Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1205681.86780.031502
20.1177731.82450.034657
30.1879922.91240.001963
40.1677342.59850.004971
50.1287341.99430.023623
60.1328682.05840.020317
70.0456340.7070.240139
80.0782441.21210.113324
90.0868651.34570.089833
10-0.038604-0.59810.275185
110.043210.66940.251939
12-0.214195-3.31830.000523
130.0316890.49090.311962
140.1556572.41140.008321
150.0251560.38970.348544
16-0.036595-0.56690.285649
170.0265520.41130.340592
180.0054930.08510.466125
190.0044260.06860.472695
200.0395230.61230.270462
210.0189180.29310.384858
220.0078580.12170.451603
230.1378072.13490.016891
24-0.08305-1.28660.099735
25-0.053934-0.83550.202121
26-0.054605-0.84590.199214
27-0.001027-0.01590.493661
28-0.008833-0.13680.445639
290.0648231.00420.158138
30-0.092786-1.43740.075949
31-0.043915-0.68030.248475
320.0165610.25660.398868
33-0.093474-1.44810.074448
34-0.062164-0.9630.168247
35-0.086324-1.33730.091192
36-0.031579-0.48920.312569
370.0208860.32360.373274
380.0116340.18020.428563
39-0.215258-3.33480.000494
40-0.110148-1.70640.044613
41-0.07028-1.08880.138673
42-0.069797-1.08130.140326
430.0115910.17960.428824
44-0.119383-1.84950.03281
45-0.077277-1.19720.11621
46-0.017935-0.27780.390687
47-0.073704-1.14180.127333
48-0.071844-1.1130.133409
49-0.086945-1.34690.089634
50-0.032796-0.50810.305932
510.0479450.74280.229178
520.0329740.51080.304968
53-0.160406-2.4850.006819
54-0.007559-0.11710.453437
55-0.066483-1.02990.152036
56-0.052047-0.80630.210433
57-0.019767-0.30620.37985
58-0.027712-0.42930.334039
59-0.0586-0.90780.182442
60-0.034134-0.52880.298714


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1205681.86780.031502
20.104761.62290.052959
30.166882.58530.00516
40.1270621.96840.025085
50.07431.1510.12543
60.0678841.05170.147008
7-0.033389-0.51730.302724
80.0121350.1880.42552
90.024990.38710.349497
10-0.095117-1.47350.070957
110.0139620.21630.414468
12-0.268435-4.15862.2e-05
130.0661451.02470.153265
140.1970843.05320.00126
150.0767911.18960.117683
16-0.00184-0.02850.488642
17-0.010121-0.15680.437769
18-0.010496-0.16260.435483
19-0.033369-0.5170.302833
200.0184240.28540.387786
210.0409820.63490.263052
22-0.068839-1.06650.143645
230.1452382.250.012677
24-0.193881-3.00360.001475
25-0.045639-0.7070.240116
260.0064810.10040.460056
270.0322820.50010.308726
28-0.012578-0.19490.422833
290.0906861.40490.080673
30-0.076928-1.19180.117265
31-0.051078-0.79130.214777
320.0378580.58650.279045
33-0.031334-0.48540.313912
34-0.100572-1.5580.06027
350.0154620.23950.405445
36-0.087292-1.35230.088773
370.0194190.30080.381897
380.0927671.43710.075991
39-0.151437-2.34610.009894
40-0.116601-1.80640.036056
410.03910.60570.272631
42-0.047486-0.73560.231332
430.063970.9910.161336
44-0.016921-0.26210.396722
45-0.018232-0.28240.388924
46-0.072216-1.11880.132181
470.0461260.71460.237782
48-0.008928-0.13830.445056
49-0.078935-1.22280.111293
500.0872061.3510.088986
51-0.014517-0.22490.411123
52-0.052162-0.80810.209921
53-0.028779-0.44580.328058
540.01920.29740.383191
55-0.057465-0.89020.187114
56-0.007702-0.11930.452561
570.0055220.08550.46595
58-0.045857-0.71040.239069
59-0.000195-0.0030.498798
600.0031830.04930.480354