Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9028788.42150
20.7695447.17780
30.6360065.93230
40.498614.65076e-06
50.3503543.26790.000776
60.1896361.76880.040216
70.0490060.45710.324372
8-0.091879-0.8570.196903
9-0.217783-2.03130.022636
10-0.308899-2.88120.002494
11-0.359068-3.34926e-04
12-0.411102-3.83450.000119
13-0.396748-3.70060.000188
14-0.347099-3.23750.000854
15-0.290454-2.70920.004061
16-0.247724-2.31060.01161
17-0.213641-1.99270.024714
18-0.148044-1.38090.085429
19-0.092714-0.86480.194769
20-0.046504-0.43380.332769
210.0005580.00520.497928
220.0371580.34660.364868
230.0567770.52960.298875
240.0764480.71310.238857
250.0855610.79810.213504
260.0851720.79440.214553
270.0783920.73120.233313
280.0743350.69330.244969
290.0906860.84590.199976
300.0908690.84760.199501
310.077570.72350.235649
320.0709160.66150.255033
330.0681230.63540.263415
340.0586770.54730.292787
350.036510.34050.367136
360.0236870.22090.412831
370.0121220.11310.455119
380.0041290.03850.484683
390.0019530.01820.492755
400.0054060.05040.479951
41-0.008806-0.08210.467364
42-0.031854-0.29710.383543
43-0.032323-0.30150.38188
44-0.036148-0.33720.3684
45-0.046551-0.43420.332609
46-0.065438-0.61040.271605
47-0.075287-0.70220.242205
48-0.071029-0.66250.254698
49-0.068976-0.64340.260838
50-0.07019-0.65470.257197
51-0.079003-0.73690.231586
52-0.09243-0.86210.195493
53-0.103657-0.96680.168151
54-0.09686-0.90350.184391
55-0.097707-0.91130.182316
56-0.102683-0.95780.170419
57-0.101685-0.94850.172762
58-0.095797-0.89350.187019
59-0.084211-0.78550.217156
60-0.095115-0.88720.188716


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9028788.42150
2-0.246985-2.30370.011811
3-0.042687-0.39820.345746
4-0.110411-1.02980.152969
5-0.14701-1.37120.086916
6-0.167331-1.56080.061105
70.0016460.01540.493892
8-0.18045-1.68310.047968
9-0.044252-0.41280.340401
100.027930.26050.397543
110.0538270.50210.308446
12-0.201678-1.88110.03165
130.3488293.25370.000812
14-0.060301-0.56250.287627
15-0.030481-0.28430.388426
16-0.141575-1.32050.095061
17-0.025788-0.24050.405242
180.0188240.17560.430517
19-0.023213-0.21650.414547
20-0.044622-0.41620.339142
210.0625360.58330.280601
22-0.067746-0.63190.264556
230.0782190.72960.233804
24-0.023882-0.22280.412125
250.0107430.10020.460206
26-0.035776-0.33370.369704
270.0620190.57850.28222
28-0.034541-0.32220.374047
290.0637770.59490.276737
30-0.026176-0.24410.403845
31-0.019102-0.17820.429501
320.0171160.15960.436766
330.0463240.43210.333377
34-0.102588-0.95690.170641
35-0.01636-0.15260.439536
360.0623750.58180.281105
37-0.040969-0.38210.351648
380.0686160.640.261924
390.040510.37790.35323
40-0.006821-0.06360.474709
41-0.071076-0.6630.254555
42-5e-05-5e-040.499815
430.0536380.50030.309063
44-0.11488-1.07150.143447
450.0016340.01520.493937
46-0.006365-0.05940.476397
47-0.060516-0.56450.286947
480.1100651.02660.153723
49-0.000404-0.00380.498502
50-0.032414-0.30230.381557
51-0.097184-0.90650.183595
520.0198230.18490.426872
53-0.065503-0.6110.271406
54-0.000237-0.00220.499122
55-0.03744-0.34920.363887
560.0013470.01260.495004
57-0.006693-0.06240.475182
58-0.007797-0.07270.471095
59-0.028744-0.26810.394626
60-0.098122-0.91520.181302