Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.948778.69560
20.8345677.64890
30.6910786.33380
40.5395854.94542e-06
50.3954313.62420.000248
60.2625322.40610.009158
70.141071.29290.099791
80.0395990.36290.358783
9-0.044211-0.40520.343182
10-0.115207-1.05590.147023
11-0.175015-1.6040.056229
12-0.228082-2.09040.019802
13-0.274247-2.51350.006931
14-0.31021-2.84310.002804
15-0.335058-3.07090.001438
16-0.347561-3.18540.001014
17-0.346581-3.17650.001043
18-0.327825-3.00460.001752
19-0.286592-2.62670.005123
20-0.227992-2.08960.01984
21-0.157858-1.44680.075839
22-0.082983-0.76060.224527
23-0.008792-0.08060.467986
240.0571490.52380.300905
250.1112031.01920.155519
260.1445251.32460.09445
270.1578031.44630.075909
280.1632331.49610.069194
290.1673651.53390.064403
300.1689811.54870.062602
310.1660891.52220.065853
320.1501491.37610.086218
330.1175161.07710.14227
340.0745340.68310.248206
350.0304170.27880.39055
36-0.013922-0.12760.449385
37-0.055115-0.50510.307393
38-0.095162-0.87220.192801
39-0.130102-1.19240.11823
40-0.157469-1.44320.076338
41-0.178662-1.63750.052637
42-0.193373-1.77230.039986
43-0.200667-1.83910.034714
44-0.197139-1.80680.037187
45-0.181075-1.65960.050364
46-0.159713-1.46380.073491
47-0.13871-1.27130.103565
48-0.115918-1.06240.145548
49-0.095503-0.87530.191952
50-0.079026-0.72430.235451
51-0.067731-0.62080.268217
52-0.062419-0.57210.284399
53-0.059382-0.54420.293856
54-0.05204-0.4770.317316
55-0.040261-0.3690.356528
56-0.021728-0.19910.421318
57-0.000186-0.00170.499323
580.0142690.13080.44813
590.0180510.16540.434496
600.0176320.16160.436005


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.948778.69560
2-0.65705-6.0220
30.0422160.38690.3499
4-0.042028-0.38520.350535
50.0118830.10890.456768
6-0.101036-0.9260.178547
7-0.060913-0.55830.289072
80.0989950.90730.18342
9-0.123792-1.13460.12989
10-0.064863-0.59450.276894
11-0.031272-0.28660.387559
12-0.083703-0.76710.222572
13-0.017628-0.16160.436017
14-0.024939-0.22860.40988
15-0.013786-0.12640.449877
16-0.012727-0.11660.45371
17-0.006406-0.05870.47666
180.100220.91850.180486
190.0796230.72980.233786
20-0.037658-0.34510.365427
210.0503950.46190.32268
220.0077470.0710.471783
230.0389480.3570.361006
24-0.071606-0.65630.25672
250.0175620.1610.436255
26-0.114742-1.05160.147993
270.0183130.16780.433556
280.1398271.28150.101766
29-0.005596-0.05130.479608
30-0.062224-0.57030.285001
31-0.021613-0.19810.421727
32-0.100503-0.92110.179812
33-0.06859-0.62860.265646
340.0116090.10640.457761
350.0946870.86780.193983
36-0.083645-0.76660.222729
370.0289940.26570.395547
38-0.050435-0.46220.322549
390.0549950.5040.307776
40-0.062369-0.57160.284552
41-0.035686-0.32710.372215
420.0332350.30460.380712
43-0.017877-0.16380.435124
440.0383490.35150.363056
450.0137170.12570.450129
46-0.096171-0.88140.190301
47-0.010164-0.09320.463001
480.0549570.50370.3079
49-0.082254-0.75390.226518
50-0.061476-0.56340.287318
51-0.063577-0.58270.28083
520.0291550.26720.394982
53-0.019004-0.17420.431072
540.0063780.05850.476764
550.0252320.23130.408839
560.0426870.39120.348309
57-0.013296-0.12190.451652
58-0.109434-1.0030.159375
59-0.007359-0.06750.473192
600.0331150.30350.381127