Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9281487.87560
20.7978296.76980
30.6304725.34970
40.4559493.86890.000119
50.2873832.43850.008608
60.1429631.21310.114531
70.0390120.3310.370792
8-0.043231-0.36680.357412
9-0.120353-1.02120.155282
10-0.174029-1.47670.07206
11-0.205655-1.7450.042623
12-0.229204-1.94490.027849
13-0.250577-2.12620.018457
14-0.255876-2.17120.016607
15-0.251409-2.13330.018155
16-0.243646-2.06740.021146
17-0.229418-1.94670.027738
18-0.209158-1.77480.040082
19-0.184151-1.56260.061269
20-0.169694-1.43990.077114
21-0.158181-1.34220.091872
22-0.150415-1.27630.102974
23-0.14485-1.22910.11152
24-0.158012-1.34080.092104
25-0.165218-1.40190.082617
26-0.182374-1.54750.063064
27-0.183405-1.55620.062017
28-0.163427-1.38670.084902
29-0.115396-0.97920.165389
30-0.040596-0.34450.365748
310.0388930.330.371171
320.123021.04390.15002
330.2011911.70720.046051
340.2516672.13550.018063
350.2797022.37330.010149
360.2919432.47720.007795
370.3014082.55750.006324
380.299652.54260.006577
390.2883892.44710.008422
400.262542.22770.014512
410.2224641.88770.03155
420.169181.43550.077732
430.1111110.94280.174467
440.0632750.53690.296495
450.0191310.16230.43575
46-0.019202-0.16290.435515
47-0.048145-0.40850.342051
48-0.074958-0.6360.263385
49-0.104959-0.89060.188052
50-0.133489-1.13270.130551
51-0.147799-1.25410.106928
52-0.151654-1.28680.101138
53-0.156737-1.330.093866
54-0.162791-1.38130.085724
55-0.159614-1.35440.089926
56-0.155989-1.32360.09491
57-0.156608-1.32890.094045
58-0.153813-1.30510.097999
59-0.145749-1.23670.110104
60-0.136733-1.16020.124896


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9281487.87560
2-0.459275-3.89710.000108
3-0.218182-1.85130.034111
4-0.015731-0.13350.447093
5-0.049066-0.41630.339202
60.0327910.27820.390812
70.1081960.91810.180822
8-0.156819-1.33070.093751
9-0.204564-1.73580.04344
100.1437461.21970.113274
110.0368540.31270.3777
12-0.146957-1.2470.108225
13-0.058093-0.49290.311779
140.0840890.71350.238916
15-0.095428-0.80970.21038
16-0.019667-0.16690.433968
170.0883370.74960.227981
18-0.111606-0.9470.173401
19-0.055271-0.4690.320248
20-0.019585-0.16620.434239
210.0002780.00240.499063
22-0.10578-0.89760.186203
230.0321940.27320.39275
24-0.184322-1.5640.061098
250.072450.61480.270327
26-0.164242-1.39360.083857
270.1873021.58930.058186
280.1262691.07140.143778
290.0176450.14970.4407
300.0400140.33950.3676
31-0.041413-0.35140.363155
320.0939070.79680.214085
33-0.002783-0.02360.490612
34-0.066045-0.56040.28847
350.008170.06930.472462
360.0782080.66360.254527
370.0817490.69370.245063
380.0084890.0720.471388
39-0.018614-0.15790.437473
40-0.170943-1.45050.075631
410.0037790.03210.487254
420.059980.5090.306172
430.1115690.94670.173481
44-0.027027-0.22930.40963
45-0.028123-0.23860.406034
46-0.038261-0.32470.373193
470.0578810.49110.312412
48-0.106813-0.90630.183891
490.0069640.05910.476523
50-0.031724-0.26920.394277
510.1082970.91890.180601
52-0.066783-0.56670.286349
53-0.107072-0.90850.183313
540.0109030.09250.463273
550.0268090.22750.410346
560.0092440.07840.468849
570.0138160.11720.4535
580.0039540.03350.486665
590.0059580.05060.479911
60-0.036771-0.3120.377966