Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4230793.56490.000328
20.3054062.57340.00608
30.349412.94420.002187
4-0.019356-0.16310.435454
50.0383590.32320.373741
60.0818870.690.246223
7-0.048529-0.40890.341917
80.1132330.95410.171631
90.0827310.69710.244007
100.0119560.10070.46002
110.1577741.32940.093981
120.0700070.58990.278569
130.0496950.41870.338336
140.1338091.12750.131665
150.0137950.11620.453897
160.021220.17880.4293
170.0085360.07190.471432
180.0012470.01050.495824
19-0.049914-0.42060.337664
20-0.061996-0.52240.301513
21-0.067173-0.5660.286586
22-0.100786-0.84920.199302
23-0.027032-0.22780.410239
24-0.086989-0.7330.232992
25-0.090208-0.76010.224855
26-0.051732-0.43590.332116
27-0.087159-0.73440.232557
28-0.076152-0.64170.261578
290.0024290.02050.491863
30-0.082928-0.69880.24349
31-0.102875-0.86680.194474
32-0.044414-0.37420.354669
33-0.077924-0.65660.256782
34-0.162985-1.37330.086985
35-0.142727-1.20260.116556
36-0.128162-1.07990.141918
37-0.122315-1.03060.153102
38-0.148632-1.25240.107268
39-0.086368-0.72770.234581
40-0.08541-0.71970.237042
41-0.009386-0.07910.468592
420.0420350.35420.362121
43-0.043632-0.36760.357116
440.0079020.06660.473551
45-0.015511-0.13070.448191
46-0.111474-0.93930.175382
470.0582130.49050.312643
480.0221710.18680.426169
49-0.014852-0.12510.450382
500.0559110.47110.319503
51-0.08111-0.68340.248275
52-0.089187-0.75150.227417
53-0.022944-0.19330.423627
54-0.075554-0.63660.263208
550.041660.3510.363301
560.0370150.31190.378017
57-0.017289-0.14570.442295
580.0738760.62250.267808
59-0.044268-0.3730.355125
60-0.068807-0.57980.281949


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4230793.56490.000328
20.1539711.29740.09935
30.218271.83920.035035
4-0.325129-2.73960.003887
50.0726320.6120.271245
60.0501940.42290.336807
70.0112760.0950.462287
80.1043110.87890.191199
9-0.027359-0.23050.409172
10-0.006651-0.0560.477734
110.0934320.78730.216871
12-0.000139-0.00120.499536
130.0204260.17210.431918
140.0222690.18760.425846
15-0.028926-0.24370.404068
16-0.005518-0.04650.481521
17-0.067427-0.56810.285863
180.1065890.89810.186075
19-0.143546-1.20950.115234
20-0.013057-0.110.456351
21-0.049358-0.41590.33937
22-0.03415-0.28780.387186
230.0783850.66050.255541
24-0.127348-1.0730.143441
25-0.006189-0.05220.479278
26-0.055627-0.46870.320352
270.0255930.21570.414939
28-0.009835-0.08290.467094
290.0484920.40860.342031
30-0.080281-0.67650.250474
31-0.072963-0.61480.270326
320.00990.08340.466875
330.0907210.76440.223572
34-0.209555-1.76570.040869
35-0.029372-0.24750.40262
360.002260.0190.492431
370.0353430.29780.38336
38-0.10249-0.86360.19536
390.0188110.15850.437255
40-0.017942-0.15120.440131
410.0902510.76050.224746
420.0757440.63820.262689
43-0.136797-1.15270.126455
440.0216930.18280.427744
45-0.008052-0.06780.473048
46-0.034469-0.29040.386162
470.1574891.3270.094376
480.0137140.11560.454165
49-0.001613-0.01360.494596
50-0.118052-0.99470.161625
51-0.096991-0.81730.208257
520.0331130.2790.390522
533.9e-053e-040.499869
540.0764560.64420.260751
55-0.021352-0.17990.428866
56-0.100966-0.85080.198884
570.060070.50620.307156
58-0.038952-0.32820.371858
59-0.070175-0.59130.278097
60-0.070976-0.59810.275855