Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2855192.60120.005499
2-0.000702-0.00640.497458
30.1216371.10820.135495
40.0254140.23150.408735
5-0.072568-0.66110.255181
60.0014230.0130.494842
7-0.232704-2.120.018495
8-0.196975-1.79450.038185
9-0.157627-1.4360.077373
10-0.137808-1.25550.106411
11-0.168012-1.53070.064827
12-0.150141-1.36790.087525
13-0.111531-1.01610.156269
14-0.083363-0.75950.22486
150.0576110.52490.300538
160.2337162.12930.018098
170.1079070.98310.164212
180.1632521.48730.070362
190.3000492.73360.003828
200.1228861.11950.133068
21-0.027982-0.25490.399705
220.0592920.54020.295261
23-0.083223-0.75820.225241
24-0.047665-0.43420.332618
25-0.008163-0.07440.470449
26-0.082017-0.74720.228523
27-0.061488-0.56020.288432
28-0.059202-0.53940.295543
29-0.149683-1.36370.088179
30-0.136013-1.23910.109393
31-0.070165-0.63920.262215
32-0.071397-0.65050.258596
33-0.066978-0.61020.2717
34-0.002231-0.02030.491918
350.1341431.22210.112564
360.0849420.77390.220606
370.0637850.58110.28137
380.0155010.14120.444019
390.1026920.93560.176105
400.1007740.91810.180614
410.0279430.25460.39984
42-0.035351-0.32210.374108
430.0647930.59030.278298
440.025890.23590.407058
450.0140730.12820.449146
46-0.046154-0.42050.33761
47-0.017347-0.1580.437404
48-0.089652-0.81680.2082
49-0.1053-0.95930.170089
50-0.060072-0.54730.292826
510.0023790.02170.491379
52-0.030113-0.27430.392252
530.0421690.38420.350915
540.0100280.09140.463714
55-0.046814-0.42650.335424
56-0.052341-0.47690.31736
57-0.006461-0.05890.4766
580.0194250.1770.42998
590.063410.57770.282518
60-0.000971-0.00890.49648


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2855192.60120.005499
2-0.089521-0.81560.208539
30.1617961.4740.072128
4-0.068165-0.6210.268146
5-0.049097-0.44730.327913
60.0245940.22410.411631
7-0.282633-2.57490.0059
8-0.016385-0.14930.44085
9-0.166018-1.51250.067103
10-0.01212-0.11040.456172
11-0.134258-1.22320.112367
12-0.113261-1.03190.152568
13-0.045258-0.41230.340584
14-0.147368-1.34260.091534
150.1079950.98390.164016
160.1188791.0830.140964
17-0.030049-0.27380.392474
180.1374581.25230.106989
190.1173851.06940.143988
20-0.027573-0.25120.401139
21-0.119064-1.08470.140593
220.0128440.1170.453566
23-0.107987-0.98380.164034
240.0598710.54550.293452
250.0017390.01580.4937
260.0405990.36990.356208
270.1059050.96480.168715
28-0.049265-0.44880.327362
29-0.000615-0.00560.497771
30-0.095989-0.87450.192184
310.0084930.07740.469255
32-0.087281-0.79520.214393
33-0.059632-0.54330.294198
34-0.046102-0.420.337781
350.0269680.24570.403266
360.0053920.04910.480469
37-0.015893-0.14480.442614
38-0.112049-1.02080.155155
390.1719671.56670.060496
400.0039250.03580.485779
41-0.03127-0.28490.388222
42-0.036285-0.33060.370901
430.0323810.2950.384364
44-0.015106-0.13760.445435
450.0187540.17090.432375
46-0.051386-0.46820.320451
470.1073320.97780.165497
48-0.008249-0.07520.470136
49-0.010555-0.09620.461813
500.0279050.25420.399974
510.0135560.12350.451004
520.0383960.34980.363685
530.0343040.31250.377714
54-0.038244-0.34840.364203
55-0.140338-1.27850.102311
56-0.061065-0.55630.289741
57-0.012033-0.10960.456487
580.0002570.00230.499067
59-0.021853-0.19910.421339
600.0376540.3430.366217