Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8989147.46690
20.7817366.49360
30.623575.17981e-06
40.4626133.84280.000134
50.2897442.40680.009387
60.1299281.07930.142114
7-0.03955-0.32850.371753
8-0.18764-1.55870.061826
9-0.329312-2.73550.003956
10-0.430032-3.57210.000325
11-0.511026-4.24493.3e-05
12-0.564007-4.6857e-06
13-0.545723-4.53311.2e-05
14-0.500065-4.15394.6e-05
15-0.429683-3.56920.000328
16-0.364071-3.02420.00175
17-0.293325-2.43650.008707
18-0.228028-1.89410.031199
19-0.150897-1.25340.107137
20-0.091293-0.75830.225417
21-0.020922-0.17380.431269
220.0347550.28870.38684
230.0759510.63090.265097
240.1103390.91650.181288
250.1301911.08150.141631
260.1319871.09640.138366
270.1256981.04410.150035
280.1288861.07060.144039
290.1282541.06540.145215
300.1299441.07940.142085
310.1246071.03510.152127
320.123561.02640.154151
330.110980.92190.179905
340.0947180.78680.217051
350.0777410.64580.260286
360.0623070.51760.30321
370.0368210.30590.380317
380.0212820.17680.430099
390.0102860.08540.46608
40-0.002034-0.01690.493285
41-0.014467-0.12020.452347
42-0.03019-0.25080.401367
43-0.051247-0.42570.33583
44-0.065946-0.54780.292803
45-0.086052-0.71480.238572
46-0.094522-0.78520.217525
47-0.103222-0.85740.197088
48-0.120148-0.9980.160878
49-0.112441-0.9340.176779
50-0.105494-0.87630.191954
51-0.106003-0.88050.190815
52-0.101369-0.8420.201338
53-0.093495-0.77660.220016
54-0.077918-0.64720.259814
55-0.050876-0.42260.336949
56-0.029787-0.24740.402656
57-0.007569-0.06290.475023
580.0099820.08290.467079
590.0249170.2070.41832
600.0513890.42690.335402


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8989147.46690
2-0.137067-1.13860.129411
3-0.277418-2.30440.012107
4-0.093085-0.77320.221015
5-0.142066-1.18010.121009
6-0.05939-0.49330.311673
7-0.190439-1.58190.059122
8-0.07507-0.62360.267481
9-0.133222-1.10660.136149
100.0012450.01030.49589
11-0.080394-0.66780.253244
12-0.103283-0.85790.196949
130.2402731.99590.024949
14-0.012814-0.10640.457772
15-0.039776-0.33040.371048
16-0.157992-1.31240.09687
17-0.067674-0.56210.28792
18-0.051822-0.43050.3341
19-0.013536-0.11240.455402
20-0.108989-0.90530.184221
210.0012970.01080.495718
220.0397490.33020.371134
23-0.109467-0.90930.183178
240.0158080.13130.447956
25-0.002431-0.02020.491973
26-0.036389-0.30230.381678
27-0.038728-0.32170.374326
280.0427070.35470.36193
29-0.039984-0.33210.370399
30-0.006328-0.05260.479116
310.0123140.10230.459413
32-0.02704-0.22460.411471
330.0076080.06320.474897
34-0.053649-0.44560.328626
35-0.01547-0.12850.449063
360.0004680.00390.498453
37-0.054821-0.45540.325133
380.0037550.03120.487605
390.0431850.35870.360449
400.0094780.07870.468737
41-0.011636-0.09670.46164
42-0.008953-0.07440.470465
43-0.083675-0.69510.244678
440.0281330.23370.407959
45-0.069851-0.58020.281825
46-0.012053-0.10010.460269
47-0.032585-0.27070.393725
48-0.089557-0.74390.229728
490.1099590.91340.182111
50-0.026973-0.22410.411688
51-0.083135-0.69060.246076
52-0.014504-0.12050.452228
530.0134150.11140.455799
54-0.018556-0.15410.438976
550.002740.02280.490955
56-0.045935-0.38160.35198
57-0.07663-0.63650.263266
580.042930.35660.361239
59-0.04659-0.3870.349971
600.0222630.18490.426913