Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.495808-3.84050.000149
2-0.122583-0.94950.173081
30.24651.90940.030499
4-0.078106-0.6050.273729
5-0.045509-0.35250.362846
6-0.006124-0.04740.481162
70.0599460.46430.322043
8-0.025838-0.20010.421024
90.0039870.03090.487731
100.1741731.34910.091181
11-0.365391-2.83030.003159
120.278192.15480.017599
13-0.039009-0.30220.381786
14-0.040387-0.31280.377744
15-0.004217-0.03270.487025
16-0.026946-0.20870.417686
170.0792890.61420.270712
18-0.016239-0.12580.450161
19-0.048708-0.37730.353645
20-0.026028-0.20160.420451
210.0494990.38340.351383
220.0692930.53670.296715
23-0.17688-1.37010.08788
240.0947270.73380.232978
250.0128470.09950.460533
26-0.007293-0.05650.477568
270.0257910.19980.421166
28-0.101426-0.78560.217583
290.0706070.54690.29323
300.084080.65130.258676
31-0.144888-1.12230.133103
320.0078250.06060.475935
330.0896540.69450.245037
34-0.027355-0.21190.416456
35-0.078414-0.60740.27294
360.1021820.79150.215885
370.0017870.01380.494502
38-0.133671-1.03540.152315
390.1083360.83920.202354
400.0112520.08720.465417
41-0.14201-1.10.137861
420.1592111.23320.111148
43-0.019155-0.14840.441274
44-0.069437-0.53790.296333
450.0466860.36160.359449
46-0.032342-0.25050.401521
47-0.027733-0.21480.415318
480.0287650.22280.412219
49-0.009711-0.07520.470146
500.0318560.24680.402971
51-0.011714-0.09070.464002
52-0.022777-0.17640.430275
53-0.001312-0.01020.495962
540.0206480.15990.436735
55-0.018615-0.14420.442916
560.0093350.07230.471298
570.004430.03430.486371
58-0.004344-0.03370.486634
59-0.000924-0.00720.497156
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.495808-3.84050.000149
2-0.488494-3.78390.000179
3-0.150062-1.16240.124843
4-0.046281-0.35850.360617
5-0.001455-0.01130.495524
6-0.093605-0.72510.235616
7-0.035521-0.27510.392074
8-0.01219-0.09440.462544
90.0483710.37470.354611
100.3432782.6590.005017
11-0.138149-1.07010.144431
120.0319640.24760.402649
13-0.076604-0.59340.277581
140.1589841.23150.111474
150.0430950.33380.369843
16-0.07914-0.6130.271091
17-0.098404-0.76220.224454
180.0291840.22610.410964
190.0701420.54330.294463
20-0.11098-0.85960.196702
21-0.039227-0.30380.381148
22-0.077873-0.60320.274323
23-0.021114-0.16350.435319
24-0.066655-0.51630.303769
25-0.030079-0.2330.408282
26-0.018958-0.14690.441871
270.0713170.55240.291356
28-0.031295-0.24240.404645
29-0.007018-0.05440.478413
300.1479151.14570.128226
31-0.027128-0.21010.417138
32-0.038215-0.2960.384121
330.008420.06520.474107
340.0203320.15750.437695
35-0.078735-0.60990.272124
360.0118290.09160.463648
370.1019920.790.216311
38-0.068547-0.5310.298702
39-0.151523-1.17370.122579
40-0.071634-0.55490.290521
41-0.035624-0.27590.39177
420.0347270.2690.39443
43-0.021493-0.16650.434167
44-0.005035-0.0390.484509
450.060790.47090.319719
46-0.057509-0.44550.328793
47-0.115471-0.89440.187331
48-0.036022-0.2790.390591
49-0.056341-0.43640.33205
500.0551730.42740.33532
510.038460.29790.3834
52-0.060142-0.46590.321503
53-0.002851-0.02210.491227
54-0.039929-0.30930.379087
550.019570.15160.440009
560.0942740.73020.234042
570.0107790.08350.466869
58-0.07388-0.57230.284638
59-0.014543-0.11260.455342
60NANANA