Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4696865.97810
20.447585.69680
30.1886792.40150.00873
40.1546531.96840.025364
50.0695340.8850.188728
60.0750970.95580.17029
70.0831961.05890.145608
80.0107190.13640.445827
9-0.084608-1.07690.141566
10-0.269639-3.43190.00038
11-0.273711-3.48380.000318
12-0.598896-7.62270
13-0.226915-2.88820.002203
14-0.220484-2.80630.002813
150.0333590.42460.335851
16-0.042841-0.54530.293157
17-0.045377-0.57760.282183
18-0.045047-0.57330.283602
19-0.068869-0.87660.19101
20-0.07541-0.95980.169291
210.0038550.04910.480465
220.0944251.20180.115591
230.0736610.93760.174934
240.1692962.15480.016328
25-0.009364-0.11920.452638
260.0247550.31510.376553
27-0.151799-1.93210.027547
28-0.086033-1.0950.137566
29-0.001914-0.02440.490298
30-0.023993-0.30540.380236
310.0305460.38880.348973
320.0265850.33840.36776
33-0.003278-0.04170.483385
34-0.039325-0.50050.308691
35-0.046566-0.59270.277109
36-0.056838-0.72340.235228
370.0223240.28410.388333
38-0.022053-0.28070.389655
390.0711570.90570.183225
400.0826521.0520.147185
41-0.016763-0.21340.41566
420.003890.04950.480288
43-0.060494-0.770.221222
44-0.000921-0.01170.495332
45-0.014342-0.18250.427694
460.0160390.20410.419251
470.049580.63110.264448
480.0203840.25940.397811
49-0.002364-0.03010.488018
500.0094630.12040.45214
51-0.043672-0.55590.28954
52-0.064479-0.82070.206515
530.01920.24440.403626
54-0.034578-0.44010.330224
550.0881011.12130.1319
56-0.022906-0.29150.385506
57-0.021502-0.27370.392342
58-0.052823-0.67230.251167
59-0.084515-1.07570.141831
60-0.074564-0.9490.172005


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4696865.97810
20.2912193.70660.000144
3-0.136135-1.73270.042525
4-0.003324-0.04230.483154
50.0145950.18580.426432
60.0287770.36630.35732
70.0584690.74420.22892
8-0.089199-1.13530.128959
9-0.155735-1.98220.024575
10-0.254355-3.23740.000732
11-0.053987-0.68710.246489
12-0.482373-6.13960
130.3636354.62834e-06
140.1910782.4320.008052
150.1447741.84270.033602
16-0.061075-0.77740.219041
17-0.172247-2.19230.014891
180.0701080.89230.186771
190.0212260.27020.393688
20-0.151943-1.93390.027433
21-0.075517-0.96120.168948
22-0.096559-1.2290.110428
23-0.036915-0.46990.319545
24-0.187156-2.38210.009187
250.1521591.93670.027263
260.1552051.97540.024958
270.0716230.91160.181662
28-0.150184-1.91150.028851
290.0177710.22620.41067
30-0.035932-0.45730.324021
310.0824861.04990.147668
32-0.07648-0.97340.165895
33-0.092399-1.1760.120651
34-0.032572-0.41460.339499
35-0.034851-0.44360.328969
36-0.105815-1.34680.089962
370.033630.4280.334595
380.0699750.89060.187222
390.0626250.79710.213284
400.038390.48860.312882
41-0.061624-0.78430.216991
42-0.055739-0.70940.239536
430.0675850.86020.19547
44-0.011087-0.14110.443978
45-0.050661-0.64480.25998
46-0.03006-0.38260.35126
47-0.000513-0.00650.497401
48-0.12765-1.62470.053084
490.0253130.32220.373866
500.0222450.28310.388719
510.0067120.08540.466013
520.0528320.67240.251131
530.0317420.4040.343368
54-0.146532-1.8650.031992
550.1330451.69340.046152
56-0.002661-0.03390.486514
57-0.138739-1.76590.039652
58-0.061301-0.78020.218197
59-0.032455-0.41310.340046
60-0.139647-1.77740.038688