Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0225530.29150.385534
20.256253.31150.000569
3-0.114132-1.47490.07106
4-0.359139-4.64113e-06
5-0.057959-0.7490.227459
6-0.501727-6.48370
7-0.032898-0.42510.335642
8-0.346924-4.48327e-06
9-0.08174-1.05630.146175
100.2333013.01490.001486
110.0281090.36320.358442
120.91058611.76740
130.0305010.39420.346982
140.2382693.07910.001214
15-0.103146-1.33290.092183
16-0.329524-4.25841.7e-05
17-0.057527-0.74340.229139
18-0.463908-5.9950
19-0.031392-0.40570.342751
20-0.32044-4.1412.7e-05
21-0.07893-1.020.154603
220.208042.68850.003953
230.0283970.3670.357055
240.83251510.75850
250.0288150.37240.355046
260.2221662.8710.002311
27-0.08626-1.11470.133285
28-0.300429-3.88247.4e-05
29-0.056451-0.72950.233357
30-0.422362-5.45810
31-0.022996-0.29720.383353
32-0.29715-3.848.7e-05
33-0.07935-1.02540.153321
340.1882182.43230.008029
350.0216010.27920.390237
360.7622029.84980
370.0246040.3180.37546
380.208852.69890.003836
39-0.07113-0.91920.179656
40-0.26438-3.41650.000398
41-0.053541-0.69190.244978
42-0.384723-4.97171e-06
43-0.022098-0.28560.387779
44-0.278814-3.60310.000207
45-0.079719-1.03020.152205
460.1661512.14710.016612
470.0162730.21030.416849
480.6989789.03280
490.0189260.24460.403541
500.1946472.51540.006417
51-0.066641-0.86120.195184
52-0.23046-2.97820.001666
53-0.049417-0.63860.261975
54-0.347197-4.48687e-06
55-0.012835-0.16590.434232
56-0.259865-3.35820.000486
57-0.067934-0.87790.190628
580.1398941.80780.036216
590.0201520.26040.397429
600.6191288.00090


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0225530.29150.385534
20.2558723.30660.000578
3-0.132972-1.71840.043791
4-0.453911-5.86580
50.0272370.3520.362649
6-0.36238-4.6833e-06
7-0.170976-2.20950.01425
8-0.44249-5.71820
9-0.463537-5.99020
10-0.238682-3.08450.001194
11-0.581055-7.50890
120.6383198.24890
13-0.030479-0.39390.347088
14-0.345868-4.46967e-06
150.0235280.30410.380734
160.1856472.39910.008769
17-0.011448-0.14790.441283
180.0936071.20970.114057
19-0.068238-0.88180.189569
200.0665370.85990.195552
210.0134920.17440.430898
22-0.037472-0.48420.314423
230.0232150.30.382272
240.0663340.85720.196276
25-0.129152-1.6690.048495
26-0.042958-0.55510.289772
270.049660.64180.260957
28-0.007559-0.09770.461152
29-0.096409-1.24590.107276
300.0110210.14240.443458
310.0569090.73540.231555
32-0.013081-0.1690.432983
33-0.081184-1.04910.147818
340.0557830.72090.235996
350.0243640.31480.376634
36-0.019837-0.25640.398996
37-0.031753-0.41030.341042
380.0377650.4880.313083
390.0251310.32480.372881
400.0521040.67330.250835
41-0.000175-0.00230.499098
420.0407340.52640.299653
43-0.009164-0.11840.452938
44-0.003084-0.03990.484128
450.0522830.67560.250099
460.0325870.42110.337106
47-0.047081-0.60840.271867
480.0245830.31770.375563
49-0.000799-0.01030.495889
50-0.026944-0.34820.364067
51-0.093656-1.21030.113937
52-0.005795-0.07490.470198
530.0124810.16130.436028
54-0.058986-0.76230.223487
55-0.034853-0.45040.326504
560.0283510.36640.357274
570.0501180.64770.259044
58-0.046631-0.60260.273793
590.050990.65890.255423
60-0.053953-0.69720.243314