Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.169461.32350.0953
2-0.153497-1.19890.117611
30.0320770.25050.40151
40.0368210.28760.38732
50.0014380.01120.495538
60.0653770.51060.305734
70.1513891.18240.12082
8-0.075428-0.58910.278982
9-0.092576-0.7230.23621
10-0.052592-0.41080.341345
110.0039060.03050.487883
120.221431.72940.044396
130.0973210.76010.22506
14-0.149533-1.16790.123698
15-0.119957-0.93690.176253
16-0.09165-0.71580.23842
17-0.036746-0.2870.387543
180.0986310.77030.222037
190.1642861.28310.102153
200.0474990.3710.355969
21-0.120618-0.94210.174939
22-0.111554-0.87130.193512
230.2308981.80340.038134
240.0827960.64670.260141
25-0.053914-0.42110.337589
260.0015130.01180.495306
270.0467280.3650.358204
28-0.120151-0.93840.175867
29-0.141015-1.10140.137533
300.0670530.52370.301193
310.049720.38830.349563
32-0.046005-0.35930.360302
33-0.126206-0.98570.164088
34-0.098652-0.77050.22199
350.0521280.40710.342667
360.1357741.06040.146565
370.0251460.19640.422477
380.0759610.59330.277596
390.0354820.27710.391312
40-0.089515-0.69910.243562
41-0.016765-0.13090.448128
420.0077530.06060.475956
43-0.041334-0.32280.373966
44-0.037947-0.29640.383976
45-0.075015-0.58590.280056
46-0.07617-0.59490.277054
47-0.067432-0.52670.300171
480.0224190.17510.430793
490.0068420.05340.47878
50-0.032233-0.25170.401042
51-0.063775-0.49810.310103
52-0.197939-1.5460.063644
53-0.088547-0.69160.245914
54-0.011847-0.09250.46329
55-0.026501-0.2070.418357
56-0.012999-0.10150.459734
57-0.007605-0.05940.476414
580.0029350.02290.490894
590.0009760.00760.496971
600.0019590.01530.493923


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.169461.32350.0953
2-0.187601-1.46520.073999
30.101120.78980.21636
4-0.020807-0.16250.435723
50.0213690.16690.434001
60.066770.52150.301955
70.1338431.04530.149993
8-0.122449-0.95640.171333
9-0.008451-0.0660.473795
10-0.094669-0.73940.231254
110.0246890.19280.423867
120.2205651.72270.045008
130.0068860.05380.478644
14-0.125879-0.98310.16471
15-0.050453-0.39410.347458
16-0.132259-1.0330.152848
170.0039430.03080.487766
180.0910270.71090.239914
190.0873940.68260.248732
200.081570.63710.263228
21-0.055582-0.43410.332869
22-0.094699-0.73960.231182
230.2916632.2780.013123
24-0.145952-1.13990.129387
25-0.033763-0.26370.39645
260.0229980.17960.429024
270.0737810.57630.283283
28-0.078693-0.61460.270549
29-0.058494-0.45690.3247
30-0.130181-1.01670.156645
310.0299890.23420.407798
32-0.051746-0.40420.343757
33-0.06692-0.52270.30155
340.0421080.32890.37169
350.0289650.22620.410892
360.1001840.78250.218485
370.0641220.50080.309154
380.0848990.66310.254888
39-0.006912-0.0540.47856
40-0.024527-0.19160.424362
410.0254360.19870.421595
42-0.129634-1.01250.157656
43-0.117526-0.91790.181141
44-0.023845-0.18620.426439
45-0.065791-0.51380.304608
46-0.12359-0.96530.16911
47-0.032823-0.25640.399271
480.0068250.05330.478833
490.030960.24180.404871
50-0.093718-0.7320.233498
510.0050490.03940.484337
52-0.019013-0.14850.441221
53-0.00833-0.06510.47417
54-0.069174-0.54030.29549
550.021160.16530.434641
560.0117170.09150.463691
57-0.017835-0.13930.444838
58-0.013299-0.10390.458807
59-0.04016-0.31370.377425
60-0.020396-0.15930.436979