Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.32086-3.30350.000651
2-0.068606-0.70630.240763
30.0833090.85770.196492
4-0.243686-2.50890.006812
50.1170551.20520.115414
6-0.060903-0.6270.265992
70.1264231.30160.097937
8-0.086068-0.88610.188778
9-0.137986-1.42070.079176
100.0179050.18430.427046
110.0540090.55610.289671
120.0649840.66910.252458
130.0564160.58080.28129
14-0.07977-0.82130.206664
150.0877180.90310.184258
16-0.280346-2.88630.002362
170.1327041.36630.087372
180.1585521.63240.052782
19-0.170105-1.75130.04139
200.1259771.2970.098722
21-0.116082-1.19510.117351
220.1146441.18030.120256
23-0.055255-0.56890.285318
240.0534620.55040.291592
250.0740760.76270.223681
26-0.110518-1.13780.128875
27-0.062554-0.6440.260471
280.0337790.34780.36435
290.0686530.70680.240613
30-0.098471-1.01380.156489
310.1241491.27820.101987
32-0.077194-0.79480.214264
33-0.028403-0.29240.385267
34-0.021206-0.21830.413797
350.0485320.49970.309173
360.0680290.70040.242605
37-0.077837-0.80140.212352
380.0389670.40120.344545
39-0.032872-0.33840.367852
40-0.024511-0.25240.400625
410.0163520.16840.433313
420.0125350.12910.448779
43-0.024456-0.25180.400846
440.0067350.06930.472425
45-0.050794-0.5230.301046
460.0692850.71330.238604
47-0.048602-0.50040.308921
480.0532690.54840.292271
490.008860.09120.463743
50-0.049276-0.50730.30649
510.0994061.02340.154213
52-0.049924-0.5140.304162
530.0652750.6720.251509
54-0.085025-0.87540.19167
55-0.017388-0.1790.429132
560.0259580.26730.394898
57-0.031776-0.32720.372097
58-0.037906-0.39030.348563
590.086270.88820.18822
600.0172280.17740.429777


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.32086-3.30350.000651
2-0.191246-1.9690.025782
3-0.004949-0.0510.479729
4-0.262206-2.69960.004041
5-0.059256-0.61010.271558
6-0.129166-1.32980.093213
70.1008971.03880.150631
8-0.104662-1.07760.141838
9-0.18776-1.93310.027946
10-0.206998-2.13120.017693
11-0.002364-0.02430.490314
120.0105890.1090.456697
130.0595640.61320.270514
14-0.105754-1.08880.139354
150.1132421.16590.123136
16-0.28385-2.92240.002123
17-0.00725-0.07460.470321
180.0228260.2350.407329
19-0.024242-0.24960.401695
20-0.06109-0.6290.265364
21-0.022652-0.23320.408023
220.1266191.30360.097592
230.0254810.26230.396781
240.0478560.49270.31162
250.0089340.0920.463443
260.0397960.40970.341416
27-0.069127-0.71170.239104
280.0513620.52880.299025
290.1017871.0480.14852
30-0.067437-0.69430.244505
310.1278691.31650.095423
32-0.060592-0.62380.26704
330.0286750.29520.384198
34-0.032312-0.33270.370019
35-0.017023-0.17530.430606
360.0431460.44420.328898
37-0.030008-0.30890.378983
380.0796070.81960.207141
39-0.007995-0.08230.467275
40-0.019014-0.19580.422585
41-0.005758-0.05930.476417
42-0.070153-0.72230.235861
43-0.09713-10.159791
44-0.048158-0.49580.310525
450.0052440.0540.478521
46-0.079401-0.81750.207744
47-0.040253-0.41440.339699
480.0026820.02760.489012
49-0.069464-0.71520.238035
50-0.018003-0.18530.426655
510.0055060.05670.477451
520.1292551.33080.093062
53-0.006499-0.06690.473389
54-0.003764-0.03870.484581
550.0006930.00710.497161
560.0007260.00750.497025
570.0342720.35290.36245
58-0.143979-1.48240.070607
590.0816770.84090.201143
600.052820.54380.293856