Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3854353.22480.000958
20.1754311.46780.073324
3-0.020436-0.1710.432366
4-0.195835-1.63850.052905
5-0.278864-2.33310.01126
6-0.501629-4.19693.9e-05
7-0.279419-2.33780.011131
8-0.205261-1.71730.045169
9-0.084584-0.70770.240745
100.0647030.54130.294993
110.2309331.93210.028696
120.7192086.01730
130.2446452.04680.022215
140.1071240.89630.186592
15-0.040225-0.33650.368734
16-0.17941-1.50110.068919
17-0.244922-2.04920.022098
18-0.448956-3.75620.000177
19-0.262152-2.19330.015804
20-0.206493-1.72760.044231
21-0.101366-0.84810.199639
220.0552670.46240.322616
230.2259111.89010.031442
240.6004155.02342e-06
250.2749612.30050.012202
260.1390811.16360.124261
270.0134560.11260.455343
28-0.117223-0.98080.165045
29-0.171687-1.43640.077666
30-0.326869-2.73480.003951
31-0.190977-1.59780.057293
32-0.172029-1.43930.077261
33-0.10167-0.85060.198937
340.0244940.20490.419111
350.124061.0380.151431
360.3758073.14420.001222
370.1800541.50640.068227
380.0785020.65680.256733
390.0110630.09260.46326
40-0.086738-0.72570.235221
41-0.121069-1.01290.15729
42-0.192105-1.60730.056249
43-0.09679-0.80980.210398
44-0.098175-0.82140.207105
45-0.038071-0.31850.375519
460.0471180.39420.347308
470.0992710.83060.204524
480.2408752.01530.023857
490.1460351.22180.112938
500.0831550.69570.244453
510.0449450.3760.354013
52-0.026918-0.22520.411235
53-0.045939-0.38430.350942
54-0.07608-0.63650.263252
55-0.068578-0.57380.283982
56-0.086306-0.72210.236323
57-0.054939-0.45970.323594
58-0.009399-0.07860.468774
590.0224370.18770.42582
600.0731570.61210.271236


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3854353.22480.000958
20.0315590.2640.396261
3-0.115312-0.96480.168991
4-0.186797-1.56290.061298
5-0.157512-1.31780.095927
6-0.394672-3.30210.000757
70.0118960.09950.4605
8-0.122138-1.02190.155179
9-0.096596-0.80820.210863
10-0.049604-0.4150.339699
110.0955530.79950.213365
120.6135165.1331e-06
13-0.425899-3.56330.000332
14-0.09631-0.80580.211548
15-0.041966-0.35110.363278
160.0103280.08640.465692
17-0.053445-0.44720.328073
18-0.054061-0.45230.326225
19-0.13376-1.11910.133457
20-0.085023-0.71140.239613
21-0.005101-0.04270.48304
220.0581630.48660.314022
230.0592890.4960.310709
24-0.080853-0.67650.250487
250.1178040.98560.163857
26-0.100676-0.84230.20124
270.023560.19710.422155
28-0.010562-0.08840.464919
290.0584490.4890.313177
300.0746660.62470.267099
31-0.000622-0.00520.497932
32-0.046888-0.39230.348016
33-0.011033-0.09230.463359
34-0.008626-0.07220.471336
35-0.157231-1.31550.09632
36-0.103254-0.86390.195301
37-0.030232-0.25290.400527
380.0059230.04960.48031
39-0.013268-0.1110.455963
40-0.008471-0.07090.471849
41-0.045866-0.38370.351167
420.1052960.8810.190675
430.0652340.54580.293474
440.0343870.28770.387211
450.0552840.46250.322565
46-0.043724-0.36580.357802
470.0280850.2350.407456
48-0.049475-0.41390.340094
490.0851850.71270.239199
500.0531130.44440.329071
510.0368140.3080.379496
520.0337010.2820.389401
530.0618020.51710.303367
54-0.011803-0.09880.460808
55-0.077655-0.64970.259003
560.04530.3790.352915
57-0.036752-0.30750.379691
580.0196770.16460.434854
590.0148680.12440.450679
60-0.001336-0.01120.495557