Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1325871.37790.085543
2-0.236193-2.45460.007851
3-0.077444-0.80480.211344
40.1518431.5780.058745
50.0075140.07810.468952
6-0.402292-4.18073e-05
7-0.007994-0.08310.466974
80.1176041.22220.112151
9-0.114417-1.18910.118513
10-0.254409-2.64390.004708
110.0513510.53370.297337
120.7556887.85330
130.1127711.1720.121897
14-0.207862-2.16020.016485
15-0.089601-0.93120.176923
160.1261031.31050.096404
17-0.010244-0.10650.457709
18-0.374805-3.89518.5e-05
19-0.036553-0.37990.352395
200.0868020.90210.184512
21-0.121584-1.26350.104559
22-0.210692-2.18960.015353
230.0853430.88690.18855
240.6361876.61140
250.0894750.92980.177261
26-0.165174-1.71650.044465
27-0.083695-0.86980.193173
280.1279781.330.093163
29-0.038905-0.40430.343393
30-0.347141-3.60760.000235
31-0.024271-0.25220.400671
320.0653630.67930.24921
33-0.153785-1.59820.056463
34-0.268447-2.78980.003118
350.0528360.54910.292038
360.5297655.50550
370.0394860.41040.34118
38-0.168781-1.7540.041131
39-0.090816-0.94380.173693
400.1153221.19850.11668
41-0.054147-0.56270.287398
42-0.323845-3.36550.000529
43-0.022585-0.23470.40744
440.1014911.05470.146953
45-0.107309-1.11520.133623
46-0.197499-2.05250.021271
470.0313280.32560.372689
480.4432734.60666e-06
490.0644680.670.252152
50-0.127423-1.32420.094114
51-0.079823-0.82950.204313
520.0828150.86060.195673
53-0.017307-0.17990.428801
54-0.22342-2.32190.011059
55-0.052498-0.54560.29324
560.0181330.18840.425443
57-0.094886-0.98610.163147
58-0.152261-1.58230.058248
590.0298620.31030.378452
600.3472583.60880.000234


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1325871.37790.085543
2-0.258313-2.68450.004205
3-0.004133-0.0430.482908
40.1138461.18310.119679
5-0.061811-0.64240.261002
6-0.370573-3.85111e-04
70.1470011.52770.064758
8-0.093838-0.97520.165822
9-0.19576-2.03440.022181
10-0.139317-1.44780.075281
110.0877880.91230.181817
120.6684956.94720
13-0.11522-1.19740.116885
140.0226050.23490.407357
15-0.125264-1.30180.09788
16-0.072336-0.75170.226922
17-0.087266-0.90690.183239
180.0002910.0030.498796
19-0.068266-0.70940.23979
20-0.016402-0.17050.432484
21-0.026785-0.27840.390634
220.0945470.98260.164011
230.154761.60830.055343
240.0848520.88180.189921
25-0.073902-0.7680.222079
260.0035620.0370.485269
27-0.106529-1.10710.13536
280.0264490.27490.391972
29-0.099739-1.03650.151137
30-0.00801-0.08320.466908
310.0316390.32880.371471
320.0167190.17370.431196
33-0.058138-0.60420.273492
34-0.157773-1.63960.051996
35-0.086918-0.90330.184194
36-0.046377-0.4820.315404
37-0.087028-0.90440.183892
38-0.055235-0.5740.283574
39-0.05949-0.61820.268859
40-0.060306-0.62670.266084
410.0031880.03310.486817
42-0.011482-0.11930.452618
43-0.060351-0.62720.26593
440.0575330.59790.27558
45-0.014606-0.15180.439818
460.1457321.51450.066411
47-0.132617-1.37820.085496
48-0.056499-0.58720.279161
490.0057310.05960.47631
500.0047150.0490.480503
51-0.034482-0.35830.360392
52-0.073378-0.76260.223691
530.0432230.44920.3271
540.1294241.3450.09072
55-0.082502-0.85740.196564
56-0.186334-1.93640.027713
57-0.005934-0.06170.47547
58-0.090397-0.93940.174803
590.0546630.56810.285583
60-0.000272-0.00280.498876