Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8705578.52970
20.7329177.18110
30.5626645.5130
40.4079953.99756.3e-05
50.2196372.1520.016953
60.0136260.13350.447037
7-0.168941-1.65530.050567
8-0.313798-3.07460.001373
9-0.419432-4.10964.2e-05
10-0.553577-5.42390
11-0.620885-6.08340
12-0.667783-6.54290
13-0.562451-5.51090
14-0.466772-4.57347e-06
15-0.33319-3.26460.00076
16-0.182381-1.7870.03855
17-0.022642-0.22180.412453
180.1103061.08080.141254
190.1960311.92070.028868
200.2717132.66220.004551
210.3306683.23990.000822
220.3958383.87849.6e-05
230.3731193.65580.000209
240.3553933.48210.000375
250.2960172.90040.00231
260.2611582.55880.006033
270.1725261.69040.047098
280.0560770.54940.29199
29-0.057607-0.56440.286888
30-0.132181-1.29510.099195
31-0.171347-1.67880.048217
32-0.212642-2.08350.019933
33-0.231167-2.2650.012882
34-0.238566-2.33750.010746
35-0.181071-1.77410.039607
36-0.147561-1.44580.075746
37-0.100769-0.98730.162981
38-0.088179-0.8640.194879
39-0.035597-0.34880.364009
400.0242820.23790.406228
410.0808020.79170.215245
420.1325021.29830.098656
430.1577951.54610.062689
440.1695041.66080.050009
450.1438221.40920.081009
460.1056381.0350.151626
470.0379320.37170.355484
48-0.000938-0.00920.496342
49-0.061566-0.60320.273893
50-0.095413-0.93490.176104
51-0.136929-1.34160.091442
52-0.160671-1.57430.05936
53-0.169918-1.66490.049601
54-0.194-1.90080.030164
55-0.194795-1.90860.029651
56-0.173398-1.69890.046284
57-0.121952-1.19490.117539
58-0.07481-0.7330.232677
59-0.005297-0.05190.47936
600.0319660.31320.377404


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8705578.52970
2-0.103056-1.00970.157579
3-0.214643-2.10310.019038
4-0.037393-0.36640.357447
5-0.244738-2.39790.009211
6-0.253614-2.48490.007345
7-0.068118-0.66740.253053
8-0.042232-0.41380.339978
9-0.042163-0.41310.340222
10-0.332122-3.25410.000786
110.0247990.2430.404272
12-0.139994-1.37170.086683
130.4423164.33381.8e-05
14-0.092938-0.91060.182393
150.1022541.00190.15946
160.1040551.01950.155259
17-0.09414-0.92240.179321
18-0.188715-1.8490.033766
19-0.090458-0.88630.188835
200.0193840.18990.424887
210.0926840.90810.183047
22-0.081511-0.79860.213236
23-0.106273-1.04130.150186
240.0473120.46360.322006
250.2033331.99230.024592
260.1046321.02520.153927
27-0.055248-0.54130.294771
28-0.019789-0.19390.423333
29-0.121527-1.19070.118349
30-0.062195-0.60940.271854
31-0.017801-0.17440.430953
320.0961430.9420.174276
330.0616950.60450.273473
340.0180090.17650.430154
35-0.010421-0.10210.459444
360.050080.49070.312385
370.0731710.71690.237579
38-0.126937-1.24370.108316
39-0.017634-0.17280.431595
400.0134360.13160.447771
41-0.002276-0.02230.491128
420.0748640.73350.232515
43-0.079505-0.7790.218952
44-0.048536-0.47550.317738
450.0133740.1310.448008
46-0.091658-0.89810.1857
47-0.00139-0.01360.49458
48-0.011755-0.11520.454272
49-0.022802-0.22340.411844
50-0.063591-0.62310.26736
51-0.043147-0.42280.336709
520.0003160.00310.498769
530.0635040.62220.267638
54-0.001236-0.01210.495182
550.0522880.51230.304803
560.0291880.2860.387753
57-0.073531-0.72050.236498
58-0.162004-1.58730.057866
590.0405920.39770.34586
60-0.039421-0.38630.350083