Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1875523.55360.000215
20.3177946.02130
30.1795633.40220.000372
40.1553032.94260.001733
50.1275962.41760.008061
60.063711.20710.114087
7-0.054701-1.03640.150347
8-0.011735-0.22240.412083
9-0.080833-1.53160.063255
10-0.174708-3.31020.000513
11-0.055263-1.04710.147883
12-0.480698-9.10790
13-0.168514-3.19290.000767
14-0.172913-3.27620.000577
15-0.128287-2.43070.007779
16-0.163167-3.09160.001073
17-0.121097-2.29450.01117
18-0.103099-1.95340.025772
190.0201280.38140.351578
20-0.002775-0.05260.479049
21-0.006426-0.12170.451583
22-0.006358-0.12050.45209
23-0.004364-0.08270.467075
24-0.006343-0.12020.452205
250.0949111.79830.036484
26-0.008505-0.16110.436036
270.0176610.33460.369052
280.0770351.45960.072638
290.0680231.28880.09914
300.0416320.78880.215369
310.0328950.62330.266752
32-0.068171-1.29170.098653
330.0113230.21450.415122
340.0026740.05070.479811
35-0.0721-1.36610.08638
36-0.031172-0.59060.277571
37-0.113841-2.1570.015835
38-0.00152-0.02880.488517
39-0.046567-0.88230.189098
40-0.067976-1.2880.099295
41-0.105451-1.9980.023234
42-0.033256-0.63010.264511
43-0.158298-2.99930.001447
440.018370.34810.364001
45-0.043872-0.83130.203191
460.0211620.4010.34434
470.0421790.79920.21236
480.0976751.85070.032519
490.1255282.37840.008955
500.0905641.71590.043518
510.0825271.56370.059388
520.1281642.42840.007829
530.1603083.03740.00128
540.0422130.79980.212173
550.1606493.04390.001254
560.0424940.80520.210633
570.0556981.05530.145992
580.0439430.83260.202814
590.0438870.83150.203111
60-0.02979-0.56440.286401


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1875523.55360.000215
20.2929225.55010
30.0935121.77180.038638
40.0339950.64410.259959
50.0322140.61040.271005
6-0.024285-0.46010.322846
7-0.139405-2.64140.004309
8-0.030697-0.58160.280592
9-0.045877-0.86930.192645
10-0.156693-2.96890.001595
110.0375910.71220.238389
12-0.427945-8.10840
13-0.036401-0.68970.245414
140.1233192.33660.010006
150.0471120.89260.186322
16-0.060609-1.14840.125789
17-0.017722-0.33580.368615
180.0078180.14810.44116
190.0233680.44280.329106
200.0479830.90910.181941
21-0.03962-0.75070.226664
22-0.157258-2.97960.001541
230.0101950.19320.42347
24-0.263321-4.98920
250.0569861.07970.140495
260.0174520.33070.370544
27-0.01152-0.21830.413674
280.0337610.63970.261394
290.0357460.67730.249331
30-0.027638-0.52370.300414
310.0375680.71180.238523
32-0.076586-1.45110.073812
33-0.04242-0.80370.211038
34-0.086262-1.63440.051522
35-0.078156-1.48080.069763
36-0.219062-4.15062.1e-05
37-0.029885-0.56620.285794
380.0624081.18250.118901
39-0.055153-1.0450.148363
40-0.019687-0.3730.354676
41-0.030763-0.58290.280174
42-0.01269-0.24040.405061
43-0.11499-2.17870.015
44-0.017441-0.33050.37062
45-0.006089-0.11540.454112
460.0027430.0520.479293
47-0.026375-0.49970.308785
48-0.056646-1.07330.141932
490.0372720.70620.240259
500.0380770.72140.235552
51-0.031982-0.6060.272461
520.0553791.04930.147378
530.01480.28040.389656
54-0.095807-1.81530.035157
55-0.024197-0.45850.323449
56-0.032014-0.60660.272256
57-0.058488-1.10820.134259
580.0431840.81820.206889
590.0097120.1840.427053
60-0.049846-0.94440.172791