Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7661767.02210
20.5351424.90472e-06
30.2682972.4590.007993
40.0937170.85890.196411
5-0.069809-0.63980.262019
6-0.116451-1.06730.14445
7-0.078533-0.71980.236834
80.0233010.21360.415703
90.0987740.90530.183953
100.2405342.20450.015111
110.3689753.38170.000548
120.4332543.97087.5e-05
130.3486743.19560.000983
140.2129741.95190.027139
150.0297470.27260.392903
16-0.087577-0.80270.21222
17-0.166822-1.52890.065017
18-0.175246-1.60620.055996
19-0.178615-1.6370.052683
20-0.143626-1.31640.095818
21-0.086809-0.79560.214249
220.0432350.39630.346459
230.1459761.33790.092271
240.2443242.23930.013891
250.2759652.52930.006649
260.1911061.75150.041754
270.0199780.18310.42758
28-0.104424-0.95710.170642
29-0.192352-1.76290.040774
30-0.217967-1.99770.024493
31-0.238247-2.18360.015891
32-0.163053-1.49440.069408
33-0.067217-0.61610.269763
340.0805410.73820.231233
350.1614541.47970.071341
360.27872.55430.006222
370.2444372.24030.013856
380.1493261.36860.087387
39-0.006214-0.0570.477358
40-0.143518-1.31540.095983
41-0.22224-2.03690.022406
42-0.246914-2.2630.013107
43-0.215935-1.97910.025541
44-0.168707-1.54620.062904
45-0.109763-1.0060.158653
46-0.036836-0.33760.368251
470.0203650.18660.426194
480.0812970.74510.229146
490.0608770.55790.289182
500.045130.41360.340102
51-0.03558-0.32610.372582
52-0.116952-1.07190.143421
53-0.180889-1.65790.050536
54-0.199705-1.83030.035374
55-0.194565-1.78320.039081
56-0.159472-1.46160.073793
57-0.156459-1.4340.077647
58-0.094725-0.86820.193888
59-0.043382-0.39760.345965
600.0131560.12060.452157


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7661767.02210
2-0.125635-1.15150.126404
3-0.238575-2.18660.015777
40.0268310.24590.403174
5-0.131256-1.2030.116182
60.0871240.79850.213414
70.1381361.2660.1045
80.0830840.76150.224251
9-0.013071-0.11980.452465
100.2418292.21640.014684
110.167011.53070.064804
120.0010760.00990.496077
13-0.15692-1.43820.077047
14-0.08341-0.76450.223365
15-0.110667-1.01430.156682
160.083460.76490.223232
170.0469280.43010.334113
18-0.067692-0.62040.268334
19-0.147846-1.3550.089521
20-0.050052-0.45870.323804
210.0378280.34670.364842
220.1612351.47770.071608
230.0248940.22820.410038
240.0395140.36210.359075
250.066420.60870.272167
26-0.151383-1.38750.084487
27-0.121353-1.11220.134609
280.0755540.69250.245279
29-0.025173-0.23070.409048
30-0.00608-0.05570.477848
31-0.018403-0.16870.433231
320.0893570.8190.20756
330.0216570.19850.421569
340.1313051.20340.116096
35-0.112467-1.03080.152803
360.0515190.47220.31901
37-0.153075-1.4030.082158
38-0.018101-0.16590.434319
390.0864250.79210.215268
40-0.094502-0.86610.194444
410.0261890.240.405447
42-0.054949-0.50360.307924
430.0294660.27010.39389
44-0.112222-1.02850.153327
450.0302310.27710.391203
46-0.048752-0.44680.328076
47-0.113201-1.03750.151238
480.0739820.67810.2498
49-0.0467-0.4280.334867
500.0901380.82610.205537
51-0.005069-0.04650.481527
52-0.041154-0.37720.353494
53-0.006631-0.06080.475841
54-0.030819-0.28250.389143
550.0257730.23620.406922
560.0601710.55150.291385
57-0.131533-1.20550.115694
58-0.040055-0.36710.357229
59-0.012614-0.11560.45412
600.0153750.14090.444138