Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.228126-2.07830.020384
20.0003470.00320.498744
3-0.018684-0.17020.432626
4-0.001358-0.01240.495079
50.1226281.11720.133567
6-0.02682-0.24430.403783
7-0.172973-1.57590.059431
80.058820.53590.29674
9-0.076156-0.69380.244869
10-0.082851-0.75480.226251
11-0.03349-0.30510.380523
120.0101680.09260.463208
130.0722840.65850.256007
14-0.072089-0.65680.256575
15-0.01767-0.1610.436248
16-0.044353-0.40410.343598
170.0879910.80160.212528
180.0319530.29110.385849
19-0.094744-0.86320.195268
200.1289211.17450.121771
210.0342190.31170.378007
22-0.01544-0.14070.444238
23-0.024198-0.22050.413028
24-0.02037-0.18560.426614
25-0.057993-0.52830.299337
260.0544290.49590.310647
27-0.161452-1.47090.072551
28-0.041133-0.37470.354406
29-0.047226-0.43020.334065
30-0.024944-0.22730.410393
31-0.034386-0.31330.37743
320.059330.54050.295141
330.06250.56940.285312
34-0.034946-0.31840.3755
35-0.133815-1.21910.113127
360.1064220.96950.167544
370.2182381.98820.025041
38-0.026504-0.24150.404895
39-0.003717-0.03390.486532
40-0.077895-0.70970.239952
410.067490.61490.270162
420.0978510.89150.187629
43-0.069474-0.63290.264256
440.0353930.32240.373964
45-0.04374-0.39850.345646
46-0.040454-0.36860.3567
470.0780410.7110.239543
48-0.120048-1.09370.138627
490.0677190.6170.269477
500.0181220.16510.434632
510.0001580.00140.499429
52-0.07163-0.65260.257914
530.1050170.95680.170735
54-0.092642-0.8440.200546
550.0448120.40830.342068
560.0095070.08660.465593
57-0.061912-0.5640.287124
580.0123590.11260.45531
590.0241410.21990.413231
60-0.055835-0.50870.306163


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.228126-2.07830.020384
2-0.054533-0.49680.310315
3-0.032843-0.29920.382763
4-0.014148-0.12890.448878
50.1249041.13790.129213
60.0329510.30020.382389
7-0.177228-1.61460.055094
8-0.02079-0.18940.42512
9-0.083517-0.76090.224444
10-0.156152-1.42260.079298
11-0.096771-0.88160.190262
120.015960.14540.442372
130.0726250.66160.255016
14-0.05371-0.48930.312953
15-0.014242-0.12970.448539
16-0.084046-0.76570.223014
17-0.000968-0.00880.496493
180.0116210.10590.457969
19-0.090838-0.82760.205141
200.1088010.99120.16223
210.0863850.7870.216759
220.0034580.03150.487472
23-0.047395-0.43180.333507
24-0.013315-0.12130.451871
25-0.142065-1.29430.099581
26-0.055031-0.50140.308723
27-0.111263-1.01370.156847
28-0.102839-0.93690.175762
29-0.09495-0.8650.194756
30-0.059735-0.54420.293878
31-0.070119-0.63880.262352
320.0285480.26010.397722
330.0848430.7730.220873
34-0.068155-0.62090.268176
35-0.248183-2.26110.013186
36-0.020701-0.18860.425435
370.2054981.87220.032352
38-0.007154-0.06520.474096
390.0128820.11740.453428
40-0.008175-0.07450.470404
41-0.045738-0.41670.338991
420.005580.05080.47979
43-0.030927-0.28180.389416
440.0486250.4430.32946
45-0.027968-0.25480.399752
46-0.054056-0.49250.311841
470.1433411.30590.097598
480.0162490.1480.441337
490.0235740.21480.415236
50-0.041101-0.37440.354513
510.0536580.48880.313119
52-0.092348-0.84130.201291
530.0830820.75690.225623
54-0.142894-1.30180.098288
55-0.048276-0.43980.330606
560.0620880.56570.286579
57-0.117438-1.06990.143881
58-0.094133-0.85760.196795
59-0.02333-0.21250.416101
60-0.01968-0.17930.429073