Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.294594-2.48230.00771
2-0.195341-1.6460.052094
3-0.050545-0.42590.335736
4-0.059135-0.49830.309912
50.1824631.53750.064312
6-0.010422-0.08780.465135
7-0.111963-0.94340.174333
8-0.027179-0.2290.409758
90.2081721.75410.041865
10-0.020781-0.17510.430749
110.0486490.40990.341548
12-0.376305-3.17080.001122
130.0190890.16080.436336
140.3437452.89640.002507
15-0.142747-1.20280.116524
160.0136760.11520.454292
17-0.058551-0.49340.311642
180.1094020.92180.179867
190.0360340.30360.381151
20-0.096441-0.81260.209575
21-0.099035-0.83450.203404
22-0.027991-0.23590.407112
230.2577062.17150.016619
24-0.057423-0.48390.314988
250.0345630.29120.385862
26-0.231754-1.95280.027393
270.1252331.05520.147449
280.0796970.67150.25203
29-0.080685-0.67990.249402
30-0.025549-0.21530.415083
31-0.123394-1.03970.150994
320.1681611.41690.080436
330.0920980.7760.220154
34-0.054209-0.45680.324615
35-0.142843-1.20360.116368
360.0149120.12560.450183
370.0144810.1220.451614
380.0705150.59420.277142
390.0460060.38760.349718
40-0.159846-1.34690.09115
410.1189561.00230.159791
42-0.017233-0.14520.442478
430.0326990.27550.391856
44-0.048125-0.40550.343162
45-0.06593-0.55550.290137
460.0585450.49330.311659
470.028230.23790.406332
48-0.026122-0.22010.413208
49-0.008611-0.07260.471182
500.0240620.20280.419955
51-0.05032-0.4240.336422
520.0798140.67250.251717
53-0.07718-0.65030.258789
54-0.057393-0.48360.315077
550.0700750.59050.278379
560.0408440.34420.365871
57-0.002273-0.01920.492386
58-0.067063-0.56510.286898
590.0464540.39140.348328
600.023560.19850.421603


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.294594-2.48230.00771
2-0.308938-2.60320.005619
3-0.26255-2.21230.015082
4-0.312303-2.63150.00521
5-0.070528-0.59430.277106
6-0.074881-0.6310.265047
7-0.148723-1.25320.107129
8-0.169632-1.42930.078645
90.1291621.08830.140063
100.0958760.80790.210932
110.2697422.27290.013031
12-0.225806-1.90270.030569
13-0.223047-1.87940.032145
140.0436970.36820.356909
15-0.167662-1.41270.081049
16-0.133405-1.12410.13238
17-0.069441-0.58510.280161
180.172511.45360.075232
190.1298221.09390.138848
200.0206780.17420.431087
210.0830760.70.243104
22-0.031213-0.2630.396655
230.1919961.61780.055071
24-0.091-0.76680.222876
250.0048790.04110.483661
26-0.077428-0.65240.258117
270.018070.15230.439705
28-0.03956-0.33330.369931
29-0.001607-0.01350.494617
300.0916720.77240.221209
31-0.076967-0.64850.259364
32-0.134162-1.13050.131041
330.0303240.25550.399533
34-0.051428-0.43330.333041
350.0356620.30050.382338
36-0.065924-0.55550.290154
37-0.128041-1.07890.142144
38-0.056446-0.47560.317903
390.0404180.34060.367218
40-0.027697-0.23340.40807
41-0.056465-0.47580.317845
42-0.03755-0.31640.376314
43-0.00731-0.06160.47553
44-0.066484-0.56020.288552
450.0852350.71820.237494
46-0.039164-0.330.371186
470.0227670.19180.424207
48-0.12886-1.08580.140621
49-0.006096-0.05140.479588
50-0.07055-0.59450.277045
51-0.02645-0.22290.412137
52-0.011025-0.09290.463121
53-0.054966-0.46320.322337
54-0.029756-0.25070.401375
55-0.036283-0.30570.380353
56-0.013221-0.11140.455806
57-0.028117-0.23690.406701
58-0.110399-0.93020.177699
590.0711180.59930.275455
600.0281410.23710.406624