Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4520215.15380
20.2946973.36010.000512
30.0462120.52690.299582
4-0.068723-0.78360.217362
5-0.195225-2.22590.013871
6-0.274239-3.12680.00109
7-0.188552-2.14980.01671
8-0.177957-2.0290.022249
9-0.174862-1.99370.024137
10-0.049684-0.56650.286019
110.0133620.15230.439574
12-0.063479-0.72380.235251
13-0.108593-1.23810.108947
14-0.042323-0.48260.315111
150.0340160.38780.349383
16-0.063215-0.72080.236176
17-0.089825-1.02420.153831
18-0.05278-0.60180.274185
190.027750.31640.376105
20-0.0248-0.28280.388903
210.0989951.12870.130549
220.0823250.93870.174825
230.073920.84280.200439
240.000940.01070.495732
250.1069721.21970.1124
260.0718220.81890.207173
27-0.004516-0.05150.479505
28-0.012255-0.13970.444546
29-0.040695-0.4640.321716
30-0.004205-0.04790.480916
31-0.09068-1.03390.151548
32-0.038203-0.43560.331931
33-0.013083-0.14920.440828
34-0.005788-0.0660.47374
350.0670670.76470.222924
360.0684330.78030.218329
370.065160.74290.229431
38-0.037666-0.42950.334151
39-0.033422-0.38110.351889
400.0035720.04070.483788
41-0.026505-0.30220.381491
42-0.036394-0.4150.339428
43-0.074419-0.84850.198857
44-0.003771-0.0430.482883
450.0135590.15460.438688
460.0351670.4010.344553
470.0487940.55630.28947
48-0.001291-0.01470.494141
49-0.087774-1.00080.159398
50-0.020675-0.23570.407007
51-0.001856-0.02120.491575
52-0.02079-0.2370.4065
53-0.023057-0.26290.396527
54-0.10185-1.16130.123829
55-0.002497-0.02850.488665
560.0187620.21390.415473
57-0.000905-0.01030.495891
580.0352060.40140.344388
59-0.012307-0.14030.444313
60-0.00222-0.02530.489923


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4520215.15380
20.1135821.2950.098803
3-0.156871-1.78860.038004
4-0.090262-1.02910.15266
5-0.132171-1.5070.06712
6-0.148103-1.68860.046843
70.0396890.45250.325823
8-0.063581-0.72490.234898
9-0.134029-1.52820.064451
100.0667570.76110.223973
110.0082280.09380.4627
12-0.203201-2.31680.011038
13-0.117965-1.3450.090482
140.0437650.4990.309312
150.0455950.51990.302023
16-0.165827-1.89070.030444
17-0.134748-1.53640.06344
18-0.030856-0.35180.362772
190.0720010.82090.206591
20-0.104441-1.19080.11795
210.0495570.5650.286511
22-0.060718-0.69230.244994
23-0.028133-0.32080.374452
24-0.05058-0.57670.282569
250.0885481.00960.157279
26-0.062745-0.71540.237822
27-0.042848-0.48850.312993
280.0490190.55890.288594
29-0.101277-1.15470.125159
30-0.005505-0.06280.475024
31-0.042765-0.48760.313329
320.0064790.07390.470612
33-3.3e-05-4e-040.499848
340.0066710.07610.469742
350.0901361.02770.152998
36-0.054939-0.62640.266074
37-0.018609-0.21220.41615
38-0.055516-0.6330.26393
390.0538360.61380.270201
400.0009090.01040.495872
41-0.007527-0.08580.465868
42-0.011001-0.12540.45019
43-0.074415-0.84850.198869
440.0391860.44680.327887
450.0712160.8120.20914
46-0.019591-0.22340.4118
47-0.032238-0.36760.356894
48-0.018852-0.2150.415071
49-0.128751-1.4680.072262
500.0836710.9540.170927
510.0180530.20580.41862
52-0.047042-0.53640.296313
530.0132330.15090.440151
54-0.171595-1.95650.026276
550.031680.36120.359266
560.0651970.74340.229302
57-0.084698-0.96570.167992
58-0.024088-0.27460.392011
590.0007930.0090.496398
60-0.10598-1.20840.114553