Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.052219-0.47570.317755
20.0106310.09690.461538
3-0.325879-2.96890.001953
40.1064210.96950.167547
5-0.137781-1.25520.106456
60.2295572.09140.019776
7-0.156994-1.43030.078195
80.002570.02340.490687
9-0.364544-3.32120.000667
100.177121.61360.055201
110.0470570.42870.334623
120.5737045.22671e-06
13-0.159267-1.4510.075276
14-0.06479-0.59030.27831
15-0.193306-1.76110.040952
160.0536210.48850.313237
17-0.084212-0.76720.222568
180.1766081.6090.05571
19-0.131091-1.19430.117882
20-0.06511-0.59320.277338
21-0.221662-2.01940.023334
220.2223042.02530.023026
230.0306250.2790.390467
240.2295182.0910.019793
25-0.152394-1.38840.084369
26-0.090193-0.82170.206801
27-0.141622-1.29020.100275
280.0158090.1440.442914
29-0.016125-0.14690.441781
300.1179971.0750.142745
31-0.100235-0.91320.181896
32-0.089122-0.81190.209574
33-0.015061-0.13720.445599
340.244462.22710.014323
350.0027980.02550.489863
360.0431190.39280.347725
37-0.090691-0.82620.20552
38-0.140332-1.27850.102321
39-0.101087-0.92090.179875
400.0099530.09070.463982
410.0924010.84180.201157
42-0.014086-0.12830.449098
43-0.092965-0.84690.19973
44-0.027385-0.24950.401799
450.0758270.69080.245805
460.1577411.43710.077226
470.0009990.00910.496379
48-0.039543-0.36030.359785
49-0.045856-0.41780.338598
50-0.15324-1.39610.083207
51-0.034522-0.31450.376962
520.0707310.64440.260551
530.0898610.81870.20766
54-0.042345-0.38580.350323
55-0.093992-0.85630.197146
560.0320590.29210.38548
570.1077590.98170.164543
580.1120281.02060.1552
59-0.04057-0.36960.356309
60-0.039209-0.35720.36092


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.052219-0.47570.317755
20.0079260.07220.471305
3-0.325823-2.96840.001956
40.0824160.75080.227435
5-0.147244-1.34150.091716
60.1388791.26520.104662
7-0.119864-1.0920.138993
8-0.088828-0.80930.21034
9-0.294345-2.68160.004419
100.0623720.56820.285705
110.0601360.54790.292627
120.4856464.42441.5e-05
13-0.044117-0.40190.344386
14-0.094835-0.8640.195042
150.1017910.92740.178214
16-0.206849-1.88450.0315
170.0101690.09260.463205
18-0.027879-0.2540.400067
190.045630.41570.339349
20-0.023133-0.21070.4168
210.0357280.32550.372811
220.0034660.03160.487442
23-0.107681-0.9810.164717
24-0.080957-0.73750.231434
25-0.066081-0.6020.274399
26-0.044496-0.40540.343121
27-0.075953-0.6920.245445
28-0.050077-0.45620.324709
29-0.012003-0.10940.456594
30-0.02066-0.18820.425582
310.0106390.09690.461508
32-0.11098-1.01110.157458
330.1241.12970.130929
340.0814510.7420.230076
35-0.032585-0.29690.383655
360.0036270.0330.486861
37-0.020973-0.19110.424466
38-0.097107-0.88470.189442
39-0.058386-0.53190.298101
40-0.05164-0.47050.319629
410.0798960.72790.234366
42-0.057076-0.520.302227
43-0.047294-0.43090.333839
440.0156520.14260.443478
45-0.104856-0.95530.171105
46-0.032598-0.2970.383612
47-0.037786-0.34420.365767
48-0.038895-0.35440.361987
490.0120380.10970.456469
50-0.007068-0.06440.474408
51-0.081234-0.74010.230671
520.0503810.4590.323721
53-0.043602-0.39720.346107
540.0526580.47970.316337
55-0.073444-0.66910.252642
56-0.01771-0.16130.436108
570.1038280.94590.173468
58-0.000548-0.0050.498013
59-0.084087-0.76610.222904
600.0653390.59530.276643