Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.29901-2.51950.007002
2-0.125252-1.05540.147412
30.141091.18880.11923
4-0.134876-1.13650.129788
50.0392150.33040.371025
6-0.092414-0.77870.219375
7-0.070657-0.59540.276744
8-0.027595-0.23250.408401
90.0816890.68830.246746
10-0.124057-1.04530.14971
11-0.220857-1.8610.033444
120.6942595.84990
13-0.198323-1.67110.049552
14-0.098196-0.82740.205388
150.1315151.10820.135766
16-0.173331-1.46050.07428
170.0649480.54730.292959
18-0.061006-0.5140.304408
19-0.10727-0.90390.18456
200.0778460.65590.256989
210.0005460.00460.49817
22-0.132975-1.12050.133146
23-0.10805-0.91040.182834
240.5041354.24793.2e-05
25-0.158231-1.33330.093352
26-0.00396-0.03340.486739
270.017580.14810.441328
28-0.106521-0.89760.186225
290.1074130.90510.184242
30-0.115098-0.96980.167711
31-0.068804-0.57980.281959
320.0574630.48420.314869
330.0131230.11060.456133
34-0.075043-0.63230.264603
35-0.080564-0.67880.249721
360.3015132.54060.006627
37-0.097891-0.82480.206112
380.0225690.19020.424859
390.0114430.09640.461731
40-0.107815-0.90850.183352
410.1198721.01010.157949
42-0.127614-1.07530.142943
43-0.003439-0.0290.488481
440.0478510.40320.344005
45-0.051805-0.43650.331892
460.0150520.12680.449717
47-0.10213-0.86060.196187
480.2016931.69950.046802
49-0.047291-0.39850.345735
50-0.032774-0.27620.391614
510.0350070.2950.384438
52-0.053837-0.45360.325737
530.0786210.66250.254908
54-0.082329-0.69370.245062
55-0.006644-0.0560.477756
560.0314060.26460.396031
57-0.050824-0.42820.334884
580.0375770.31660.376229
59-0.059421-0.50070.30907
600.0308960.26030.397678


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.29901-2.51950.007002
2-0.235736-1.98630.025428
30.0282830.23830.406162
4-0.120382-1.01440.156929
5-0.013668-0.11520.454318
6-0.152886-1.28820.100922
7-0.154438-1.30130.098678
8-0.196303-1.65410.051263
9-0.02271-0.19140.424396
10-0.196904-1.65910.050749
11-0.448937-3.78280.00016
120.5206094.38672e-05
130.1388321.16980.122993
140.0415340.350.363696
15-0.041634-0.35080.363384
16-0.060008-0.50560.307339
17-0.121125-1.02060.15545
18-0.059157-0.49850.30985
19-0.010749-0.09060.464044
200.08540.71960.237068
21-0.060382-0.50880.306239
22-0.111788-0.94190.174707
23-0.023929-0.20160.420392
240.0780420.65760.256463
25-0.044485-0.37480.354451
260.1262361.06370.145539
27-0.143154-1.20620.115865
280.0314980.26540.395732
290.0380830.32090.374618
30-0.038024-0.32040.374803
310.0221410.18660.426267
32-0.132996-1.12060.133108
330.0345980.29150.385747
340.1111930.93690.175986
350.0568810.47930.316603
36-0.135844-1.14460.128101
37-0.060346-0.50850.306344
38-0.127665-1.07570.142845
390.0816970.68840.246726
40-0.005407-0.04560.481894
410.0119570.10080.460016
42-0.027509-0.23180.408682
430.0283520.23890.405937
44-0.018327-0.15440.438857
45-0.025789-0.21730.414299
46-0.015715-0.13240.447516
47-0.065201-0.54940.29223
48-0.033106-0.2790.390543
49-0.021861-0.18420.427188
50-0.069414-0.58490.280237
51-0.01921-0.16190.435936
520.0075380.06350.474767
53-0.044983-0.3790.352897
540.0221160.18640.426349
55-0.031363-0.26430.396168
560.0113180.09540.462145
57-0.088392-0.74480.229425
58-0.0752-0.63360.264173
590.0218840.18440.427113
60-0.159339-1.34260.091836