Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2851053.0970.001221
20.069670.75680.225335
30.2116632.29930.011625
40.1835391.99370.024243
50.1903252.06750.020439
60.0019050.02070.491762
7-0.013478-0.14640.441922
80.1278281.38860.08379
90.0609460.6620.254616
10-0.106163-1.15320.125574
110.070390.76460.22301
120.0334540.36340.358475
13-0.027618-0.30.382349
140.0446740.48530.314187
150.0093690.10180.459554
160.0583290.63360.263778
17-0.05359-0.58210.280791
18-0.09445-1.0260.153497
190.0056010.06080.475793
20-0.110266-1.19780.116698
21-0.101607-1.10370.135977
22-0.088895-0.96560.168097
23-0.126586-1.37510.085857
24-0.067233-0.73030.233316
25-0.047417-0.51510.30373
26-0.118045-1.28230.101125
27-0.030891-0.33560.3689
280.0267940.29110.385759
29-0.032584-0.3540.362002
30-0.020762-0.22550.410978
31-0.040721-0.44230.329526
320.0103130.1120.455496
33-0.027866-0.30270.381324
34-0.069024-0.74980.227434
35-0.122151-1.32690.093552
36-0.029426-0.31960.3749
37-0.04606-0.50030.308884
38-0.082759-0.8990.185245
39-0.014083-0.1530.439336
40-0.049667-0.53950.295274
41-0.032851-0.35680.360921
42-0.040479-0.43970.330474
43-0.082718-0.89850.185362
44-0.012124-0.13170.447722
45-0.051636-0.56090.287961
46-0.076565-0.83170.203627
47-0.091181-0.99050.161983
48-0.072734-0.79010.215528
49-0.099205-1.07760.141696
50-0.082394-0.8950.186299
51-0.080423-0.87360.192051
52-0.103677-1.12620.131179
53-0.014348-0.15590.438205
54-0.02945-0.31990.374801
55-0.046337-0.50330.30783
56-0.010017-0.10880.45677
57-0.049563-0.53840.295659
58-0.043447-0.4720.318914
59-0.016395-0.17810.429477
600.0116150.12620.449905


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2851053.0970.001221
2-0.012642-0.13730.445503
30.2124532.30780.011375
40.0757540.82290.206112
50.1369231.48740.069793
6-0.134565-1.46170.073234
7-0.020989-0.2280.41002
80.0736180.79970.212747
9-0.002772-0.03010.488016
10-0.135627-1.47330.071668
110.1523781.65530.050265
12-0.062744-0.68160.248422
13-0.013351-0.1450.442468
140.0568540.61760.269018
150.0231580.25160.400909
160.006890.07480.470232
17-0.106031-1.15180.125868
18-0.025366-0.27550.391691
19-0.009301-0.1010.459845
20-0.152924-1.66120.049666
210.0401360.4360.33182
22-0.059461-0.64590.259794
23-0.06878-0.74710.228231
240.0193920.21070.41676
250.0385430.41870.338106
26-0.068346-0.74240.229651
270.0298450.32420.37318
280.077880.8460.199633
29-0.008317-0.09030.464081
30-0.066954-0.72730.234238
310.0311990.33890.367642
320.0209530.22760.410173
33-0.105435-1.14530.127199
340.0251990.27370.392383
35-0.111849-1.2150.113398
360.0271270.29470.384381
37-0.051615-0.56070.288039
380.0294810.32020.374675
390.0276150.30.38236
40-0.068246-0.74130.229979
41-0.002-0.02170.491352
42-0.008164-0.08870.464742
43-0.131479-1.42820.077935
440.045090.48980.312593
45-0.065947-0.71640.237591
46-0.02242-0.24350.404003
47-0.104091-1.13070.130233
480.0170940.18570.426503
49-0.059394-0.64520.260032
50-0.028325-0.30770.379432
51-0.000611-0.00660.497359
52-0.031974-0.34730.364481
53-0.018407-0.19990.420933
540.0586910.63760.262501
55-0.078465-0.85230.197874
560.0274070.29770.383223
57-0.092546-1.00530.158404
58-0.033795-0.36710.357099
59-0.00668-0.07260.471138
600.0142430.15470.438655