Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.4651113.60270.00032
20.4306633.33590.000731
30.3584332.77640.003661
40.2203811.70710.04649
50.3305882.56070.00649
60.2445211.89410.031521
70.1978551.53260.065318
80.0880270.68190.248976
9-0.113331-0.87790.808238
10-0.156789-1.21450.885339
11-0.171197-1.32610.905082
120.028830.22330.412025
13-0.194653-1.50780.93157
14-0.250234-1.93830.971352
15-0.158406-1.2270.887694
16-0.309211-2.39510.990124
17-0.1178-0.91250.817416
18-0.174969-1.35530.9098
19-0.131848-1.02130.844392
20-0.035299-0.27340.607268
21-0.162441-1.25830.893415
22-0.115544-0.8950.812818
230.0098530.07630.469709
240.0663340.51380.304632
250.0019210.01490.494089
26-0.052588-0.40730.657397
27-0.020184-0.15630.561855
28-0.11111-0.86070.803572
29-0.051582-0.39950.654546
30-0.114316-0.88550.810285
31-0.116079-0.89910.813914
32-0.070299-0.54450.705953
33-0.28148-2.18030.983417
34-0.18794-1.45580.924666
35-0.151124-1.17060.876806
36-0.142139-1.1010.862354
37-0.128052-0.99190.837381
38-0.128073-0.9920.837421
39-0.101125-0.78330.781738
40-0.091795-0.7110.760093
41-0.047539-0.36820.643004
42-0.032156-0.24910.597926
43-0.022944-0.17770.570231
440.0366290.28370.388797
45-0.01484-0.11490.545565
460.0450710.34910.364112
470.1239020.95970.170518
480.1022270.79190.215784
490.1081940.83810.202659
500.0861070.6670.253671
510.0861990.66770.253444
520.0819370.63470.264026
530.0813940.63050.265389
540.0660430.51160.305417
550.061270.47460.318399
560.0423050.32770.372141
570.0273340.21170.416517
580.02430.18820.425668
590.0416570.32270.374031


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.4651113.60270.00032
10.27352.11850.01914
20.1182030.91560.181772
3-0.062538-0.48440.685074
40.2002691.55130.063047
50.0258380.20010.421024
6-0.030766-0.23830.593775
7-0.150351-1.16460.875608
8-0.262968-2.03690.976963
9-0.170255-1.31880.903875
10-0.040494-0.31370.62257
110.324482.51340.00733
12-0.239124-1.85220.965544
13-0.201676-1.56220.938247
140.194891.50960.068195
150.0184060.14260.443553
160.073760.57130.284951
17-0.160517-1.24340.890714
18-0.02957-0.2290.590194
190.1012890.78460.217894
200.0627740.48620.314283
21-0.096129-0.74460.770293
220.0341420.26450.396165
230.0383750.29730.38365
24-0.08115-0.62860.733998
25-0.093839-0.72690.764934
26-0.13625-1.05540.85226
27-0.077551-0.60070.72485
28-0.053385-0.41350.659648
29-0.099135-0.76790.77722
30-0.048275-0.37390.645116
31-0.024999-0.19360.576445
32-0.087963-0.68140.750868
330.1158960.89770.18646
34-0.024886-0.19280.576103
35-0.02271-0.17590.56952
36-0.007845-0.06080.524128
370.0948560.73480.232676
38-0.014842-0.1150.545573
39-0.081893-0.63430.735865
40-0.008947-0.06930.52751
41-0.022841-0.17690.56992
42-0.14496-1.12290.867014
43-0.122754-0.95080.827251
440.1443451.11810.133992
45-0.058878-0.45610.675006
46-0.032487-0.25160.598911
470.0381390.29540.384346
48-0.034914-0.27040.606127
490.0400010.30980.378876
50-0.02142-0.16590.565611
51-0.05874-0.4550.674623
52-0.037638-0.29150.61418
530.0029730.0230.490853
540.010240.07930.468521
550.0300470.23270.408377
560.0335460.25980.397936
57-0.031746-0.24590.596703
58-0.044989-0.34850.63565
59NANANA