Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1508421.56760.059951
2-0.086445-0.89840.185496
30.0377580.39240.347769
4-0.02056-0.21370.415606
5-0.020744-0.21560.414862
6-0.022369-0.23250.408308
7-0.072594-0.75440.226119
8-0.067451-0.7010.242414
9-0.007935-0.08250.467217
100.1152311.19750.116863
110.0900290.93560.17578
120.0282740.29380.384724
13-0.210385-2.18640.015473
14-0.142509-1.4810.070759
150.0358510.37260.355097
16-0.018899-0.19640.42233
17-0.072717-0.75570.225737
18-0.062022-0.64450.260294
190.0693970.72120.236175
200.0208160.21630.414569
21-0.036692-0.38130.351861
220.1222261.27020.10337
23-0.057225-0.59470.276645
24-0.029739-0.30910.378935
250.157251.63420.052565
260.0612760.63680.262801
270.0233130.24230.404512
280.0059830.06220.47527
29-0.063545-0.66040.25521
300.0021010.02180.49131
310.0461140.47920.316373
32-0.048158-0.50050.308881
33-0.066276-0.68880.246227
34-0.102685-1.06710.144146
350.0089510.0930.463029
360.1129551.17390.121517
370.0687170.71410.238344
38-0.016674-0.17330.431376
39-0.068657-0.71350.238538
40-0.054361-0.56490.286645
410.0321010.33360.369664
420.0129340.13440.446661
43-0.092763-0.9640.168594
44-0.054615-0.56760.285749
45-0.063917-0.66420.253974
460.0166110.17260.431634
470.0724090.75250.226696
480.0574530.59710.275857
49-0.057843-0.60110.274509
50-0.031438-0.32670.37226
51-0.058782-0.61090.271282
52-0.010503-0.10920.456642
53-0.016779-0.17440.430951
54-0.155265-1.61360.05477
55-0.077901-0.80960.209982
560.0107690.11190.455549
57-0.032327-0.3360.368778
580.026240.27270.392804
590.0505480.52530.300222
60-0.014694-0.15270.439457


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1508421.56760.059951
2-0.11174-1.16120.124052
30.0716130.74420.229178
4-0.050718-0.52710.299612
50.0025730.02670.489359
6-0.030481-0.31680.376015
7-0.065038-0.67590.250278
8-0.051078-0.53080.298316
9-0.001242-0.01290.494864
100.1155171.20050.116288
110.0550030.57160.284388
120.0260410.27060.393599
13-0.236975-2.46270.007685
14-0.082663-0.85910.196104
150.0237160.24650.402894
16-0.014358-0.14920.440832
17-0.039318-0.40860.34182
18-0.049717-0.51670.303222
190.0919650.95570.170672
20-0.054295-0.56420.286878
21-0.073443-0.76320.223493
220.1049141.09030.139005
23-0.067628-0.70280.241842
240.0731190.75990.224492
250.1515851.57530.059053
26-0.00465-0.04830.480774
270.0053440.05550.477907
28-0.000924-0.00960.496177
29-0.070704-0.73480.232033
30-0.001594-0.01660.493408
310.0242610.25210.40071
32-0.023803-0.24740.402545
33-0.010092-0.10490.458334
34-0.1661-1.72620.043589
350.0602380.6260.266312
360.0771610.80190.212191
370.0196290.2040.419372
380.0506340.52620.299911
39-0.037495-0.38970.348777
40-0.033199-0.3450.365376
410.017120.17790.429561
42-0.000573-0.0060.49763
43-0.056228-0.58430.280105
44-0.010578-0.10990.456334
45-0.06396-0.66470.253831
460.0169150.17580.430397
47-0.078785-0.81880.207363
480.0577990.60070.274661
49-0.026227-0.27260.392858
50-0.038622-0.40140.344468
51-0.069654-0.72390.235355
52-0.020422-0.21220.416163
53-0.033421-0.34730.364512
54-0.116194-1.20750.114934
55-0.034765-0.36130.359295
56-0.008681-0.09020.46414
57-0.069559-0.72290.235659
58-0.01319-0.13710.445615
590.0756130.78580.216855
60-0.065031-0.67580.250299