Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.6091725.1331e-06
20.5044674.25073.2e-05
30.2138441.80190.037905
40.0292430.24640.40304
5-0.103414-0.87140.193242
6-0.22769-1.91850.029531
7-0.245111-2.06530.021271
8-0.307871-2.59420.005755
9-0.176035-1.48330.07121
10-0.142393-1.19980.117098
11-0.016705-0.14080.444229
120.0283760.23910.405857
13-0.023936-0.20170.420369
14-0.042846-0.3610.359576
15-0.084979-0.7160.238157
16-0.213512-1.79910.038128
17-0.320787-2.7030.004296
18-0.334516-2.81870.003122
19-0.29191-2.45970.008172
20-0.223986-1.88730.031601
21-0.165289-1.39270.084021
22-0.106089-0.89390.187192
23-0.039976-0.33680.368613
240.110520.93130.177438
250.2264921.90850.030188
260.3360762.83180.003009
270.3408932.87240.002684
280.2665312.24580.013914
290.2495442.10270.019519
300.1158280.9760.166193
310.1480451.24750.108166
32-0.013871-0.11690.453643
33-0.068396-0.57630.283112
34-0.100586-0.84760.199768
35-0.15265-1.28620.101268
36-0.068067-0.57350.284046
37-0.045291-0.38160.351937
380.0738510.62230.267876
390.0801060.6750.250937
400.1465661.2350.110453
410.1039450.87590.192032
420.0143320.12080.452109
43-0.028703-0.24190.404795
44-0.128425-1.08210.141429
45-0.162337-1.36790.087833
46-0.157913-1.33060.093789
47-0.130838-1.10250.136992
48-0.10659-0.89810.186073
49-0.056051-0.47230.319081
50-0.00898-0.07570.469948
510.0152610.12860.449023
520.072020.60690.272942
530.0477820.40260.34422
540.0117250.09880.460788
550.0078190.06590.473829
56-0.041327-0.34820.364349
57-0.048866-0.41180.340881
58-0.052064-0.43870.331106
59-0.041252-0.34760.364585
60-0.039448-0.33240.370286


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6091725.1331e-06
20.2120761.7870.039104
3-0.262197-2.20930.01519
4-0.171702-1.44680.076179
5-0.022025-0.18560.42665
6-0.110022-0.92710.178518
7-0.027166-0.22890.409801
8-0.118009-0.99440.161711
90.13891.17040.122878
10-0.000731-0.00620.497552
110.012660.10670.457674
12-0.022008-0.18540.426704
13-0.196439-1.65520.051147
14-0.08762-0.73830.231382
150.0247320.20840.417758
16-0.268618-2.26340.013334
17-0.226745-1.91060.030048
180.0170540.14370.443071
190.0840640.70830.240527
20-0.084879-0.71520.238414
21-0.21481-1.810.037262
22-0.115233-0.9710.167429
23-0.029967-0.25250.40069
240.1061410.89440.187075
250.1053840.8880.188774
260.0287320.24210.404701
27-0.042659-0.35950.360162
28-0.035394-0.29820.383198
290.1145260.9650.168906
30-0.191844-1.61650.05521
310.0933830.78690.216992
32-0.04886-0.41170.3409
33-0.159718-1.34580.091324
340.0076340.06430.474448
35-0.123299-1.03890.151179
360.0305540.25750.398788
370.0870330.73340.232878
380.0231630.19520.422906
39-0.032745-0.27590.391709
40-0.052618-0.44340.329425
410.0209930.17690.430049
420.0160180.1350.446508
430.0209730.17670.430115
440.0312950.26370.396388
45-0.048773-0.4110.341166
460.0452740.38150.351991
470.1631231.37450.086805
480.0470970.39680.346337
49-0.100148-0.84390.200791
50-0.095553-0.80510.211712
51-0.084126-0.70890.240367
52-0.000614-0.00520.497942
53-0.033172-0.27950.390333
54-0.031128-0.26230.39693
550.0163040.13740.445559
56-0.02792-0.23530.407343
57-0.037424-0.31530.376713
58-0.084663-0.71340.238974
590.0179690.15140.440041
600.025720.21670.414522