Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1785461.49380.069858
2-0.324786-2.71740.004143
30.0412620.34520.36548
4-0.019466-0.16290.435548
5-0.105502-0.88270.190211
60.0375880.31450.377044
7-0.076442-0.63960.262274
8-0.015635-0.13080.448149
90.0205740.17210.431913
10-0.283913-2.37540.010137
110.1098740.91930.180556
120.7567966.33180
130.1117040.93460.176608
14-0.320903-2.68490.004526
15-0.009377-0.07850.468845
16-0.03718-0.31110.378335
17-0.118814-0.99410.161806
18-0.025067-0.20970.417247
19-0.098628-0.82520.206037
20-0.051326-0.42940.334465
21-0.025809-0.21590.414832
22-0.236322-1.97720.025979
230.051590.43160.333668
240.5835664.88253e-06
250.1215641.01710.156309
26-0.295801-2.47490.007877
27-0.067551-0.56520.286881
28-0.040317-0.33730.368442
29-0.109689-0.91770.180958
30-0.022633-0.18940.42518
31-0.077669-0.64980.258965
32-0.08152-0.6820.24873
33-0.006829-0.05710.477299
34-0.146586-1.22640.112074
350.008620.07210.471357
360.4256233.5610.000335
370.0862820.72190.236383
38-0.243691-2.03890.022621
39-0.041806-0.34980.363778
40-0.006373-0.05330.478814
41-0.07981-0.66770.253248
420.0012690.01060.495778
43-0.035691-0.29860.383061
44-0.035996-0.30120.382092
450.0246430.20620.418624
46-0.09401-0.78650.217101
47-0.032679-0.27340.39267
480.2713632.27040.013132
490.0551510.46140.322962
50-0.151738-1.26950.104228
510.0020290.0170.493252
52-0.009173-0.07670.469522
53-0.060278-0.50430.307811
540.0091820.07680.469492
55-0.027048-0.22630.410812
56-0.02984-0.24970.401789
57-0.001368-0.01140.495451
58-0.046433-0.38850.349419
590.000820.00690.497273
600.1432821.19880.117328


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1785461.49380.069858
2-0.368409-3.08230.001468
30.2227661.86380.033273
4-0.264133-2.20990.015192
50.0967440.80940.210509
6-0.082024-0.68630.247407
7-0.103566-0.86650.19459
80.0997480.83460.203404
9-0.17344-1.45110.075609
10-0.243108-2.0340.022872
110.3664793.06620.00154
120.5967464.99272e-06
13-0.191751-1.60430.056575
140.0534390.44710.328092
15-0.194366-1.62620.054202
160.0546850.45750.324355
17-0.080684-0.67510.250932
18-0.128526-1.07530.142961
19-0.05346-0.44730.328028
20-0.14416-1.20610.115915
21-0.011673-0.09770.461238
22-0.008115-0.06790.473031
23-0.089359-0.74760.228594
240.0886080.74130.230481
250.0293160.24530.403479
26-0.021466-0.17960.428994
27-0.059295-0.49610.31069
28-0.041462-0.34690.364857
29-0.001732-0.01450.494238
300.0636850.53280.297922
31-0.066439-0.55590.290036
32-0.06972-0.58330.280778
330.0887490.74250.230127
34-0.02303-0.19270.423883
35-0.006307-0.05280.479033
36-0.155173-1.29830.099227
37-0.13383-1.11970.133333
380.1187030.99310.162031
39-0.007873-0.06590.473836
400.0576950.48270.315402
41-0.074319-0.62180.268049
420.0214530.17950.429036
430.1162670.97280.167012
440.1172680.98110.164952
45-0.082969-0.69420.244937
46-0.024759-0.20710.418248
47-0.127691-1.06830.144519
48-0.071624-0.59930.27547
49-0.029191-0.24420.403884
50-0.000405-0.00340.498654
510.0353560.29580.384126
52-0.050647-0.42370.336526
53-0.002584-0.02160.491405
54-0.040157-0.3360.368945
55-0.02688-0.22490.41136
56-0.027477-0.22990.409424
57-0.098538-0.82440.206247
580.0516920.43250.333357
590.0603310.50480.307655
60-0.054525-0.45620.324834