Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.054440.46190.322759
20.1368761.16140.124651
30.1495131.26870.104325
40.031690.26890.394387
50.0455930.38690.349997
60.0919810.78050.218832
70.0151920.12890.448893
80.2035581.72720.044205
90.027380.23230.408472
10-0.079682-0.67610.250565
110.1901931.61380.055469
12-0.180006-1.52740.065521
13-0.013888-0.11780.45326
140.1946591.65170.051471
150.0214930.18240.4279
160.0059170.05020.480047
17-0.074964-0.63610.263368
180.0163190.13850.445127
190.0044580.03780.484967
20-0.06268-0.53190.298231
21-0.092034-0.78090.218701
220.0224360.19040.424777
230.0135620.11510.454351
24-0.163877-1.39050.084324
25-0.09042-0.76720.222725
26-0.210902-1.78960.038864
27-0.040695-0.34530.365435
28-0.136856-1.16130.124685
290.0637320.54080.295164
30-0.107279-0.91030.182853
31-0.024659-0.20920.417427
32-0.018863-0.16010.436641
33-0.020391-0.1730.43156
34-0.01335-0.11330.455064
35-0.003251-0.02760.489034
36-0.005726-0.04860.480691
370.0036750.03120.487603
380.0684060.58040.281713
39-0.169054-1.43450.077883
40-0.054646-0.46370.322136
41-0.073678-0.62520.266915
42-0.103843-0.88110.190588
430.0744560.63180.264766
44-0.033831-0.28710.387443
45-0.051642-0.43820.331276
460.0194860.16530.434569
47-0.115515-0.98020.165141
48-0.052783-0.44790.327794
49-0.014226-0.12070.452127
50-0.077791-0.66010.255654
510.0874370.74190.230272
520.0720840.61170.271346
53-0.06406-0.54360.29421
540.087580.74310.229907
55-0.104398-0.88580.189324
56-0.015895-0.13490.446544
570.0106950.09080.463971
58-0.013758-0.11670.453694
590.0023670.02010.492014
600.0155050.13160.447849


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.054440.46190.322759
20.1343111.13970.129102
30.1386551.17650.12163
40.002490.02110.491603
50.006810.05780.477038
60.0681260.57810.28251
7-0.000643-0.00550.49783
80.1839711.5610.061449
9-0.007425-0.0630.474971
10-0.140554-1.19260.118463
110.155121.31620.096134
12-0.199256-1.69070.047605
13-0.015101-0.12810.4492
140.2135061.81170.037104
150.033330.28280.389066
16-0.071837-0.60960.272036
17-0.165311-1.40270.0825
180.0997520.84640.20006
19-0.024497-0.20790.41796
20-0.022267-0.18890.425334
21-0.047151-0.40010.345138
22-0.124689-1.0580.146791
230.1418091.20330.116404
24-0.179318-1.52160.066249
25-0.129202-1.09630.138297
26-0.135863-1.15280.126396
270.0830070.70430.241747
28-0.048083-0.4080.342244
290.0367790.31210.377939
30-0.031625-0.26830.394599
310.0034140.0290.488486
320.0930140.78930.216278
33-0.000982-0.00830.496687
34-0.009397-0.07970.468333
350.131061.11210.134901
36-0.020156-0.1710.432341
37-0.087405-0.74170.230353
380.0516960.43870.331111
39-0.084234-0.71480.238537
40-0.073442-0.62320.26757
41-0.043485-0.3690.356611
42-0.099717-0.84610.200142
430.0768930.65250.258092
440.0741650.62930.265567
45-0.111812-0.94880.172959
46-0.081545-0.69190.245603
47-0.051403-0.43620.332008
480.0374370.31770.375831
49-0.08996-0.76330.223878
50-0.023999-0.20360.419606
510.065810.55840.289148
52-0.03339-0.28330.388871
530.0687580.58340.280714
54-0.029057-0.24660.402975
55-0.030946-0.26260.396809
560.0539970.45820.324102
57-0.039923-0.33880.367891
580.005440.04620.481654
590.0150810.1280.449267
600.0351670.29840.383127