Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.737816.76210
20.3103232.84420.002796
3-0.003512-0.03220.487197
4-0.11222-1.02850.153331
5-0.071198-0.65250.257918
6-0.028837-0.26430.396101
7-0.103952-0.95270.171728
8-0.201123-1.84330.034404
9-0.182135-1.66930.049391
100.0226420.20750.418055
110.3462233.17320.001053
120.5442424.98812e-06
130.3214272.94590.002083
14-0.036125-0.33110.370701
15-0.286341-2.62440.005155
16-0.366993-3.36350.00058
17-0.320408-2.93660.00214
18-0.280667-2.57240.00593
19-0.330297-3.02720.001638
20-0.39898-3.65670.000222
21-0.362653-3.32380.000659
22-0.166445-1.52550.065446
230.1345821.23350.110421
240.3286343.0120.001714
250.1837541.68410.047934
26-0.076159-0.6980.243549
27-0.25097-2.30020.011959
28-0.278714-2.55450.00622
29-0.197817-1.8130.0367
30-0.125699-1.15210.126284
31-0.130509-1.19610.117505
32-0.158351-1.45130.075208
33-0.10983-1.00660.158507
340.0648110.5940.277054
350.3162.89620.002407
360.4786774.38711.7e-05
370.366063.3550.000597
380.1508831.38290.085186
39-0.006162-0.05650.477548
40-0.051849-0.47520.317938
41-0.014244-0.13050.448223
420.0164120.15040.440397
43-0.01876-0.17190.43195
44-0.0682-0.62510.266811
45-0.050629-0.4640.321916
460.0673040.61690.2695
470.2395782.19580.015433
480.3467813.17830.001037
490.2404812.2040.015128
500.0530590.48630.314013
51-0.093468-0.85670.197037
52-0.151474-1.38830.084361
53-0.136747-1.25330.106786
54-0.109416-1.00280.159416
55-0.135258-1.23970.109277
56-0.166144-1.52270.06579
57-0.149458-1.36980.087199
58-0.059351-0.5440.293956
590.066410.60870.272198
600.153761.40920.081228


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.737816.76210
2-0.513656-4.70775e-06
30.0861660.78970.215957
40.0527010.4830.315173
50.0298850.27390.392417
6-0.117741-1.07910.141812
7-0.217237-1.9910.024865
80.0579370.5310.298411
90.1272561.16630.123393
100.2644672.42390.008751
110.2995042.7450.003699
12-0.012621-0.11570.454093
13-0.671631-6.15560
140.2473882.26730.012968
15-0.057096-0.52330.301074
16-0.2377-2.17860.016083
17-0.131528-1.20550.115703
18-0.128385-1.17670.121326
190.1033620.94730.173095
20-0.115119-1.05510.147207
21-0.02266-0.20770.417991
22-0.072956-0.66870.252776
23-0.028495-0.26120.397304
24-0.004044-0.03710.48526
25-0.019471-0.17850.4294
26-0.063677-0.58360.280525
27-0.124311-1.13930.128903
280.1206411.10570.136008
29-0.026921-0.24670.402856
300.028510.26130.39725
31-0.039981-0.36640.357481
320.0583110.53440.297227
330.0194170.1780.429591
34-0.009155-0.08390.466665
35-0.017793-0.16310.435426
360.045410.41620.339166
370.0214080.19620.422461
38-0.023368-0.21420.415467
390.0176850.16210.435813
40-0.095446-0.87480.192094
410.0085670.07850.468803
420.0045610.04180.483378
43-0.093083-0.85310.198009
440.0150660.13810.445254
45-0.028764-0.26360.396357
46-0.026167-0.23980.405525
47-0.063569-0.58260.280855
480.0293920.26940.39415
49-0.02108-0.19320.423635
50-0.002471-0.02260.490993
51-0.078841-0.72260.235969
520.0173680.15920.436953
530.0264560.24250.404502
540.0565170.5180.302913
55-0.051072-0.46810.320468
560.0259080.23740.406444
57-0.064303-0.58930.278605
580.0298480.27360.392546
59-0.026556-0.24340.404147
60-0.031876-0.29210.385447