Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2177442.25240.01317
20.2963013.0650.001378
30.1468031.51850.065914
40.1562541.61630.054487
50.0446430.46180.322585
60.0444120.45940.32344
70.1541291.59430.056907
80.029520.30540.380342
90.1701071.75960.040667
100.0796630.8240.205874
110.1778941.84020.034259
120.0437040.45210.326062
130.0592260.61260.270709
140.0206810.21390.415508
150.0105390.1090.456698
160.0581470.60150.274396
17-0.011111-0.11490.454356
18-0.004181-0.04320.482792
190.0105690.10930.456572
200.0164350.170.432664
21-0.09274-0.95930.169784
22-0.015494-0.16030.436486
23-0.079013-0.81730.207781
24-0.105689-1.09330.138369
250.0136070.14080.444164
26-0.071519-0.73980.230522
27-0.001711-0.01770.492955
28-0.017764-0.18380.427276
290.0137540.14230.443565
30-0.098189-1.01570.156037
31-0.045597-0.47170.319066
32-0.046474-0.48070.315845
33-0.094776-0.98040.164558
34-0.116067-1.20060.116279
35-0.100514-1.03970.150407
36-0.085926-0.88880.188046
37-0.139578-1.44380.075858
38-0.094607-0.97860.164986
39-0.071736-0.7420.229844
40-0.0974-1.00750.15798
41-0.077033-0.79680.213657
42-0.017395-0.17990.428774
43-0.077188-0.79840.213191
44-0.04165-0.43080.33373
45-0.067616-0.69940.242902
46-0.092348-0.95530.170802
47-0.09262-0.95810.170095
48-0.083406-0.86280.195099
49-0.058471-0.60480.273285
50-0.093372-0.96590.168148
51-0.087317-0.90320.18422
52-0.03289-0.34020.367181
53-0.11229-1.16150.124005
54-0.0689-0.71270.238788
55-0.0591-0.61130.271136
56-0.099883-1.03320.151921
57-0.079743-0.82490.205641
58-0.030334-0.31380.377152
59-0.006456-0.06680.473441
60-0.079869-0.82620.205272


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2177442.25240.01317
20.2612772.70270.004001
30.0476030.49240.311719
40.055280.57180.284321
5-0.041934-0.43380.332665
6-0.018399-0.19030.424707
70.1530741.58340.05814
8-0.029671-0.30690.379752
90.1157961.19780.116821
100.0189410.19590.422518
110.0824770.85310.197741
12-0.032687-0.33810.367968
13-0.037515-0.38810.349372
14-0.021859-0.22610.410773
15-0.005663-0.05860.4767
160.0460150.4760.317528
17-0.028005-0.28970.386309
18-0.07136-0.73820.231019
190.0263280.27230.392943
20-0.01146-0.11850.452929
21-0.109404-1.13170.130148
220.003540.03660.485428
23-0.054703-0.56590.286338
24-0.068776-0.71140.239184
250.1083231.12050.132505
26-0.060466-0.62550.2665
270.0118130.12220.451489
280.0449540.4650.321434
29-0.004978-0.05150.479514
30-0.077653-0.80330.211805
31-0.007185-0.07430.470448
320.0146220.15120.440033
33-0.03204-0.33140.370488
34-0.074044-0.76590.222705
35-0.029063-0.30060.38214
36-0.052658-0.54470.293545
37-0.040206-0.41590.339161
38-0.042511-0.43970.330506
390.0017090.01770.492964
40-0.020741-0.21450.415265
41-0.005847-0.06050.475941
420.0510470.5280.299283
43-0.028992-0.29990.382418
44-0.005687-0.05880.4766
45-0.017761-0.18370.427289
46-0.032045-0.33150.370468
47-0.036472-0.37730.353362
48-0.014061-0.14540.442316
490.0297310.30750.379515
50-0.040588-0.41980.337722
51-0.066378-0.68660.246905
520.04190.43340.332792
53-0.099045-1.02450.153948
54-0.031649-0.32740.372011
550.0190860.19740.421933
56-0.08952-0.9260.178265
57-0.015184-0.15710.437744
580.0315160.3260.372529
590.0243250.25160.40091
60-0.070325-0.72750.234269