Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.127832.21040.013918
20.1416462.44930.007444
30.1617622.79710.002745
40.0826121.42850.077097
50.1162.00580.022887
60.1253282.16710.015507
70.0192720.33330.369589
80.0460430.79620.213288
90.0406970.70370.241076
10-0.032101-0.55510.289627
11-0.048494-0.83850.201199
12-0.27287-4.71842e-06
130.0497060.85950.195378
140.0028950.05010.480055
15-0.02622-0.45340.325299
160.0338840.58590.27919
170.0279260.48290.314762
180.0202020.34930.363548
190.0127110.21980.413089
200.049150.84990.198033
210.1287452.22620.013372
22-0.023182-0.40090.344404
230.1790663.09630.001072
24-0.045332-0.78390.216868
25-0.029256-0.50590.306654
260.0904281.56360.059479
270.0319060.55170.290783
280.0028270.04890.480522
290.0911271.57570.058072
30-0.097824-1.69150.045888
31-0.040373-0.69810.242826
320.0398040.68830.245908
33-0.134377-2.32360.010409
34-0.034657-0.59930.27472
35-0.137543-2.37830.00901
36-0.020148-0.34840.363893
370.0174470.30170.381549
38-0.007788-0.13470.446486
39-0.096884-1.67530.047463
40-0.086631-1.4980.067596
41-0.047613-0.82330.205493
420.0341650.59080.277564
43-0.016666-0.28820.386707
44-0.043682-0.75530.225321
45-0.014429-0.24950.401574
46-0.025508-0.44110.329736
470.0513770.88840.187523
48-0.081394-1.40740.080169
49-0.049883-0.86260.194536
50-0.038836-0.67150.251199
51-0.004901-0.08470.466263
520.0541090.93560.175111
53-0.09907-1.71310.043867
54-0.043018-0.74390.228774
550.0152270.26330.396248
56-0.080458-1.39130.082591
57-0.027107-0.46870.319805
580.0573430.99160.161107
59-0.087789-1.5180.065034
600.0144460.24980.401457


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.127832.21040.013918
20.1273872.20270.014188
30.1340072.31720.010584
40.0360640.62360.26668
50.0715991.23810.108332
60.0781871.3520.088702
7-0.036471-0.63060.264379
8-0.001348-0.02330.49071
90.0043690.07550.469915
10-0.058148-1.00550.15774
11-0.070879-1.22560.110654
12-0.288399-4.98691e-06
130.1278952.21150.013879
140.0639481.10580.134858
150.0357390.6180.268526
160.0602841.04240.149033
170.0755491.30640.096217
180.0596761.03190.151479
19-0.044079-0.76220.223272
200.0405320.70090.241967
210.135552.34390.00987
22-0.135215-2.33810.010021
230.1287672.22660.01336
24-0.228262-3.9474.9e-05
250.0197350.34120.366581
260.0657381.13670.128282
270.0132640.22940.409375
280.0506260.87540.191027
290.0762121.31780.094284
30-0.116711-2.01810.022236
31-0.04641-0.80250.211452
320.0483990.83690.201659
33-0.036172-0.62550.266067
34-0.129478-2.23890.012949
35-0.046225-0.79930.212376
36-0.061821-1.0690.142968
370.0689191.19170.117157
380.1007911.74280.041195
39-0.070277-1.21520.112624
40-0.057563-0.99540.160184
410.050840.87910.190027
42-0.01126-0.19470.422878
43-0.023706-0.40990.34108
44-0.031599-0.54640.292598
45-0.010657-0.18430.426963
46-0.125991-2.17860.015071
470.0889591.53820.062523
48-0.088434-1.52920.063641
49-0.019025-0.3290.371205
500.0280330.48470.314111
510.0427710.73960.230068
520.0296620.51290.304199
53-0.046664-0.80690.210185
540.0171780.2970.383321
55-0.028757-0.49720.30969
56-0.024515-0.42390.335971
570.0069150.11960.452451
580.0081370.14070.444101
59-0.029865-0.51640.302973
60-0.016162-0.27950.390042