Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.314706-2.65180.004935
20.0797830.67230.251799
3-0.082432-0.69460.244791
4-0.173863-1.4650.073669
5-0.029996-0.25270.400596
60.1374771.15840.125291
7-0.154724-1.30370.098269
80.1470381.2390.109719
9-0.06421-0.5410.295085
100.0667010.5620.287933
11-0.229312-1.93220.028661
120.1624251.36860.087717
13-0.208022-1.75280.041974
140.1499211.26330.105315
150.0059780.05040.479983
16-0.049068-0.41350.340259
170.105650.89020.188177
180.0810940.68330.248319
19-0.040649-0.34250.366489
200.0732610.61730.269504
21-0.059801-0.50390.30795
22-0.080393-0.67740.250177
230.1095570.92310.179529
24-0.078548-0.66190.255102
25-0.073275-0.61740.269463
260.0721260.60770.272648
27-0.080716-0.68010.249319
28-0.066901-0.56370.287362
290.1923981.62120.054707
30-0.193054-1.62670.054115
310.1728971.45690.074783
32-0.069167-0.58280.280932
33-0.010157-0.08560.466019
340.0481960.40610.342943
35-0.022895-0.19290.423787
36-0.018713-0.15770.43758
370.0238930.20130.420511
380.0658810.55510.290279
390.063690.53670.296589
40-0.104399-0.87970.191
410.0704270.59340.27739
42-0.17355-1.46240.074028
430.0903460.76130.224508
44-0.078179-0.65880.256093
450.015660.1320.447697
460.0955760.80530.211656
47-0.010512-0.08860.464833
480.0236410.19920.421337
49-0.066553-0.56080.288355
50-0.082985-0.69920.243342
510.0642350.54130.295015
520.0288860.24340.404201
530.0007730.00650.49741
540.0152320.12830.449118
55-0.020403-0.17190.431995
56-0.003365-0.02840.488731
570.038860.32740.37215
58-0.005102-0.0430.482916
59-0.096073-0.80950.210459
600.0296230.24960.401806


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.314706-2.65180.004935
2-0.021374-0.18010.428794
3-0.070528-0.59430.277108
4-0.244585-2.06090.021488
5-0.188381-1.58730.058441
60.0783060.65980.255752
7-0.146952-1.23820.109853
8-0.026984-0.22740.410394
9-0.038506-0.32450.373272
100.0600950.50640.307083
11-0.279316-2.35360.010684
12-0.001815-0.01530.493922
13-0.165241-1.39230.084081
14-0.04806-0.4050.343363
15-0.06064-0.5110.305483
16-0.137955-1.16240.124477
170.0520870.43890.331036
180.072480.61070.271665
190.1102080.92860.178114
200.01770.14910.440932
210.1344271.13270.130576
22-0.073566-0.61990.268662
230.1732681.460.074353
24-0.049364-0.41590.339351
25-0.062167-0.52380.301014
26-0.016501-0.1390.444908
27-0.052339-0.4410.330269
28-0.128262-1.08080.141732
290.0950980.80130.212812
30-0.050954-0.42930.334487
310.0839480.70740.24083
32-0.027993-0.23590.407104
33-0.019762-0.16650.434111
340.1080420.91040.182852
35-0.126818-1.06860.144437
36-0.010476-0.08830.464954
37-0.15275-1.28710.101121
380.1156590.97460.166543
390.0378350.31880.375406
400.0023590.01990.492098
41-0.036541-0.30790.379529
420.0729680.61480.270314
430.0265680.22390.411753
44-0.071288-0.60070.274983
450.0714170.60180.274623
460.0300570.25330.400396
470.0948290.7990.213464
48-0.029677-0.25010.40163
49-0.051773-0.43620.331991
50-0.071075-0.59890.275578
510.0632960.53330.297731
52-0.029104-0.24520.403492
53-0.040012-0.33710.368501
54-0.013806-0.11630.453859
55-0.04055-0.34170.366802
56-0.003489-0.02940.488313
57-0.032356-0.27260.392963
580.0415480.35010.363655
59-0.090517-0.76270.224082
60-0.098512-0.83010.204639