Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2977052.69580.004259
20.4266083.86310.000111
30.5272644.77464e-06
40.2425512.19640.015444
50.2248992.03650.022461
60.3504583.17350.00106
70.0498760.45160.326359
80.1954191.76960.040256
90.2122691.92220.029028
100.0301680.27320.392701
110.0460880.41730.33876
120.0904210.81880.207638
13-0.020202-0.18290.427649
140.0971310.87960.190835
150.102760.93050.177414
16-0.020267-0.18350.42742
170.1755851.590.057842
180.1315461.19120.118505
190.0695340.62970.265336
200.1749951.58460.058448
210.0957330.86690.194264
22-0.009076-0.08220.46735
230.2576792.33340.011039
24-0.102041-0.9240.179093
250.0276170.25010.401575
260.08310.75250.226953
27-0.062751-0.56820.285713
28-0.087087-0.78860.216308
290.0010890.00990.496077
30-0.206071-1.86610.032805
31-0.071202-0.64480.26044
32-0.069424-0.62870.265658
33-0.185676-1.68140.048248
34-0.07882-0.71370.238706
35-0.03926-0.35550.361558
36-0.110769-1.00310.159393
370.0008460.00770.496953
38-0.007147-0.06470.474278
39-0.048589-0.440.33055
400.0717470.64970.258852
410.0493530.44690.32806
42-0.042045-0.38070.352194
430.0660860.59840.275601
440.0622120.56340.287364
45-0.086882-0.78670.216849
460.1012290.91670.181003
47-0.076468-0.69240.245308
48-0.126017-1.14110.128568
490.0070510.06380.474624
50-0.135409-1.22620.111821
51-0.170805-1.54670.062893
52-0.063128-0.57160.284563
53-0.166977-1.5120.067184
54-0.115167-1.04290.150034
55-0.075639-0.68490.247657
56-0.181473-1.64330.052074
57-0.080525-0.72920.233984
58-0.081578-0.73870.231093
59-0.118043-1.06890.144121
60-0.032984-0.29870.382969


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2977052.69580.004259
20.3708473.35820.000596
30.4286793.88190.000104
4-0.037341-0.33810.368061
5-0.182594-1.65350.051031
60.0986790.89360.187081
7-0.124515-1.12750.131404
80.0625010.5660.286479
90.1028470.93130.17721
10-0.031305-0.28350.388762
11-0.168477-1.52560.065476
12-0.064839-0.58710.279362
130.0757390.68580.247371
140.182491.65250.051127
150.1343691.21680.113593
16-0.11844-1.07250.143316
170.0451060.40850.342003
180.0550710.49870.309665
190.0608560.55110.29154
200.0406620.36820.356834
21-0.071888-0.6510.258443
22-0.221566-2.00640.024057
230.1636391.48180.071111
24-0.172144-1.55880.061444
250.0285920.25890.398177
260.0026840.02430.490333
27-0.000369-0.00330.498672
28-0.122082-1.10550.136088
29-0.101047-0.9150.181432
300.0051750.04690.48137
310.0819280.74190.230137
320.0413260.37420.354601
33-0.075562-0.68420.247875
340.0131470.1190.452764
35-0.01767-0.160.436634
360.0732680.66350.254446
370.0674110.61040.271631
380.0291870.26430.396105
390.0135520.12270.451316
40-0.06284-0.5690.285443
410.0188270.17050.432523
42-0.042596-0.38570.350349
430.0257030.23280.408267
440.086610.78430.217566
45-0.119276-1.08010.141635
46-0.057742-0.52290.301236
470.0073570.06660.473524
48-0.115002-1.04140.150379
490.0474270.42950.334354
50-0.012505-0.11320.45506
510.0242770.21980.41327
52-0.102073-0.92430.179019
53-0.021233-0.19230.424002
540.035480.32130.374406
550.042470.38460.35077
56-0.066622-0.60330.273991
57-0.017649-0.15980.436707
58-0.076148-0.68960.246211
59-0.031306-0.28350.388757
600.1155131.0460.149314