Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.219941.70360.046811
20.2843522.20260.015739
30.3370322.61060.005699
40.2001181.55010.063188
50.1252770.97040.167873
60.1965581.52250.066565
70.0782850.60640.27327
80.1344491.04140.150925
90.019970.15470.438793
10-0.1355-1.04960.14906
110.158881.23070.111622
12-0.233377-1.80770.037831
13-0.185353-1.43570.078135
14-0.034775-0.26940.394285
15-0.065993-0.51120.305549
16-0.154007-1.19290.118795
17-0.058468-0.45290.326131
18-0.149729-1.15980.125364
19-0.090823-0.70350.242229
20-0.162059-1.25530.107118
21-0.281688-2.18190.016521
22-0.110531-0.85620.197656
23-0.207964-1.61090.056227
24-0.221451-1.71540.04572
25-0.089487-0.69320.245441
26-0.147298-1.1410.12921
27-0.276448-2.14140.018158
28-0.182809-1.4160.080969
29-0.153335-1.18770.11981
30-0.101473-0.7860.217479
31-0.010822-0.08380.466736
32-0.075792-0.58710.279675
330.0535610.41490.339854
340.0085360.06610.47375
350.0634570.49150.312419
360.0265050.20530.419014
370.0329330.25510.39976
380.0436870.33840.368121
390.0684350.53010.299002
400.1009750.78210.218602
410.1079220.8360.203247
420.1260010.9760.166491
430.0383450.2970.383738
440.075820.58730.279603
45-0.005159-0.040.484127
460.0045240.0350.48608
470.0264020.20450.419323
480.0347990.26960.394214
490.0532380.41240.340765
500.0170.13170.447839
510.0140090.10850.456977
52-0.007511-0.05820.476899
53-0.00282-0.02180.491323
54-0.010933-0.08470.466396
55-0.00335-0.02590.489693
560.0105490.08170.467575
570.0013350.01030.495891
58-0.002794-0.02160.491403
59-0.001147-0.00890.49647
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.219941.70360.046811
20.2479741.92080.029756
30.2636412.04220.02277
40.0605380.46890.320413
5-0.051708-0.40050.345095
60.0572910.44380.329402
7-0.035889-0.2780.390985
80.0621480.48140.315994
9-0.086591-0.67070.252484
10-0.237886-1.84270.035161
110.2002081.55080.063104
12-0.273274-2.11680.019218
13-0.121633-0.94220.174943
140.0543280.42080.337694
150.1090740.84490.200766
160.0113310.08780.465176
17-0.067205-0.52060.302292
18-0.04367-0.33830.368172
19-0.009444-0.07320.470963
20-0.082617-0.640.26232
21-0.184375-1.42820.079215
22-0.136696-1.05880.146958
230.002730.02110.4916
24-0.02267-0.17560.430601
25-0.005678-0.0440.482533
26-0.071515-0.5540.290834
27-0.120802-0.93570.176582
28-0.080171-0.6210.268475
290.0370790.28720.38747
300.0393990.30520.38064
310.1194530.92530.179264
320.0021020.01630.493531
33-0.014763-0.11440.454669
34-0.090193-0.69860.243742
350.1013990.78540.217645
36-0.093406-0.72350.236086
37-0.129116-1.00010.160633
380.0244760.18960.425134
39-0.050393-0.39030.348832
400.0121570.09420.462645
410.0076370.05920.476513
420.0251430.19480.42312
430.0090610.07020.472139
44-0.059604-0.46170.322987
45-0.091032-0.70510.241729
46-0.142599-1.10460.136879
470.0640750.49630.310741
48-0.024382-0.18890.425421
49-0.079809-0.61820.269392
50-0.101235-0.78420.218015
51-0.01555-0.12040.452265
520.0339310.26280.396791
53-0.002563-0.01990.492114
540.0024830.01920.492358
55-0.072361-0.56050.288611
560.0387720.30030.382483
57-0.017931-0.13890.445
58-0.06725-0.52090.30217
590.0271140.210.417182
60NANANA