Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3238432.95040.002062
2-0.213369-1.94390.027649
3-0.395644-3.60450.000266
4-0.286149-2.60690.005414
5-0.001284-0.01170.495348
60.1882131.71470.045066
70.0332450.30290.381373
8-0.22577-2.05690.02142
9-0.34077-3.10460.001303
10-0.215518-1.96350.026471
110.2532972.30760.011754
120.8162037.4360
130.2682662.4440.008322
14-0.200061-1.82260.035979
15-0.327135-2.98030.001888
16-0.236655-2.1560.016988
170.0173840.15840.437274
180.1353981.23350.110429
190.0274360.24990.401622
20-0.196296-1.78830.038685
21-0.298631-2.72070.003968
22-0.190894-1.73910.04286
230.2075691.8910.031054
240.6578215.9930
250.2275192.07280.020647
26-0.157003-1.43040.078183
27-0.286046-2.6060.005428
28-0.197662-1.80080.037685
290.0139280.12690.449668
300.1154861.05210.147897
310.0384910.35070.363362
32-0.145396-1.32460.094466
33-0.234249-2.13410.017892
34-0.143647-1.30870.097127
350.1680841.53130.064747
360.5303014.83133e-06
370.2001241.82320.035935
38-0.112839-1.0280.153465
39-0.215888-1.96680.026272
40-0.151307-1.37850.085881
410.009340.08510.466195
420.0951610.8670.194232
430.0184610.16820.433424
44-0.128365-1.16950.122783
45-0.179751-1.63760.052644
46-0.098041-0.89320.187167
470.1217141.10890.135346
480.415533.78570.000144
490.1609131.4660.073215
50-0.072355-0.65920.255799
51-0.166258-1.51470.066826
52-0.131288-1.19610.117533
53-0.026211-0.23880.405927
540.0689650.62830.265765
550.002510.02290.490906
56-0.090884-0.8280.205025
57-0.125194-1.14060.128664
58-0.060426-0.55050.291726
590.077820.7090.240165
600.2788532.54050.006466


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3238432.95040.002062
2-0.355529-3.2390.000863
3-0.238938-2.17680.016167
4-0.165704-1.50960.067467
5-0.016326-0.14870.441061
60.0027630.02520.489988
7-0.204195-1.86030.033192
8-0.272361-2.48130.007554
9-0.331911-3.02390.00166
10-0.372116-3.39010.000536
11-0.041188-0.37520.35422
120.6403315.83370
13-0.347289-3.1640.001088
140.0141480.12890.448878
150.2010271.83140.035311
160.0207320.18890.425325
170.002830.02580.489748
18-0.188073-1.71340.045183
190.0727410.66270.254678
20-0.050995-0.46460.321722
21-0.121596-1.10780.135576
22-0.002243-0.02040.491873
23-0.097643-0.88960.188134
24-0.096539-0.87950.190831
25-0.016109-0.14680.44184
260.0184020.16770.433633
27-0.201507-1.83580.034983
28-0.049182-0.44810.327635
29-0.090129-0.82110.206967
300.0211660.19280.42378
31-0.118968-1.08380.140785
32-0.084737-0.7720.221155
330.0840930.76610.222887
34-0.043608-0.39730.346087
35-0.063111-0.5750.283434
360.0114370.10420.458634
370.0344860.31420.377087
38-0.015322-0.13960.444662
390.0959180.87390.19236
400.0166870.1520.439768
410.0070060.06380.474632
420.0704380.64170.261411
43-0.065118-0.59320.277314
440.0776080.7070.24076
45-0.016472-0.15010.440538
460.0240220.21890.41365
47-0.060298-0.54930.292124
48-0.011222-0.10220.459407
490.0056770.05170.479437
500.0453570.41320.340256
51-0.082574-0.75230.227005
52-0.051103-0.46560.32137
53-0.034329-0.31280.377626
54-0.019148-0.17450.430968
55-0.003085-0.02810.488824
560.0087950.08010.468164
57-0.028048-0.25550.399473
580.0444940.40540.343128
590.0191430.17440.430988
60-0.114114-1.03960.150766