Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3812952.95350.002241
20.0851340.65940.256067
3-0.081775-0.63340.26443
4-0.150806-1.16810.123686
5-0.230926-1.78870.039352
6-0.119331-0.92430.179508
70.0259410.20090.420714
8-0.092074-0.71320.239242
9-0.004676-0.03620.485615
10-0.2112-1.63590.053543
11-0.436909-3.38430.000631
12-0.498287-3.85970.00014
13-0.093485-0.72410.235901
140.1831651.41880.080567
150.2714582.10270.019848
160.4011773.10750.001441
170.2834742.19580.015993
180.1366121.05820.147105
19-0.037053-0.2870.387546
20-0.072194-0.55920.289048
21-0.063084-0.48870.313435
220.0197970.15330.439319
230.1765061.36720.08833
240.1003350.77720.220051
25-0.110827-0.85850.197028
26-0.256121-1.98390.025924
27-0.20267-1.56990.060851
28-0.260797-2.02010.023921
29-0.139845-1.08320.141519
300.0739110.57250.284558
310.2041421.58130.059536
320.1922151.48890.070877
330.0756810.58620.279962
340.012820.09930.460614
35-0.020964-0.16240.435774
36-0.030389-0.23540.407354
370.0687990.53290.29803
380.0665440.51540.304068
390.0543060.42070.337756
400.0562770.43590.33223
410.0103740.08040.468111
42-0.185839-1.43950.077603
43-0.138655-1.0740.143558
44-0.08311-0.64380.261089
45-0.021376-0.16560.434522
460.0191080.1480.441416
470.0613760.47540.318108
480.0248140.19220.424115
49-0.039487-0.30590.380384
500.0427240.33090.370923
51-0.028979-0.22450.411577
52-0.006429-0.04980.480225
530.0267350.20710.41832
540.0933020.72270.236332
550.0335680.260.397872
560.0159530.12360.451034
57-0.02327-0.18030.428781
58-0.0573-0.44380.329375
590.0003180.00250.499021
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3812952.95350.002241
2-0.070502-0.54610.29351
3-0.105417-0.81660.208706
4-0.089784-0.69550.244725
5-0.160911-1.24640.108729
60.0234520.18170.428232
70.0670730.51950.302647
8-0.202794-1.57080.06074
90.0657720.50950.306147
10-0.320188-2.48020.007978
11-0.402841-3.12040.001388
12-0.371107-2.87460.002795
130.0343340.2660.395595
140.1078080.83510.203495
150.0294990.22850.410017
160.1004210.77790.219855
17-0.017948-0.1390.444947
18-0.015041-0.11650.453819
19-0.069788-0.54060.295402
20-0.115126-0.89180.188042
210.0078770.0610.475774
22-0.167385-1.29660.099874
23-0.090293-0.69940.2435
24-0.038784-0.30040.382448
25-0.074405-0.57630.283272
260.029310.2270.410584
270.1695581.31340.097026
28-0.015205-0.11780.453318
29-0.008422-0.06520.4741
30-0.026457-0.20490.419157
316.1e-055e-040.499813
32-0.060978-0.47230.319202
33-0.16765-1.29860.099524
34-0.082736-0.64090.262025
350.1527521.18320.120696
36-0.075751-0.58680.279781
370.0308920.23930.405847
38-0.017071-0.13220.447623
39-0.014248-0.11040.456245
40-0.013151-0.10190.459602
410.0388880.30120.382143
42-0.099342-0.76950.222308
430.1449331.12260.13303
44-0.096815-0.74990.228115
45-0.064607-0.50040.309298
46-0.022488-0.17420.431151
470.0178480.13830.445252
48-0.113738-0.8810.190914
49-0.000422-0.00330.498702
50-0.029049-0.2250.411367
51-0.079895-0.61890.269175
520.037620.29140.385873
53-0.037539-0.29080.386111
54-0.053229-0.41230.340791
550.0696360.53940.295805
56-0.035867-0.27780.391052
57-0.038741-0.30010.382575
58-0.055063-0.42650.335629
59-0.076478-0.59240.277905
60NANANA