Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3819643.52150.000346
20.2974072.7420.003723
30.2504062.30860.011696
40.1199681.1060.135913
50.207141.90970.02977
60.0488070.450.326937
7-0.029494-0.27190.39317
8-0.00631-0.05820.476873
9-0.062261-0.5740.283735
10-0.039446-0.36370.358502
11-0.223491-2.06050.021205
12-0.444959-4.10234.7e-05
13-0.180209-1.66140.050154
14-0.249551-2.30070.011927
15-0.080069-0.73820.231212
16-0.132901-1.22530.111926
17-0.141237-1.30210.098193
18-0.056048-0.51670.303342
19-0.038117-0.35140.363072
20-0.004293-0.03960.484261
21-0.027131-0.25010.401544
220.0385730.35560.361502
230.0469830.43320.332996
240.0399070.36790.356923
250.0153950.14190.443734
26-0.055557-0.51220.304917
27-0.064667-0.59620.276312
280.0460220.42430.336209
29-0.049333-0.45480.325197
300.0362660.33440.369466
31-0.076807-0.70810.240402
32-0.011939-0.11010.456307
33-0.012067-0.11130.455838
34-0.146005-1.34610.090924
35-0.053407-0.49240.311856
36-0.111549-1.02840.153332
37-0.050636-0.46680.320905
380.0606050.55870.288902
39-0.089293-0.82320.206338
40-0.068907-0.63530.263472
410.0116540.10740.457343
42-0.068628-0.63270.264308
430.096980.89410.186895
44-0.008423-0.07770.469143
450.0136120.12550.450215
460.0660880.60930.271974
470.0286210.26390.396258
480.0328470.30280.381376
490.0188140.17350.431351
500.044280.40820.342061
510.0981240.90470.184101
520.0833690.76860.222124
530.0910560.83950.201774
540.0828230.76360.223612
55-0.068725-0.63360.264017
56-0.016956-0.15630.438072
57-0.062425-0.57550.283226
58-0.041605-0.38360.351123
59-0.04389-0.40460.343377
600.0436660.40260.344133


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3819643.52150.000346
20.1773921.63550.052824
30.1078320.99420.161483
4-0.046221-0.42610.335543
50.1410451.30040.098494
6-0.104186-0.96050.169752
7-0.097417-0.89810.185825
8-0.006654-0.06140.475612
9-0.027216-0.25090.401242
10-0.013252-0.12220.451522
11-0.225646-2.08030.020252
12-0.36782-3.39110.000529
130.1524931.40590.081697
14-0.040202-0.37060.355914
150.1641061.5130.066996
16-0.081329-0.74980.227717
170.0690740.63680.262973
18-0.07555-0.69650.243998
190.034710.320.374872
20-0.019789-0.18240.427834
210.009360.08630.465717
220.0949980.87580.191794
23-0.16004-1.47550.071886
24-0.174095-1.60510.056093
25-0.0324-0.29870.382942
26-0.146269-1.34850.090535
270.0756940.69790.243584
280.0550270.50730.306621
29-0.019164-0.17670.430089
300.0375820.34650.364915
31-0.126918-1.17010.12261
320.0692310.63830.262505
33-0.033357-0.30750.379592
34-0.050825-0.46860.320284
35-0.061886-0.57060.284903
36-0.094929-0.87520.191965
37-0.056796-0.52360.300948
38-0.013529-0.12470.450515
39-0.115145-1.06160.145716
40-0.029227-0.26950.394115
410.0671970.61950.268613
42-0.010181-0.09390.462721
430.0349320.32210.3741
440.0562240.51840.302778
45-0.071346-0.65780.25623
46-0.029036-0.26770.394789
47-0.047278-0.43590.332013
48-0.159699-1.47240.07231
490.0822630.75840.225146
500.023760.21910.413566
51-0.043911-0.40480.343305
52-0.021317-0.19650.422333
530.025650.23650.406813
540.0085110.07850.46882
55-0.108124-0.99690.160832
56-0.030225-0.27870.39059
57-0.056369-0.51970.302314
580.0042510.03920.484414
59-0.082205-0.75790.225306
600.0215730.19890.42141