Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4196653.53620.00036
20.2565192.16150.017016
3-0.01905-0.16050.436465
4-0.231984-1.95470.027276
5-0.123739-1.04260.150326
6-0.184003-1.55040.062742
7-0.069481-0.58550.280048
8-0.132106-1.11310.1347
9-0.011171-0.09410.462637
10-0.024096-0.2030.419843
11-0.014625-0.12320.451134
120.0284010.23930.405778
13-0.222117-1.87160.032692
14-0.128962-1.08670.140432
15-0.213807-1.80160.037929
16-0.085019-0.71640.238052
170.0749690.63170.264806
18-0.075578-0.63680.26314
19-0.162991-1.37340.086977
20-0.123695-1.04230.15041
21-0.144915-1.22110.113049
220.0415680.35030.363591
230.1862921.56970.060463
240.1975521.66460.0502
250.1571961.32460.094783
260.1135450.95670.17097
270.10960.92350.179435
280.0130950.11030.456224
290.003740.03150.487474
30-0.124342-1.04770.14916
31-0.133739-1.12690.131789
320.0080950.06820.472907
33-0.013386-0.11280.455257
340.2075571.74890.042314
350.1163960.98080.165018
360.1324511.11610.134082
370.0693540.58440.280407
38-0.018019-0.15180.439875
390.0544070.45840.324017
40-0.016318-0.13750.445514
41-0.0197-0.1660.434315
42-0.145797-1.22850.111657
43-0.167601-1.41220.081125
44-0.139328-1.1740.122159
45-0.115414-0.97250.167053
460.0127070.10710.457517
47-0.009368-0.07890.468653
480.0903530.76130.224491
490.0568460.4790.316707
500.032270.27190.393239
510.0110020.09270.463201
52-0.013435-0.11320.455094
53-0.029202-0.24610.403172
54-0.068215-0.57480.283626
55-0.067853-0.57170.284651
56-0.009602-0.08090.46787
570.0209320.17640.43025
580.0501630.42270.336902
590.0531210.44760.3279
600.0496220.41810.33856


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4196653.53620.00036
20.0975870.82230.206834
3-0.192578-1.62270.054544
4-0.238409-2.00890.024177
50.1173780.9890.163
6-0.089253-0.75210.227251
7-0.014509-0.12230.451522
8-0.159407-1.34320.091745
90.1117650.94180.174757
10-0.063884-0.53830.296029
11-0.030785-0.25940.398039
12-0.025691-0.21650.414619
13-0.278218-2.34430.010932
14-0.006143-0.05180.479433
15-0.084314-0.71040.239879
160.022480.18940.425151
170.0361980.3050.380626
18-0.262871-2.2150.014985
19-0.355121-2.99230.001903
200.1263181.06440.145383
21-0.158763-1.33780.092622
220.0561290.47290.31885
230.0259880.2190.413646
24-0.036077-0.3040.381012
25-0.091631-0.77210.221311
26-0.055582-0.46830.320488
270.084970.7160.23818
28-0.164707-1.38780.084762
29-0.129897-1.09450.138711
30-0.052966-0.44630.32837
31-0.067049-0.5650.28694
320.0269860.22740.410388
33-0.125409-1.05670.147112
34-0.066108-0.5570.289626
350.0431420.36350.358648
360.1047730.88280.190153
37-0.066388-0.55940.288827
380.01960.16520.434645
390.0414510.34930.36396
40-0.021511-0.18130.428341
41-0.048315-0.40710.342576
420.0415750.35030.363569
43-0.126525-1.06610.144991
44-0.099597-0.83920.202083
450.0799630.67380.251319
460.0057360.04830.480794
470.0177030.14920.440922
480.0684470.57670.282969
49-0.070916-0.59750.276022
50-0.0455-0.38340.351287
510.0231530.19510.42294
520.0937380.78980.216123
530.0445670.37550.354195
54-0.020807-0.17530.430663
55-0.008587-0.07240.47126
560.0131010.11040.456205
570.0361020.30420.380932
580.003820.03220.487205
59-0.089962-0.7580.22547
600.103340.87080.193409