Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0126610.12340.451024
2-0.009578-0.09340.462909
30.0146590.14290.443346
40.071680.69860.243239
50.1064141.03720.151138
60.1006350.98090.164575
70.0188440.18370.427332
80.1031431.00530.15865
90.1319031.28560.100848
10-0.034226-0.33360.36971
110.0170750.16640.434087
12-0.189372-1.84580.03402
130.0497780.48520.314333
140.2442022.38020.009651
15-0.022111-0.21550.414914
16-0.011484-0.11190.455556
17-0.071581-0.69770.24354
180.0045870.04470.482219
190.0407260.39690.346147
200.0002380.00230.499075
210.0222520.21690.41438
220.061210.59660.276095
230.1472641.43540.077235
24-0.116901-1.13940.128699
25-0.159599-1.55560.061567
26-0.204778-1.99590.024402
270.058870.57380.283732
28-0.022356-0.21790.413988
290.1012730.98710.163053
30-0.08319-0.81080.209742
31-0.073435-0.71580.237949
320.0131980.12860.448956
33-0.090719-0.88420.189406
34-0.075463-0.73550.231918
35-0.04509-0.43950.330655
360.0231730.22590.410896
370.0640640.62440.266925
380.0541410.52770.299469
39-0.146394-1.42690.078447
40-0.085257-0.8310.204033
410.0009990.00970.496124
42-0.026195-0.25530.399516
430.0556480.54240.294411
44-0.080007-0.77980.218721
45-0.082628-0.80540.211312
46-0.025736-0.25080.401239
47-0.15546-1.51520.066516
48-0.073819-0.71950.236799
49-0.074831-0.72940.233788
500.0468380.45650.324529
51-0.016448-0.16030.436487
52-0.013546-0.1320.447619
53-0.172508-1.68140.047985
540.0028860.02810.488807
55-0.089166-0.86910.193495
56-0.021356-0.20820.417778
570.0461570.44990.326908
58-0.047188-0.45990.323307
590.0095050.09260.463193
60-0.009093-0.08860.464783


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0126610.12340.451024
2-0.00974-0.09490.462284
30.0149080.14530.442388
40.071240.69440.244574
50.1055161.02840.153175
60.1017450.99170.161934
70.0196220.19130.424369
80.1008670.98310.16402
90.1210371.17970.120529
10-0.054195-0.52820.299285
11-0.003002-0.02930.488358
12-0.231728-2.25860.013098
130.0025120.02450.490258
140.211912.06540.020802
15-0.038584-0.37610.353851
160.0183420.17880.429246
17-0.07485-0.72950.233732
180.0031050.03030.487962
190.0264120.25740.398702
20-0.006906-0.06730.473239
210.0837340.81610.20823
222.3e-052e-040.499911
230.1386751.35160.08985
24-0.155124-1.5120.066932
25-0.193336-1.88440.031283
26-0.149801-1.46010.073784
27-0.027401-0.26710.394995
28-0.082532-0.80440.21158
290.1347311.31320.09614
30-0.017098-0.16660.434001
310.0203280.19810.421681
320.0592910.57790.282352
33-0.026915-0.26230.396817
34-0.026337-0.25670.398981
35-0.00144-0.0140.494415
36-0.038262-0.37290.355016
37-0.03598-0.35070.363299
380.0745980.72710.234479
39-0.024203-0.23590.407007
40-0.053553-0.5220.301452
410.004670.04550.481896
42-0.063653-0.62040.268237
43-0.022425-0.21860.413726
44-0.017422-0.16980.432762
45-0.075627-0.73710.231433
46-0.028689-0.27960.390185
47-0.068509-0.66770.252957
480.00870.08480.4663
49-0.050313-0.49040.312493
500.038610.37630.353758
51-0.06147-0.59910.275253
52-0.103301-1.00690.158282
53-0.050228-0.48960.312787
540.0593670.57860.282102
55-0.035011-0.34120.366835
560.0183260.17860.429309
570.0573560.5590.288725
58-0.050491-0.49210.311883
59-0.025792-0.25140.401028
60-0.010714-0.10440.458527