Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.5049696.6610
20.4789316.31750
30.3269824.31321.3e-05
40.2757663.63760.000181
50.1707672.25260.012768
60.1877672.47680.007106
70.1593282.10170.018511
80.1067971.40870.080347
90.0086280.11380.45476
10-0.105876-1.39660.082157
11-0.0871-1.14890.126082
12-0.32447-4.281.5e-05
13-0.105134-1.38680.083637
14-0.117873-1.55490.060899
150.0573160.75610.225319
16-0.048377-0.63810.26211
17-0.076092-1.00370.158454
18-0.067675-0.89270.186627
19-0.07832-1.03310.151493
20-0.11377-1.50070.067619
21-0.058951-0.77760.218924
22-0.012772-0.16850.433204
23-0.06358-0.83870.201401
24-0.013276-0.17510.430595
25-0.106541-1.40540.080848
26-0.07271-0.95910.169417
27-0.195998-2.58540.005273
28-0.129572-1.70920.044601
29-0.032823-0.4330.332789
30-0.082944-1.09410.137711
31-0.034951-0.4610.322676
32-0.026539-0.35010.363354
33-0.054425-0.71790.236886
34-0.06796-0.89650.185625
35-0.058153-0.76710.222034
36-0.084101-1.10940.1344
37-0.024653-0.32520.372712
38-0.084604-1.1160.132979
39-0.026396-0.34820.364062
40-0.008579-0.11320.455013
41-0.082573-1.08920.138783
42-0.075353-0.9940.160806
43-0.099261-1.30930.096072
44-0.054031-0.71270.238488
45-0.099706-1.31520.095085
46-0.068477-0.90330.183813
47-0.033235-0.43840.330818
48-0.069753-0.92010.179397
49-0.076052-1.00320.158578
50-0.037513-0.49480.310672
51-0.068859-0.90830.182484
52-0.086521-1.14130.127658
53-0.005083-0.0670.47331
54-0.034758-0.45850.323585
550.0697540.92010.179392
56-0.018989-0.25050.401255
57-0.008268-0.10910.456641
58-0.016965-0.22380.411595
59-0.021533-0.2840.388361
60-0.010227-0.13490.446421


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5049696.6610
20.3005843.9655.4e-05
30.0089210.11770.453232
40.0209610.27650.39125
5-0.047824-0.63080.264488
60.0717220.94610.172712
70.0486760.64210.260834
8-0.04916-0.64850.258768
9-0.128794-1.69890.045561
10-0.178383-2.3530.009869
110.0319170.4210.337134
12-0.30737-4.05453.8e-05
130.2371593.12830.001031
140.1008391.33020.092603
150.2214642.92130.001974
16-0.100428-1.32470.093499
17-0.20857-2.75120.003283
180.0773891.02080.154376
19-0.010736-0.14160.443774
20-0.039824-0.52530.300016
21-0.069729-0.91980.179477
22-0.049661-0.65510.256644
23-0.012429-0.1640.434979
24-0.077014-1.01590.155547
250.0438240.57810.281979
260.0084420.11140.45573
270.0074330.09810.461002
28-0.058404-0.77040.221055
290.0732040.96560.167787
30-0.106848-1.40940.080248
310.0729280.9620.168696
320.0216250.28530.387893
33-0.090481-1.19350.117143
34-0.012414-0.16370.43506
35-0.061388-0.80980.209592
36-0.036219-0.47780.31671
37-0.030342-0.40020.344738
38-0.047188-0.62250.267228
390.0085990.11340.454908
400.051730.68240.247958
41-0.002767-0.03650.485464
42-0.086566-1.14190.127537
430.0070860.09350.462817
44-0.006154-0.08120.467698
45-0.064722-0.85370.19721
46-0.022256-0.29360.384714
470.00170.02240.491065
48-0.103304-1.36270.087374
490.0252920.33360.369533
50-0.030161-0.39780.345616
51-0.024409-0.3220.373931
52-0.006887-0.09080.463859
530.0778121.02640.153063
54-0.056749-0.74860.227563
550.0668120.88130.189682
56-0.058173-0.76740.221956
57-0.103315-1.36280.087351
58-0.023122-0.3050.380363
590.0119010.1570.437721
60-0.012599-0.16620.4341