Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.77070827.08470
20.59716720.9860
30.44556315.65820
40.30219710.620
50.1561595.48780
60.0017180.06040.475938
7-0.185176-6.50760
8-0.162872-5.72370
9-0.171667-6.03280
10-0.187066-6.5740
11-0.175192-6.15670
12-0.154351-5.42430
13-0.144536-5.07940
14-0.117796-4.13971.9e-05
15-0.105502-3.70760.000109
16-0.09028-3.17270.000774
17-0.070405-2.47420.006743
18-0.073899-2.5970.004758
19-0.094454-3.31940.000464
20-0.111709-3.92574.6e-05
21-0.145841-5.12520
22-0.138895-4.88111e-06
23-0.117869-4.14221.8e-05
24-0.107479-3.77718.3e-05
25-0.092102-3.23670.000621
26-0.080607-2.83270.002345
27-0.058954-2.07180.019246
28-0.013244-0.46540.320854
290.0150930.53040.297963
300.0272750.95850.168993
310.0453561.59390.055605
320.0463441.62860.051822
330.0585632.05810.019897
340.0712792.50490.006188
350.0503241.76850.03861
360.0234450.82390.20507
370.0129150.45390.325005
38-0.003073-0.1080.457016
390.0062560.21990.41301
400.0097530.34280.365922
410.0152320.53530.296275
420.0408741.43640.075567
430.0775132.7240.00327
440.0771272.71040.003406
450.0889263.12510.000909
460.0860933.02550.001267
470.0837072.94170.001663
480.075832.66490.003901
490.0525731.84750.032453
500.0234310.82340.205215
510.0198530.69770.242748
520.003550.12470.450371
53-0.006929-0.24350.403823
54-0.014842-0.52160.301026
55-0.011888-0.41780.338092
56-0.009806-0.34460.365229
57-0.010933-0.38420.350442
58-0.020059-0.70490.240494
59-0.019656-0.69080.244922
60-0.008632-0.30330.38084


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.77070827.08470
20.0078230.27490.391705
3-0.042138-1.48080.069453
4-0.074273-2.61020.00458
5-0.111085-3.90385e-05
6-0.14748-5.18280
7-0.24223-8.51260
80.32512411.42570
9-0.054863-1.9280.02704
10-0.056825-1.9970.023023
110.01520.53420.296663
12-0.032749-1.15090.125004
13-0.102981-3.6190.000154
14-0.091375-3.21120.000678
150.1519685.34060
16-0.053189-1.86920.030917
17-0.035502-1.24760.1062
18-0.021865-0.76840.221204
19-0.076986-2.70550.003457
20-0.104229-3.66290.00013
21-0.114164-4.0123.2e-05
220.1554285.46210
230.0074670.26240.396523
24-0.034583-1.21530.112234
25-0.00383-0.13460.446477
26-0.074936-2.63350.004279
27-0.046742-1.64260.050356
28-0.018505-0.65030.257805
290.1168054.10482.2e-05
30-0.011858-0.41670.338482
31-0.013256-0.46590.320702
32-0.029782-1.04660.14774
33-0.02463-0.86560.193446
34-0.009146-0.32140.373977
35-0.074671-2.62410.004397
360.0403061.41640.078448
370.0187890.66030.254599
38-0.011126-0.3910.347932
390.0277970.97690.164413
40-0.013224-0.46470.32111
410.0227960.80110.211612
42-0.015895-0.55860.288276
430.0910113.19840.000709
44-0.0382-1.34240.089851
450.0053360.18750.425642
460.0051610.18140.428058
47-0.014795-0.51990.301603
480.0126270.44370.328651
49-0.029861-1.04940.147105
500.063222.22170.013242
51-0.011407-0.40090.344296
52-0.004385-0.15410.438772
530.0163790.57560.282497
54-0.003958-0.13910.444701
550.053631.88470.029852
56-0.043467-1.52750.06344
570.0141370.49680.309707
58-0.024367-0.85630.195993
59-0.005733-0.20150.420187
600.0559871.96750.024673