Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.229537-1.93410.028543
20.0529570.44620.328397
30.3448282.90560.002443
4-0.392972-3.31120.000731
50.1471141.23960.109601
60.0082450.06950.472406
7-0.157928-1.33070.093769
80.1087950.91670.181195
90.0174950.14740.441611
10-0.012994-0.10950.456561
110.0222940.18790.425765
12-0.018735-0.15790.437506
13-0.062655-0.52790.299593
140.0814560.68640.24736
150.0539970.4550.325255
160.0253850.21390.41562
170.1012390.85310.198248
18-0.101002-0.85110.198798
19-0.000775-0.00650.497406
20-0.10399-0.87620.191929
21-0.078503-0.66150.255224
22-0.006585-0.05550.477955
23-0.068522-0.57740.282756
240.1008660.84990.199116
250.091750.77310.221015
26-0.032005-0.26970.394095
270.0863630.72770.234593
28-0.069022-0.58160.281343
29-0.014854-0.12520.450375
300.0407240.34310.366252
31-0.062491-0.52660.300072
320.1089230.91780.180916
33-0.010879-0.09170.463609
34-0.010428-0.08790.465114
350.0426410.35930.360219
36-0.057276-0.48260.315426
37-0.019017-0.16020.436575
380.0381810.32170.374306
39-0.052618-0.44340.329423
400.0554990.46760.320735
410.096110.80980.210369
42-0.088562-0.74620.228993
430.0349590.29460.38459
44-0.057831-0.48730.313777
45-0.232338-1.95770.027097
460.1426941.20240.116609
47-0.09392-0.79140.215678
48-0.178957-1.50790.068007
490.2447522.06230.021419
50-0.193989-1.63460.053282
510.0713750.60140.274739
520.0518290.43670.331819
53-0.164867-1.38920.084558
540.1100890.92760.178372
55-0.094719-0.79810.213731
560.0097120.08180.467504
570.0526450.44360.329342
58-0.084566-0.71260.239226
590.0164840.13890.444962
60-0.052087-0.43890.331037


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.229537-1.93410.028543
20.0002850.00240.499045
30.3769033.17580.001106
4-0.285317-2.40410.009412
5-0.028511-0.24020.40542
6-0.033532-0.28250.389175
70.0628980.530.298886
8-0.071952-0.60630.273133
90.1009030.85020.19903
100.0315680.2660.395507
11-0.037928-0.31960.37511
12-0.072196-0.60830.272453
13-0.04039-0.34030.367306
140.1141510.96190.169694
150.1207091.01710.156276
160.0764520.64420.260763
170.0171240.14430.442839
18-0.135501-1.14170.128697
19-0.058699-0.49460.311203
20-0.151881-1.27980.102395
210.021210.17870.429334
22-0.029793-0.2510.401253
230.0207840.17510.430738
240.0380440.32060.37474
250.1481411.24830.108018
26-0.043026-0.36250.359011
270.0043340.03650.485487
28-0.079424-0.66920.252756
290.0595880.50210.308577
30-0.013389-0.11280.455248
31-0.00252-0.02120.491558
320.078610.66240.254937
330.0224990.18960.425088
34-0.015353-0.12940.448717
35-0.012432-0.10480.458434
360.0452960.38170.351923
370.0129820.10940.456601
380.0303170.25550.399554
39-0.076324-0.64310.261111
40-0.019059-0.16060.436435
410.0532350.44860.327555
42-0.06751-0.56880.285627
43-0.019555-0.16480.434797
44-0.079595-0.67070.252299
45-0.172003-1.44930.075825
460.0600880.50630.307104
470.0507980.4280.334961
48-0.193543-1.63080.053678
490.0071240.060.476151
50-0.053909-0.45420.325518
510.1357821.14410.128209
52-0.137417-1.15790.125393
530.0421210.35490.361853
540.0117550.09910.460689
55-0.034946-0.29450.384634
56-0.06441-0.54270.294508
57-0.002737-0.02310.490832
580.0125820.1060.457933
59-0.017387-0.14650.441968
60-0.027065-0.22810.410129