Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.478154.61116e-06
20.567075.46860
30.6515716.28350
40.3618113.48920.000371
50.4368614.21292.9e-05
60.353063.40480.000489
70.149871.44530.075869
80.2047691.97470.025633
90.0923760.89080.187655
100.0165580.15970.43674
110.0619170.59710.275945
12-0.076947-0.74210.229963
13-0.025339-0.24440.403744
14-0.001136-0.0110.495642
15-0.023591-0.22750.410266
16-0.080718-0.77840.219151
170.0133370.12860.44897
18-0.025236-0.24340.404128
19-0.117489-1.1330.130059
200.0095580.09220.463378
21-0.033382-0.32190.374117
22-0.148727-1.43430.077425
230.0651060.62790.265817
24-0.167716-1.61740.05459
25-0.125614-1.21140.11441
26-0.009594-0.09250.463242
27-0.18144-1.74970.041731
28-0.113434-1.09390.138408
29-0.102241-0.9860.16335
30-0.226376-2.18310.015773
31-0.121069-1.16750.122987
32-0.140998-1.35970.088601
33-0.22446-2.16460.016489
34-0.135841-1.310.096711
35-0.209799-2.02320.02296
36-0.143728-1.38610.084521
37-0.097944-0.94450.17367
38-0.108659-1.04790.148707
39-0.111289-1.07320.142973
40-0.019913-0.1920.424069
41-0.015867-0.1530.43936
42-0.030214-0.29140.385708
430.0555620.53580.296681
440.0707550.68230.24836
450.014420.13910.444852
460.118781.14550.127477
470.054320.52380.300818
48-0.022482-0.21680.414416
490.0955240.92120.179666
50-0.043679-0.42120.337281
51-0.042921-0.41390.339945
52-0.002262-0.02180.491321
53-0.118688-1.14460.12766
54-0.032839-0.31670.376094
55-0.078841-0.76030.224496
56-0.175212-1.68970.04722
57-0.063788-0.61520.269978
58-0.109382-1.05480.147115
59-0.123209-1.18820.118892
60-0.040013-0.38590.350238


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.478154.61116e-06
20.4387544.23122.7e-05
30.464944.48371e-05
4-0.164858-1.58980.057633
5-0.091193-0.87940.190718
6-0.109949-1.06030.145874
7-0.216423-2.08710.019807
8-0.083807-0.80820.210516
9-0.006079-0.05860.476689
100.061340.59150.277796
110.1068081.030.152837
12-0.04712-0.45440.325298
130.0510740.49250.31175
140.0778550.75080.227332
150.1460581.40850.081153
16-0.214364-2.06730.020744
17-0.026612-0.25660.399014
18-0.006862-0.06620.47369
19-0.21647-2.08760.019786
20-0.024017-0.23160.408672
210.1653261.59430.057126
22-0.062847-0.60610.27297
230.2074332.00040.024186
24-0.205662-1.98330.02514
25-0.076439-0.73720.231442
260.0095890.09250.463262
270.0811830.78290.217836
28-0.151701-1.4630.073425
29-0.049748-0.47970.316266
30-0.064284-0.61990.26841
31-0.062523-0.6030.274003
320.0437650.4220.336981
330.1173791.1320.13028
34-0.062044-0.59830.275538
35-0.03145-0.30330.381171
360.0600070.57870.282099
370.0916310.88370.189579
380.0525570.50680.306734
390.0033340.03210.487212
40-0.071989-0.69420.244633
41-0.017992-0.17350.431313
42-0.03394-0.32730.372087
43-0.048448-0.46720.320718
440.0948180.91440.181439
450.1134811.09440.13831
46-0.092939-0.89630.186212
47-0.075133-0.72460.235271
48-0.174899-1.68670.04751
490.0133290.12850.449
50-0.020285-0.19560.422668
510.0384640.37090.355764
52-0.020511-0.19780.421814
53-0.001963-0.01890.492467
540.0714710.68920.246195
55-0.065127-0.62810.265751
56-0.05438-0.52440.300616
570.0009970.00960.496174
58-0.032788-0.31620.37628
59-0.067842-0.65420.257283
600.0281320.27130.393383