Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1520981.41050.081
20.1160851.07650.142351
30.1392781.29160.099976
40.2227852.0660.020918
50.0676820.62770.265945
60.0493980.45810.324017
70.0251810.23350.407957
80.0003520.00330.498703
9-0.188326-1.74650.042151
10-0.093496-0.8670.194164
110.080030.74220.230004
12-0.485092-4.49861.1e-05
13-0.203369-1.8860.031337
14-0.051604-0.47860.316733
150.0148270.13750.445478
16-0.098302-0.91160.18226
17-0.17079-1.58380.05845
18-0.043342-0.40190.344363
190.0370160.34330.366116
20-0.077742-0.72090.236448
210.0394060.36540.357841
220.0771740.71570.238064
23-0.07105-0.65890.255862
240.0238880.22150.412602
250.0941710.87330.192465
260.0416520.38630.350127
27-0.035771-0.33170.370452
28-0.024173-0.22420.411578
290.0969840.89940.185479
300.0765020.70940.239982
31-0.060127-0.55760.289286
320.0487810.45240.326069
330.0700910.650.258715
340.0259040.24020.405366
35-0.050908-0.47210.319026
360.0756140.70120.242532
37-0.013877-0.12870.448952
38-0.017629-0.16350.435262
390.0064910.06020.476071
400.0523230.48520.314375
410.0159230.14770.441477
42-0.053259-0.49390.311317
430.0253550.23510.407331
440.0503340.46680.320918
45-0.049571-0.45970.323446
46-0.058372-0.54130.294843
470.0213080.19760.421912
48-0.018623-0.17270.431647
49-0.011439-0.10610.457882
500.0516440.47890.316603
51-0.050955-0.47250.318869
52-0.016331-0.15140.43999
53-0.060518-0.56120.288055
54-0.007964-0.07390.470649
55-0.040174-0.37260.355196
56-0.054952-0.50960.305817
570.020380.1890.425269
580.0144790.13430.44675
590.007330.0680.47298
60-0.026872-0.24920.4019


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1520981.41050.081
20.0951520.88240.190008
30.1124241.04260.150032
40.1870261.73440.043214
5-0.003984-0.03690.485308
6-0.006366-0.0590.47653
7-0.031801-0.29490.384388
8-0.053399-0.49520.310861
9-0.215654-1.99990.024334
10-0.066449-0.61620.269688
110.1465461.3590.088848
12-0.514686-4.7734e-06
13-0.002558-0.02370.490566
140.1237511.14760.127153
150.0770290.71430.238476
160.1247071.15650.125343
17-0.151546-1.40540.081755
180.0046060.04270.483016
190.0528430.490.312675
20-0.035531-0.32950.371288
21-0.091172-0.84550.200092
22-0.04781-0.44340.329306
230.0918640.85190.198315
24-0.24784-2.29840.011983
250.0492870.45710.324387
260.0082850.07680.469468
27-0.007264-0.06740.473226
280.1702061.57840.059069
29-0.134532-1.24760.107783
300.0524710.48660.313892
310.001740.01610.493581
320.0507640.47080.319501
330.0266610.24720.402653
34-0.03148-0.29190.385522
35-0.050798-0.47110.319387
36-0.070671-0.65540.256986
370.0268230.24870.402075
38-0.053439-0.49560.31073
390.0616590.57180.284474
400.0739870.68610.247238
41-0.023992-0.22250.412228
420.0756330.70140.242475
43-0.023115-0.21440.415385
440.0546960.50720.306646
45-0.033777-0.31320.377432
460.0059590.05530.478029
47-0.131174-1.21650.113569
48-0.016338-0.15150.439964
490.0538950.49980.309246
500.0669310.62070.268221
51-0.037152-0.34450.365643
52-0.038419-0.35630.36125
530.0528410.490.312683
54-0.061957-0.57460.283544
55-0.052691-0.48860.313172
560.0391320.36290.358787
570.0559050.51840.302741
580.0102950.09550.462081
59-0.013689-0.12690.449641
60-0.062444-0.57910.282025