Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1494711.62370.053557
20.1211191.31570.095415
30.1171751.27290.102787
40.138451.5040.067633
50.1558611.69310.046539
60.1265281.37440.085954
70.0530250.5760.282857
80.1046311.13660.129008
90.1374171.49270.069089
10-0.067768-0.73620.23155
11-0.02047-0.22240.412209
12-0.21729-2.36040.009948
13-0.019437-0.21110.416572
140.1633091.7740.039322
15-0.03159-0.34320.366046
16-0.054637-0.59350.276987
17-0.091638-0.99540.160778
18-0.035458-0.38520.350402
190.0040360.04380.482553
20-0.065276-0.70910.239836
21-0.098315-1.0680.143856
22-0.03425-0.37210.35526
230.0238330.25890.398084
24-0.185555-2.01560.023054
25-0.15169-1.64780.05103
26-0.23953-2.6020.005228
27-0.077117-0.83770.201944
28-0.107374-1.16640.122906
29-0.017656-0.19180.424117
30-0.126347-1.37250.086259
31-0.079856-0.86750.193726
32-0.023965-0.26030.397532
33-0.042536-0.46210.322445
34-0.046672-0.5070.306555
350.0050670.0550.478098
360.0369340.40120.344496
370.0671850.72980.233473
380.075470.81980.206989
39-0.085701-0.9310.176889
40-0.039459-0.42860.334486
410.0178940.19440.423108
420.0287470.31230.377693
430.0284540.30910.378898
44-0.034706-0.3770.353423
45-0.080107-0.87020.192983
46-0.025506-0.27710.391108
47-0.111732-1.21370.11364
48-0.045965-0.49930.309245
49-0.050659-0.55030.291578
500.0132250.14370.443008
517.4e-058e-040.499679
520.019830.21540.414911
53-0.064302-0.69850.243119
540.0434450.47190.318924
55-0.041263-0.44820.327403
56-0.001268-0.01380.494516
570.0419530.45570.324713
58-0.027763-0.30160.381751
59-0.017924-0.19470.422978
600.0169390.1840.427164


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1494711.62370.053557
20.1010341.09750.137326
30.0886650.96310.168722
40.1038551.12810.130773
50.1113281.20930.114476
60.0691440.75110.227044
7-0.011802-0.12820.449104
80.0537470.58380.280222
90.081560.8860.188719
10-0.149247-1.62120.053818
11-0.056902-0.61810.268846
12-0.259991-2.82420.002783
130.0012040.01310.494796
140.2135662.31990.011032
15-0.016482-0.1790.429105
16-0.005462-0.05930.476393
17-0.070838-0.76950.221568
180.0036340.03950.484288
190.0478490.51980.302096
20-0.050633-0.550.291675
21-0.028471-0.30930.378828
22-0.091181-0.99050.161983
230.0101030.10970.4564
24-0.204193-2.21810.014231
25-0.103545-1.12480.131481
26-0.081605-0.88650.188588
27-0.009936-0.10790.457116
28-0.072565-0.78830.216062
290.1048661.13910.128476
30-0.007984-0.08670.465516
310.0665630.72310.235536
320.0563390.6120.270859
330.024720.26850.39438
34-0.017239-0.18730.425889
350.0773770.84050.201155
36-0.066326-0.72050.236325
37-0.031878-0.34630.364872
380.0110090.11960.452505
39-0.116451-1.2650.104184
40-0.082687-0.89820.185452
410.0001270.00140.499451
420.0052730.05730.477209
430.0128610.13970.444565
44-0.001845-0.020.492024
45-0.078021-0.84750.199211
46-0.058417-0.63460.263468
47-0.067869-0.73720.231219
48-0.008075-0.08770.465127
49-0.056584-0.61470.269981
500.0213150.23150.408648
51-0.071867-0.78070.218277
52-0.061239-0.66520.253602
530.023250.25260.400522
540.0906060.98420.163506
55-0.041923-0.45540.324828
56-0.021351-0.23190.408497
57-0.010077-0.10950.456509
58-0.06994-0.75970.224462
59-0.024524-0.26640.395198
600.0255570.27760.390894