Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.196193-1.85090.033752
2-0.115453-1.08920.139507
30.0436030.41130.340903
40.0114130.10770.45725
50.042750.40330.343847
60.1353581.2770.102468
7-0.027437-0.25880.398179
8-0.233167-2.19970.01521
90.1601431.51080.067193
100.0546140.51520.303834
11-0.020216-0.19070.42459
12-0.067217-0.63410.263813
13-0.023722-0.22380.411715
14-0.19556-1.84490.034189
150.0326670.30820.379334
160.1469691.38650.084528
17-0.10512-0.99170.162017
180.0545520.51460.304039
19-0.066185-0.62440.266986
20-0.001948-0.01840.49269
210.0373990.35280.362528
220.0894920.84430.200391
23-0.055441-0.5230.301127
240.0662390.62490.266818
25-0.023809-0.22460.411398
260.011850.11180.455621
270.0331030.31230.377772
280.1193841.12630.131541
29-0.081034-0.76450.223305
30-0.088333-0.83330.203444
310.0364330.34370.365937
32-0.063219-0.59640.27621
330.0814620.76850.222109
340.0752040.70950.239944
35-0.170403-1.60760.055735
36-0.062136-0.58620.279616
37-0.006348-0.05990.476189
380.0324110.30580.380247
39-0.025553-0.24110.405027
40-0.014987-0.14140.443943
41-0.092193-0.86970.193389
42-0.020307-0.19160.424255
430.0372560.35150.363031
44-0.017839-0.16830.433369
45-0.041894-0.39520.34681
46-0.022146-0.20890.417494
470.0144060.13590.446102
48-0.030817-0.29070.385969
490.0021530.02030.491921
500.0344550.3250.372955
51-0.048347-0.45610.324713
520.0386340.36450.358186
53-0.043946-0.41460.339722
540.0110440.10420.458627
550.0486610.45910.323654
560.0324120.30580.380247
57-0.010242-0.09660.461622
58-0.006603-0.06230.475235
590.0010890.01030.495915
60-0.072664-0.68550.247401


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.196193-1.85090.033752
2-0.160107-1.51050.067235
3-0.015036-0.14190.443759
4-0.000414-0.00390.498446
50.0541080.51050.305499
60.1706031.60950.055528
70.0601760.56770.285834
8-0.208548-1.96740.026123
90.0574750.54220.294512
100.0421690.39780.345857
110.0222750.21010.417018
12-0.077692-0.73290.232759
13-0.037312-0.3520.362837
14-0.213982-2.01870.023264
15-0.119295-1.12540.131718
160.0454620.42890.33452
170.0107840.10170.459598
180.1290851.21780.113262
19-0.016187-0.15270.439489
200.0075390.07110.47173
210.0125060.1180.453174
220.0317070.29910.382773
230.0300450.28340.388748
240.1571621.48270.070848
25-0.020445-0.19290.423746
26-0.014668-0.13840.445126
27-0.079736-0.75220.22695
280.0950920.89710.186044
29-0.040123-0.37850.352972
30-0.044918-0.42380.336384
31-0.046829-0.44180.329859
32-0.076511-0.72180.236154
33-0.003888-0.03670.485411
340.0937630.88460.18939
35-0.057281-0.54040.295141
36-0.008284-0.07810.468943
37-0.119244-1.12490.131819
38-0.005675-0.05350.478712
39-0.02726-0.25720.398819
40-0.010866-0.10250.459292
41-0.009124-0.08610.465801
42-0.01441-0.13590.446085
43-0.077805-0.7340.232435
44-0.140482-1.32530.094232
45-0.055292-0.52160.301613
46-0.016561-0.15620.438102
470.057860.54590.293267
48-0.010426-0.09840.460935
49-0.110565-1.04310.149871
50-0.053847-0.5080.306357
51-0.0532-0.50190.308493
520.0242080.22840.40994
530.0331140.31240.377736
540.001290.01220.495159
550.0385870.3640.358348
56-0.009822-0.09270.463191
570.0157250.14840.4412
580.0164040.15480.438682
590.0414730.39130.348271
60-0.092056-0.86850.193742