Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.6840556.26950
20.4628344.24192.8e-05
30.3541153.24550.000842
40.1094981.00360.159236
5-0.045809-0.41980.337836
6-0.1251-1.14660.127409
7-0.105442-0.96640.168312
8-0.042838-0.39260.347797
90.1453811.33240.093159
100.2126371.94890.027325
110.3155712.89230.002435
120.5208014.77324e-06
130.3598833.29840.000714
140.2659382.43740.008453
150.2008831.84110.034567
16-0.02902-0.2660.395455
17-0.169809-1.55630.061696
18-0.279847-2.56480.00605
19-0.265096-2.42960.008622
20-0.178677-1.63760.052623
210.0038320.03510.486033
220.06470.5930.277392
230.1837521.68410.047936
240.3958333.62790.000245
250.2597122.38030.009781
260.1688551.54760.062741
270.1362831.24910.107557
28-0.057626-0.52820.299394
29-0.211756-1.94080.027819
30-0.264951-2.42830.008652
31-0.228055-2.09020.019813
32-0.199359-1.82720.035614
33-0.074165-0.67970.249272
340.0082370.07550.470002
350.0858460.78680.21681
360.2574382.35950.010311
370.1974741.80990.036946
380.1436381.31650.0958
390.1077750.98780.163049
40-0.026037-0.23860.405984
41-0.13716-1.25710.106102
42-0.23124-2.11940.018506
43-0.233622-2.14120.017578
44-0.217348-1.9920.024808
45-0.143232-1.31270.096422
46-0.110025-1.00840.158081
47-0.027624-0.25320.400374
480.1283351.17620.121418
490.0639980.58650.27954
500.0014370.01320.494763
51-0.022876-0.20970.41722
52-0.114915-1.05320.147631
53-0.182274-1.67060.049265
54-0.22443-2.05690.021398
55-0.226362-2.07460.02054
56-0.241972-2.21770.014637
57-0.200417-1.83690.034884
58-0.167134-1.53180.064664
59-0.133978-1.22790.111452
60-0.047578-0.43610.331957


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6840556.26950
2-0.009579-0.08780.465125
30.0771220.70680.240811
4-0.300629-2.75530.003594
5-0.044378-0.40670.342618
6-0.062938-0.57680.282796
70.178121.63250.053159
80.0700510.6420.261301
90.3361623.0810.001395
10-0.137185-1.25730.106062
110.2472472.26610.01301
120.2157611.97750.025633
13-0.323524-2.96510.001969
140.1063110.97440.166339
15-0.120118-1.10090.137042
16-0.154486-1.41590.080253
170.0032130.02940.48829
18-0.197998-1.81470.036571
190.1811841.66060.050263
200.0992620.90980.182778
210.0621040.56920.285371
22-0.089159-0.81720.208075
230.1366961.25280.106871
24-0.000644-0.00590.497651
25-0.113203-1.03750.151236
26-0.072741-0.66670.253402
270.0691840.63410.263874
28-0.085141-0.78030.218695
29-0.078246-0.71710.237641
300.1657141.51880.066285
310.0682740.62570.266591
32-0.076875-0.70460.241512
33-0.0283-0.25940.397989
34-0.012129-0.11120.455876
35-0.087896-0.80560.211381
360.0068170.06250.475164
370.0748460.6860.247308
38-0.003035-0.02780.488937
39-0.011048-0.10130.459795
400.0466690.42770.33497
410.0318410.29180.385571
42-0.112351-1.02970.15305
430.0247820.22710.410439
44-0.056249-0.51550.303769
45-0.12897-1.1820.120264
46-0.101006-0.92570.178618
470.0857770.78620.216992
48-0.020491-0.18780.425743
490.0058030.05320.478854
50-0.072644-0.66580.253684
51-0.092732-0.84990.198898
520.0401640.36810.356858
530.0842690.77230.221041
541.2e-051e-040.499956
55-0.094435-0.86550.194612
56-0.034781-0.31880.375345
57-0.097957-0.89780.185932
58-0.047845-0.43850.331072
590.0032620.02990.488112
60-0.040739-0.37340.354904