Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.692416.3460
20.2333432.13860.017685
3-0.022869-0.20960.417243
4-0.061473-0.56340.287329
50.0015040.01380.494519
60.0470820.43150.333601
7-0.023092-0.21160.416449
8-0.128176-1.17480.121707
9-0.148978-1.36540.087885
100.0242840.22260.412208
110.387353.55010.000317
120.6274855.7510
130.3748523.43560.000461
14-0.024111-0.2210.412821
15-0.234279-2.14720.01733
16-0.268712-2.46280.007914
17-0.211021-1.9340.028238
18-0.176581-1.61840.054664
19-0.23189-2.12530.018249
20-0.319146-2.9250.002214
21-0.331096-3.03450.001603
22-0.185802-1.70290.046142
230.1260881.15560.125558
240.3459063.17030.001063
250.1732171.58760.058072
26-0.129299-1.1850.119671
27-0.279598-2.56260.006087
28-0.27882-2.55540.006204
29-0.205201-1.88070.031739
30-0.151563-1.38910.084238
31-0.17457-1.60.056681
32-0.217844-1.99660.024555
33-0.205794-1.88610.031366
34-0.070512-0.64630.259939
350.1935391.77380.039859
360.3878783.5550.000312
370.2631682.4120.009022
380.0243370.2230.41202
39-0.099892-0.91550.181268
40-0.112485-1.03090.152763
41-0.061908-0.56740.28598
42-0.028551-0.26170.397108
43-0.054385-0.49840.309736
44-0.100165-0.9180.180617
45-0.097297-0.89170.187539
460.0030870.02830.488747
470.1883511.72630.043988
480.3248882.97760.001898
490.2231032.04480.022004
500.0354430.32480.373055
51-0.079973-0.7330.23281
52-0.106469-0.97580.165981
53-0.079516-0.72880.234082
54-0.052263-0.4790.316594
55-0.081309-0.74520.229114
56-0.115655-1.060.146094
57-0.115781-1.06110.145832
58-0.044522-0.40810.342136
590.0791730.72560.235039
600.1792761.64310.052051


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.692416.3460
2-0.472729-4.33262e-05
30.1645211.50790.067671
4-0.002121-0.01940.492267
50.042840.39260.34779
6-0.020923-0.19180.424195
7-0.162991-1.49380.069483
80.0002540.00230.499073
90.0181390.16620.434183
100.287352.63360.005028
110.4481924.10774.6e-05
120.079610.72960.233821
13-0.605416-5.54870
140.0866340.7940.214711
15-0.010396-0.09530.462161
16-0.220243-2.01860.023362
17-0.039673-0.36360.358532
18-0.157442-1.4430.076372
190.0263890.24190.40474
20-0.033926-0.31090.378309
21-0.043303-0.39690.346231
22-0.072828-0.66750.253148
23-0.036221-0.3320.370371
240.0238670.21870.41369
25-0.021874-0.20050.420794
260.0130390.11950.452581
27-0.08639-0.79180.215361
280.0712290.65280.257825
29-0.023821-0.21830.413854
300.0213050.19530.42283
310.0109670.10050.460087
320.0438420.40180.34442
330.0243570.22320.411949
340.021530.19730.422024
35-0.006907-0.06330.474838
360.0174090.15960.436805
370.0020070.01840.492684
380.0096860.08880.464737
39-0.031275-0.28660.387545
40-0.090885-0.8330.20361
410.0305950.28040.389928
42-0.047733-0.43750.331442
43-0.025897-0.23740.406481
44-0.071319-0.65360.257563
45-0.006214-0.0570.477358
460.0012010.0110.495621
47-0.161409-1.47930.071395
480.0331410.30370.381038
49-0.018038-0.16530.434545
500.02710.24840.402226
51-0.116727-1.06980.143883
520.0645470.59160.277859
53-0.031081-0.28490.388226
540.0570950.52330.301076
55-0.058201-0.53340.297574
560.0510050.46750.320687
57-0.037815-0.34660.364886
58-0.047853-0.43860.331046
590.0258960.23730.406484
60-0.031422-0.2880.387031