Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4109233.1830.001155
20.217781.68690.048406
30.0836180.64770.259825
4-0.073801-0.57170.284843
5-0.145825-1.12960.131579
6-0.229493-1.77760.040265
7-0.09798-0.75890.225427
8-0.158757-1.22970.111799
9-0.121032-0.93750.176127
10-0.055701-0.43150.33384
110.0571180.44240.329882
12-0.015028-0.11640.45386
13-0.10718-0.83020.204855
14-0.009788-0.07580.469908
15-0.111997-0.86750.194556
16-0.158491-1.22770.112184
17-0.119972-0.92930.178229
18-0.137549-1.06540.145471
19-0.007607-0.05890.476603
20-0.084072-0.65120.258695
210.0117170.09080.463992
220.0520370.40310.344162
230.0098460.07630.46973
240.1082750.83870.202484
250.1334421.03360.152727
260.1945911.50730.068491
270.0914220.70810.240797
280.0371910.28810.38714
29-0.075639-0.58590.280072
30-0.102005-0.79010.216282
310.0062210.04820.480863
320.0234070.18130.428369
330.0643980.49880.309864
340.0527880.40890.342037
350.094710.73360.233019
360.1464281.13420.130605
370.0919530.71230.23953
380.0076450.05920.476489
390.0076780.05950.476386
40-0.109867-0.8510.19907
41-0.15337-1.1880.119758
42-0.134216-1.03960.151341
43-0.091363-0.70770.240937
44-0.113274-0.87740.191881
45-0.083773-0.64890.259438
460.0044630.03460.48627
47-0.009849-0.07630.469723
480.0032930.02550.489867
49-0.006593-0.05110.479721
500.0192450.14910.440998
51-0.006068-0.0470.481333
520.0170080.13170.447815
530.0221530.17160.432166
54-0.012972-0.10050.460147
550.0251340.19470.423147
560.0025520.01980.492146
570.016350.12660.449821
580.0140340.10870.4569
590.0058420.04530.482029
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4109233.1830.001155
20.0588620.45590.325038
3-0.029934-0.23190.408714
4-0.132113-1.02330.155128
5-0.091608-0.70960.240353
6-0.139916-1.08380.141398
70.0887380.68740.247252
8-0.129732-1.00490.159491
9-0.03616-0.28010.390185
10-0.014929-0.11560.454162
110.1012540.78430.217972
12-0.131493-1.01850.156256
13-0.13388-1.0370.151942
140.0320050.24790.402524
15-0.116765-0.90450.184685
16-0.118686-0.91930.180799
17-0.024768-0.19190.424252
18-0.139376-1.07960.142319
190.0791710.61330.271012
20-0.144115-1.11630.13437
21-0.025394-0.19670.422363
22-0.046172-0.35760.360933
23-0.060696-0.47010.319977
240.0645930.50030.309334
250.0280.21690.414517
260.05580.43220.333564
27-0.023287-0.18040.428732
28-0.092794-0.71880.237534
29-0.126038-0.97630.166421
30-0.04159-0.32220.374229
310.1203530.93230.177471
320.0578170.44780.327939
33-0.043569-0.33750.368464
340.0314720.24380.404116
350.0367660.28480.388393
360.0905360.70130.242916
370.0382310.29610.384073
38-0.118055-0.91440.182071
390.1206710.93470.17684
40-0.073404-0.56860.285879
41-0.008898-0.06890.472641
420.0042010.03250.487073
430.0038080.02950.488284
44-0.026819-0.20770.418068
45-0.047319-0.36650.357629
460.0215980.16730.433849
47-0.032994-0.25560.399578
480.0077970.06040.47602
490.034510.26730.395073
50-0.089632-0.69430.245091
510.0031150.02410.490415
520.066180.51260.305047
53-0.069598-0.53910.295905
540.0036230.02810.488853
550.0660830.51190.305308
56-0.047916-0.37120.355916
57-0.033836-0.26210.397075
58-0.108968-0.84410.200993
590.0084240.06530.474095
60NANANA