Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2476572.25630.013342
2-0.328247-2.99050.001833
3-0.354678-3.23130.000884
4-0.164047-1.49450.069413
50.028490.25960.397924
60.171341.5610.061166
70.0570330.51960.302365
8-0.13292-1.2110.114673
9-0.306525-2.79260.003245
10-0.306145-2.78910.003276
110.2032071.85130.033841
120.802627.31220
130.2409392.19510.015476
14-0.306103-2.78870.00328
15-0.285064-2.59710.00556
16-0.149514-1.36210.08842
170.0355010.32340.373591
180.1307131.19090.118553
190.0522150.47570.317769
20-0.114881-1.04660.149158
21-0.251717-2.29330.012181
22-0.269129-2.45190.008154
230.150321.36950.087272
240.6398355.82920
250.2124161.93520.028186
26-0.246682-2.24740.013635
27-0.246033-2.24150.013833
28-0.116579-1.06210.145638
290.0276020.25150.401039
300.1123321.02340.154547
310.0332310.30270.381419
32-0.083642-0.7620.224106
33-0.198128-1.8050.037348
34-0.208919-1.90330.030231
350.1124341.02430.15433
360.5171664.71165e-06
370.186321.69750.046678
38-0.186534-1.69940.046494
39-0.18109-1.64980.051381
40-0.101871-0.92810.178027
410.0248190.22610.410836
420.0828590.75490.226228
430.0318330.290.386266
44-0.072586-0.66130.255128
45-0.154895-1.41120.080968
46-0.137338-1.25120.107187
470.0770220.70170.242415
480.3908033.56040.000308
490.1402421.27770.102466
50-0.116011-1.05690.146809
51-0.144053-1.31240.096504
52-0.085278-0.77690.219708
53-0.002566-0.02340.490704
540.0769740.70130.242549
550.0094780.08630.465699
56-0.048155-0.43870.331006
57-0.111664-1.01730.155982
58-0.08301-0.75630.225819
590.0385980.35160.363
600.2478442.2580.013286


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2476572.25630.013342
2-0.415037-3.78120.000147
3-0.176143-1.60470.056174
4-0.183341-1.67030.049312
5-0.103523-0.94310.174173
60.0113640.10350.458895
7-0.12359-1.1260.131714
8-0.149935-1.3660.087819
9-0.352967-3.21570.000928
10-0.486657-4.43371.4e-05
11-0.099479-0.90630.183701
120.5815975.29860
13-0.137519-1.25290.106888
14-0.036188-0.32970.371233
150.1887451.71960.04462
16-0.024728-0.22530.411157
170.0810050.7380.231302
18-0.086655-0.78950.216046
19-0.033381-0.30410.3809
20-0.018986-0.1730.431546
21-0.029532-0.2690.39428
22-0.037344-0.34020.367274
23-0.10342-0.94220.174412
24-0.062605-0.57040.284986
25-0.083225-0.75820.225234
260.0040630.0370.485279
27-0.137372-1.25150.107131
28-0.033154-0.3020.381687
29-0.076621-0.69810.243548
30-0.058496-0.53290.297754
31-0.086284-0.78610.217029
32-0.062079-0.56560.286609
33-0.043568-0.39690.346222
34-0.016693-0.15210.439746
35-0.047439-0.43220.333364
36-0.017687-0.16110.436189
37-0.027333-0.2490.401982
380.0184860.16840.433335
390.0732450.66730.253218
40-0.051344-0.46780.320589
410.0359480.32750.372056
420.0008620.00790.496875
430.0358260.32640.372476
44-0.017447-0.15890.437049
45-0.036357-0.33120.370655
460.1210061.10240.136733
47-0.083038-0.75650.225741
48-0.020052-0.18270.427745
49-0.06601-0.60140.274614
500.0686290.62520.266765
51-0.112035-1.02070.155184
52-0.017854-0.16270.43559
53-0.088469-0.8060.211275
540.0042290.03850.484679
55-0.084296-0.7680.222342
56-0.001254-0.01140.495455
570.0153930.14020.444406
58-0.044677-0.4070.342517
59-0.001282-0.01170.495356
60-0.124123-1.13080.130695