Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1913961.8850.03121
2-0.132432-1.30430.097608
30.0223680.22030.413052
40.0151320.1490.440919
50.3380953.32980.000615
60.3922493.86320.000101
70.2452332.41530.008798
80.0212530.20930.417319
9-0.067191-0.66180.254848
10-0.174972-1.72330.044013
110.1516471.49350.06927
120.7100626.99330
130.0956120.94170.17435
14-0.202912-1.99840.024234
15-0.061733-0.6080.272303
16-0.051221-0.50450.30754
170.2282962.24850.013405
180.2769572.72770.003786
190.1421641.40010.08233
20-0.038732-0.38150.351845
21-0.116944-1.15180.126125
22-0.221267-2.17920.015868
230.1059291.04330.149706
240.4994544.91912e-06
250.0287390.2830.388871
26-0.215309-2.12050.018255
27-0.146774-1.44560.075763
28-0.09189-0.9050.18385
290.1321351.30140.098105
300.1568741.5450.062797
310.077770.76590.222784
32-0.096879-0.95410.17119
33-0.17763-1.74950.041687
34-0.216997-2.13720.017549
35-0.005576-0.05490.478159
360.3634963.580.000269
37-0.016462-0.16210.435768
38-0.224342-2.20950.014746
39-0.151124-1.48840.069945
40-0.117482-1.15710.125044
410.0655910.6460.259904
420.1081831.06550.144652
430.0562330.55380.290486
44-0.057934-0.57060.284802
45-0.181825-1.79080.038225
46-0.177457-1.74770.041836
47-0.016039-0.1580.437404
480.2772982.73110.00375
49-0.016708-0.16460.434817
50-0.224784-2.21390.01459
51-0.159763-1.57350.059432
52-0.136239-1.34180.091397
53-0.005965-0.05880.476636
540.034540.34020.367227
550.0037180.03660.485434
56-0.113009-1.1130.134227
57-0.183458-1.80690.036943
58-0.210239-2.07060.020525
59-0.048224-0.4750.317944
600.1959281.92970.028285


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1913961.8850.03121
2-0.175493-1.72840.043549
30.0918410.90450.183979
4-0.036526-0.35970.359913
50.3885663.82690.000115
60.2709142.66820.004469
70.336563.31470.000645
80.0542570.53440.297154
90.0277390.27320.392642
10-0.450849-4.44031.2e-05
11-0.104646-1.03060.152636
120.5241615.16241e-06
13-0.104836-1.03250.152199
14-0.080599-0.79380.214624
15-0.027406-0.26990.393897
160.0489280.48190.315486
17-0.131093-1.29110.099865
18-0.036475-0.35920.360098
190.050650.49880.309509
20-0.035725-0.35180.362858
210.0615490.60620.272904
22-0.074676-0.73550.231912
230.01960.1930.423665
24-0.093575-0.92160.17951
250.0337830.33270.370031
26-0.0212-0.20880.417523
27-0.065694-0.6470.259578
280.0083580.08230.46728
29-0.03439-0.33870.367781
30-0.046363-0.45660.324481
310.0169270.16670.433971
32-0.014336-0.14120.444003
33-0.029639-0.29190.38549
340.0535730.52760.299478
35-0.156916-1.54540.062748
360.0655040.64510.260179
37-0.065487-0.6450.260233
380.0727440.71640.23772
390.0194650.19170.424187
400.0625810.61630.269555
41-0.02712-0.26710.39498
420.0195310.19240.423933
430.0200230.19720.42204
440.0660990.6510.258293
45-0.067856-0.66830.252762
460.0235930.23240.408374
47-0.012423-0.12240.451435
48-0.036999-0.36440.358178
49-0.126475-1.24560.107949
50-0.067209-0.66190.254793
51-0.116273-1.14520.127481
52-0.034813-0.34290.36622
53-0.047587-0.46870.320174
54-0.019358-0.19070.424599
55-0.023249-0.2290.409686
56-0.034391-0.33870.367781
570.0865970.85290.197913
58-0.03603-0.35490.361735
590.0430110.42360.336396
60-0.002686-0.02650.489475