780.429705
31-0.146018-1.20410.883636
32-0.026694-0.22010.586783
33-0.209613-1.72850.955782
34-0.044767-0.36920.643421
350.0064760.05340.478783
360.0825370.68060.249214
37-0.1315-1.08440.858986
38-0.004456-0.03670.514603
390.0179540.14810.441369
400.1070160.88250.190314
410.1412831.16510.124034
42-0.045473-0.3750.645579
430.0494440.40770.342378
440.0802440.66170.255197
450.1977591.63080.053782
460.070430.58080.281655
47-0.059625-0.49170.687735
48-0.044857-0.36990.643698
490.1321321.08960.13987
500.0536460.44240.329812
510.0682520.56280.287704
52-0.114982-0.94820.826799
53-0.049661-0.40950.658275
540.0349640.28830.386991
550.0083840.06910.472542
56-0.036581-0.30170.618083
57-0.114386-0.94320.825553
58-0.0618-0.50960.694015
59-0.03343-0.27570.608182


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1880821.5510.062776
10.1321041.08940.139921
2-0.033456-0.27590.608265
30.2287241.88610.031776
40.2226971.83640.035335
5-0.098879-0.81540.791149
6-0.14037-1.15750.874445
7-0.058715-0.48420.68509
80.0790020.65150.258469
90.0399650.32960.371372
10-0.016665-0.13740.554448
11-0.338179-2.78870.996571
120.0333160.27470.392179
13-0.088906-0.73310.767004
14-0.05017-0.41370.659808
150.0343090.28290.389049
160.0238720.19690.422264
170.0233820.19280.423841
180.1026610.84660.200105
19-0.06312-0.52050.697797
200.0972830.80220.21261
21-0.048804-0.40240.655691
22-0.02506-0.20660.581549
23-0.269606-2.22320.985237
240.0815210.67220.251853
250.0051680.04260.483067
26-0.122938-1.01380.842857
27-0.012371-0.1020.540477
28-0.136294-1.12390.867499
290.0239080.19710.42215
30-0.075146-0.61970.731226
310.0210860.17390.431237
32-0.091386-0.75360.773151
330.0222750.18370.427405
340.1564861.29040.100638
350.0072710.060.476181
36-0.130564-1.07670.857281
370.1218171.00450.159342
38-0.069605-0.5740.716062
390.0454480.37480.354498
400.0351030.28950.386551
41-0.014401-0.11870.547088
42-0.025677-0.21170.583527
430.0667730.55060.291847
44-0.076285-0.62910.734291
45-0.056087-0.46250.677402
46-0.037914-0.31260.622247
47-0.052804-0.43540.667687
480.0196230.16180.435965
490.0737060.60780.272673
50-0.015432-0.12730.550442
510.0669960.55250.29122
52-0.064032-0.5280.700399
53-0.053166-0.43840.668765
54-0.050832-0.41920.661793
550.0800150.65980.255798
56-0.040975-0.33790.631755
57-0.040757-0.33610.631081
58-0.077797-0.64150.738331
59-0.00575-0.04740.518841