Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.300532.94460.002028
2-0.036911-0.36170.359201
3-0.00596-0.05840.476779
40.0825210.80850.210391
50.0657480.64420.260491
6-0.111266-1.09020.139181
7-0.275944-2.70370.004056
8-0.079231-0.77630.219738
9-0.026954-0.26410.396138
10-0.091408-0.89560.186349
11-0.051186-0.50150.308578
12-0.115336-1.13010.130635
13-0.084622-0.82910.204545
140.0970040.95040.172137
150.0471830.46230.322458
16-0.019846-0.19440.423119
170.0499170.48910.312949
180.0625180.61250.270812
190.1035931.0150.15633
200.0169040.16560.434402
21-0.097521-0.95550.170861
22-0.037152-0.3640.358324
23-0.021127-0.2070.418223
240.0042960.04210.483255
25-0.052618-0.51550.303677
26-0.058941-0.57750.282477
27-0.036999-0.36250.35888
28-0.042315-0.41460.33968
29-0.102291-1.00220.159372
30-0.064934-0.63620.263072
310.0631180.61840.268878
32-0.040327-0.39510.346815
33-0.17491-1.71380.0449
34-0.031039-0.30410.38085
350.1120511.09790.137504
360.0749380.73420.232296
37-0.056706-0.55560.289887
380.0467870.45840.323844
390.1367341.33970.091751
400.2186722.14250.017339
410.0597850.58580.279701
420.0102510.10040.460105
430.0027540.0270.489263
44-0.075529-0.740.230543
450.0397620.38960.348851
46-0.021169-0.20740.418062
47-0.141712-1.38850.084102
48-0.083738-0.82050.206993
490.0293340.28740.387207
500.0125680.12310.451128
51-0.033288-0.32620.372509
52-0.044925-0.44020.330401
530.1230641.20580.115434
540.1855161.81770.036116
550.0540360.52940.298859
56-0.053219-0.52140.30163
57-0.040761-0.39940.345253
580.0245770.24080.405111
590.0244060.23910.405758
60-0.01242-0.12170.451699


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.300532.94460.002028
2-0.139862-1.37040.086886
30.0546230.53520.296877
40.0701050.68690.246907
50.0184530.18080.428453
6-0.141019-1.38170.085136
7-0.214649-2.10310.019035
80.0598620.58650.279448
9-0.075354-0.73830.231061
10-0.061384-0.60140.274484
110.0429020.42030.337585
12-0.129635-1.27020.103549
13-0.06486-0.63550.263308
140.0992860.97280.166548
15-0.029334-0.28740.387208
16-0.037503-0.36750.357045
170.0657570.64430.260463
180.0075160.07360.470726
190.0124060.12160.451752
20-0.049548-0.48550.314225
21-0.045009-0.4410.330105
22-0.029408-0.28810.386931
23-0.054335-0.53240.297849
240.0757090.74180.230011
25-0.081253-0.79610.213966
260.0165410.16210.435795
27-0.013851-0.13570.446166
28-0.103636-1.01540.156228
29-0.087526-0.85760.196631
30-0.009596-0.0940.462643
310.0961970.94250.174143
32-0.158876-1.55670.061421
33-0.179644-1.76010.040784
340.080980.79340.21474
350.0239010.23420.407672
36-0.060282-0.59060.278075
37-0.049204-0.48210.315416
380.1448031.41880.079601
39-0.021458-0.21020.416963
400.1310121.28360.101178
41-0.015053-0.14750.441526
420.0151750.14870.441056
43-0.049514-0.48510.314342
44-0.10893-1.06730.144257
450.1462651.43310.077539
46-0.11098-1.08740.139797
470.0220960.21650.41453
480.0106140.1040.458693
490.0149390.14640.441969
50-0.035823-0.3510.36318
51-0.014061-0.13780.445356
520.1048061.02690.153527
530.0784080.76820.222117
540.0314060.30770.379484
55-0.022752-0.22290.412033
56-0.052211-0.51160.305065
57-0.094256-0.92350.179027
580.0248020.2430.404259
59-0.034283-0.33590.36884
600.0570540.5590.288727