Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3358932.60180.005832
2-0.294888-2.28420.012957
3-0.397181-3.07660.001576
4-0.231097-1.79010.039244
50.0683920.52980.299115
60.2028191.5710.060718
70.045510.35250.362842
8-0.20342-1.57570.060179
9-0.323853-2.50860.007422
10-0.2207-1.70950.04626
110.3043162.35720.010846
120.7756386.00810
130.231981.79690.038692
14-0.277391-2.14870.017853
15-0.340837-2.64010.005274
16-0.206279-1.59780.057667
170.0433720.3360.369038
180.1560351.20860.115772
190.0337670.26160.39728
20-0.176887-1.37020.087872
21-0.266927-2.06760.021499
22-0.158224-1.22560.112569
230.2389311.85080.034565
240.5525024.27973.4e-05
250.1368771.06020.146642
26-0.245566-1.90210.030978
27-0.254656-1.97260.02658
28-0.140125-1.08540.141043
290.0543380.42090.337666
300.1013490.7850.217758
310.0180530.13980.444628
32-0.133938-1.03750.151839
33-0.173669-1.34520.091806
34-0.07219-0.55920.28906
350.1775271.37510.087104
360.3280042.54070.006834
370.0828550.64180.261725
38-0.15318-1.18650.120045
39-0.166805-1.29210.100644
40-0.084045-0.6510.258763
410.0430180.33320.370065
420.0654020.50660.307145
430.032170.24920.402034
44-0.047715-0.36960.356491
45-0.072592-0.56230.288004
46-0.02678-0.20740.418186
470.0803570.62240.268004
480.1580681.22440.112796
490.0411210.31850.375597
50-0.081609-0.63210.264849
51-0.086749-0.6720.252095
52-0.031883-0.2470.402888
530.0346560.26840.394639
540.0278530.21570.414959
550.0078760.0610.475778
56-0.00365-0.02830.488768
57-0.003824-0.02960.488234
58-0.001689-0.01310.494802
59-0.000329-0.00250.498988
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3358932.60180.005832
2-0.459562-3.55980.000367
3-0.14039-1.08750.140592
4-0.189601-1.46860.073576
50.0334180.25890.398317
6-0.030984-0.240.405575
7-0.11773-0.91190.182727
8-0.205043-1.58830.058743
9-0.273911-2.12170.019001
10-0.294301-2.27960.013099
110.2389921.85120.03453
120.5767374.46741.8e-05
13-0.238795-1.84970.034642
140.1869431.44810.076403
150.0776810.60170.274815
16-0.041082-0.31820.375711
17-0.084213-0.65230.258346
18-0.029557-0.22890.409846
19-0.003239-0.02510.490034
20-0.113594-0.87990.191214
21-0.030615-0.23710.406677
22-0.01559-0.12080.452141
23-0.160819-1.24570.108859
24-0.13875-1.07480.143394
25-0.065596-0.50810.306622
26-0.1041-0.80640.211611
27-0.038423-0.29760.38351
28-0.017425-0.1350.446544
290.0266240.20620.418656
30-0.130516-1.0110.158044
310.0409020.31680.376239
32-0.002501-0.01940.492305
330.050280.38950.349156
340.0224590.1740.431238
35-0.021835-0.16910.433132
36-0.142636-1.10490.136817
370.1199950.92950.178182
38-0.013027-0.10090.45998
39-0.104461-0.80920.210812
400.0015670.01210.495178
41-0.0354-0.27420.392434
42-0.026488-0.20520.419064
43-0.024313-0.18830.425627
440.1297531.00510.159452
450.0130580.10110.459887
46-0.055245-0.42790.335119
47-0.010664-0.08260.467222
480.0556010.43070.33412
49-0.128016-0.99160.162686
50-0.006001-0.04650.481539
510.0286140.22160.412673
52-0.022693-0.17580.43053
53-0.038507-0.29830.383264
540.0305560.23670.406852
55-0.090069-0.69770.244039
56-0.05891-0.45630.324905
57-0.00562-0.04350.482712
58-0.019806-0.15340.439293
59-0.05906-0.45750.324491
60NANANA