Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1066610.91130.182565
20.3860943.29880.000751
30.2344792.00340.024424
4-0.005998-0.05120.479636
50.0987090.84340.200889
6-0.052524-0.44880.327465
7-0.040887-0.34930.363922
8-0.005982-0.05110.479689
9-0.107854-0.92150.179911
10-0.102145-0.87270.192837
11-0.100643-0.85990.196331
12-0.120857-1.03260.152599
13-0.083126-0.71020.239911
14-0.144117-1.23130.111075
15-0.013317-0.11380.454862
16-0.163551-1.39740.083266
17-0.078011-0.66650.253588
18-0.142932-1.22120.112968
19-0.128745-1.10.137474
20-0.112454-0.96080.169911
21-0.071345-0.60960.27202
220.0240550.20550.418867
230.1095950.93640.176083
24-0.031885-0.27240.393033
250.2042861.74540.042559
26-0.028371-0.24240.404575
270.0354530.30290.381409
280.0048910.04180.483391
290.0565820.48340.315116
300.0697710.59610.276469
310.0195320.16690.433961
32-0.010711-0.09150.463667
33-0.054745-0.46770.320682
340.0078040.06670.473509
35-0.089415-0.7640.223677
36-0.04055-0.34650.364999
370.012140.10370.458836
38-0.098763-0.84380.200761
39-0.054827-0.46840.320431
40-0.031057-0.26540.395744
41-0.118523-1.01270.157284
420.0234110.20.421009
43-0.105936-0.90510.184191
440.0142820.1220.451607
450.0954450.81550.208725
46-0.014226-0.12150.451797
470.0914790.78160.218489
480.0496130.42390.336446
490.0065780.05620.477668
500.0109060.09320.463008
51-0.007481-0.06390.474605
520.0196680.1680.433507
530.0033850.02890.488503
540.0274320.23440.407675
550.0168010.14350.443128
56-0.010893-0.09310.463052
570.0001920.00160.499347
58-0.013541-0.11570.454106
590.0148830.12720.449582
600.0004270.00360.498549


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1066610.91130.182565
20.379033.23840.000905
30.1990081.70030.046663
4-0.204559-1.74780.042356
5-0.075381-0.64410.260779
6-0.024902-0.21280.416052
7-0.008836-0.07550.470015
80.0272660.2330.408223
9-0.064564-0.55160.291443
10-0.127286-1.08750.140189
11-0.052957-0.45250.326137
120.0046990.04010.484044
130.008240.07040.472033
14-0.099858-0.85320.198173
150.0391310.33430.369541
16-0.110857-0.94720.17334
17-0.079154-0.67630.250496
18-0.096758-0.82670.20555
19-0.035039-0.29940.382754
20-0.058096-0.49640.310561
210.0204580.17480.430865
220.1061610.9070.183684
230.1493661.27620.102968
24-0.158445-1.35380.089995
250.0629010.53740.296302
26-0.077199-0.65960.255798
27-0.077355-0.66090.255371
28-0.091228-0.77950.219116
290.1679171.43470.077824
300.0429680.36710.357296
31-0.064296-0.54930.292223
32-0.150395-1.2850.101432
33-0.093658-0.80020.213091
340.064380.55010.291976
350.0439010.37510.35434
36-0.073377-0.62690.26633
37-0.009862-0.08430.466539
38-0.151628-1.29550.099613
39-0.042984-0.36730.357245
400.0177320.15150.439999
410.0363810.31080.378404
420.0479490.40970.341622
43-0.041289-0.35280.362637
44-0.063449-0.54210.294698
450.1279071.09280.13903
46-0.017565-0.15010.440559
47-0.059204-0.50580.307247
48-0.069657-0.59520.276792
490.054490.46560.321459
50-0.072375-0.61840.269129
51-0.010213-0.08730.465351
52-0.049187-0.42030.337768
530.0008060.00690.497264
54-0.028799-0.24610.403164
550.0276510.23630.40695
56-0.027548-0.23540.407289
57-0.000405-0.00350.498623
58-0.008181-0.06990.472232
59-0.052277-0.44670.328224
60-0.086833-0.74190.230264