Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.477054-6.27470
20.1343821.76750.039452
3-0.110352-1.45150.074232
40.0536870.70610.240527
5-0.119803-1.57580.058453
60.0426210.56060.287901
70.027920.36720.356948
80.0406550.53470.296761
90.0205490.27030.393634
10-0.135087-1.77680.03868
110.2596583.41530.000397
12-0.460579-6.0580
130.2423013.1870.000853
14-0.20139-2.64890.004412
150.2869653.77440.00011
16-0.077162-1.01490.155784
17-0.033297-0.4380.330984
180.0165440.21760.413998
190.0235340.30950.378641
20-0.085647-1.12650.130754
210.0077690.10220.459365
220.0983241.29330.098824
23-0.103989-1.36780.08658
240.1455691.91470.028593
25-0.13307-1.75030.040923
260.1631122.14540.016658
27-0.193419-2.5440.005917
28-0.027551-0.36240.358756
290.1444861.90040.029521
30-0.097736-1.28550.100165
310.0443560.58340.280188
320.0317550.41770.338353
33-0.013383-0.1760.430239
34-0.022859-0.30070.382019
350.0382530.50310.307754
36-0.090296-1.18770.118298
370.121231.59450.056321
38-0.120568-1.58580.057303
390.0418920.5510.291171
400.0907681.19390.117082
41-0.078207-1.02870.152538
420.0319390.42010.33747
43-0.0731-0.96150.168825
440.0932041.22590.110949
45-0.078623-1.03410.151262
46-0.001912-0.02520.489981
470.0730190.96040.169094
48-0.028117-0.36980.355984
49-0.045277-0.59550.276135
500.068150.89640.185651
51-0.011904-0.15660.437882
52-0.099604-1.31010.095951
530.1116471.46850.071893
54-0.138021-1.81540.035598
550.1970122.59130.005189
56-0.10282-1.35240.089008
570.0224490.29530.384068
58-0.006155-0.0810.467785
59-0.015521-0.20410.419239
60-0.018839-0.24780.402295


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.477054-6.27470
2-0.120657-1.5870.05717
3-0.126212-1.66010.049357
4-0.055962-0.73610.231346
5-0.157262-2.06850.020042
6-0.123127-1.61950.053582
7-0.016438-0.21620.41454
80.0497950.65490.256686
90.0843931.110.134267
10-0.126988-1.67030.048337
110.198532.61120.004907
12-0.337082-4.43368e-06
13-0.163686-2.1530.016354
14-0.269547-3.54530.000252
150.050260.66110.254725
160.1478891.94520.026687
17-0.130994-1.7230.043342
18-0.042484-0.55880.288515
19-0.008128-0.10690.457495
200.0123630.16260.43551
21-0.005791-0.07620.469688
22-0.035621-0.46850.32
230.0210180.27640.391269
24-0.095174-1.25180.106164
25-0.057949-0.76220.223487
26-0.058024-0.76320.223196
270.0033870.04450.48226
28-0.126251-1.66060.049305
290.0658850.86660.193686
30-0.112169-1.47530.070968
31-0.055442-0.72920.233424
320.0479190.63030.264675
33-0.026251-0.34530.365151
340.0236540.31110.378042
350.002450.03220.487167
36-0.019965-0.26260.396587
37-0.007379-0.09710.461396
38-0.058755-0.77280.220346
39-0.100235-1.31840.094558
40-0.032424-0.42650.335148
410.0476520.62680.265818
42-0.048041-0.63190.264149
43-0.027721-0.36460.357924
440.0231060.30390.380782
45-0.019743-0.25970.397708
46-0.040554-0.53340.297221
470.0731890.96260.168534
48-0.062777-0.82570.205055
49-0.011607-0.15270.43942
50-0.022804-0.29990.382291
51-0.031876-0.41930.337772
52-0.108425-1.42610.077819
530.0276080.36310.358477
54-0.10184-1.33950.091083
550.0278910.36680.357091
560.0657580.86490.194143
57-0.015837-0.20830.417618
58-0.042078-0.55340.290336
59-0.005028-0.06610.473674
60-0.03255-0.42810.334545