Autocorrelation Function
Time lag kACF(k)T-STATP-value
019.21950
10.0660990.60940.271941
2-0.010079-0.09290.53691
3-0.028989-0.26730.605042
40.0715070.65930.255754
50.0381190.35140.363063
60.0981640.9050.184005
7-0.154543-1.42480.921064
80.0627620.57860.282183
90.0763350.70380.241747
10-0.072872-0.67180.748249
110.0926280.8540.197756
12-0.067192-0.61950.731371
13-0.124536-1.14820.87294
140.0333210.30720.37972
150.0208280.1920.424091
16-0.245766-2.26590.986999
17-0.025781-0.23770.593654
18-0.005281-0.04870.51936
190.0256980.23690.406642
200.1696291.56390.060778
210.0509990.47020.319714
22-0.008885-0.08190.532548
230.0998790.92080.179871
24-0.1978-1.82360.964138
25-0.042506-0.39190.65194
260.0915190.84380.200584
27-0.065576-0.60460.726465
28-0.048847-0.45030.673196
290.0170340.1570.437791
30-0.090578-0.83510.796996
310.0271340.25020.401533
32-0.067278-0.62030.731632
33-0.081947-0.75550.773984
34-0.03404-0.31380.622791
35-0.072783-0.6710.747989
36-0.185372-1.7090.954454
370.0294720.27170.393248
380.0137730.1270.449629
39-0.099278-0.91530.818687
400.0261010.24060.405208
41-0.039081-0.36030.640246
42-0.027219-0.25090.598769
430.0902460.8320.203862
44-0.026961-0.24860.597852
45-0.033805-0.31170.621973
460.0337530.31120.378209
47-0.047284-0.43590.668005
480.035720.32930.37136
490.0476730.43950.330699
50-0.038413-0.35420.637949
510.0335860.30960.378795
520.0009060.00840.496676
53-0.057825-0.53310.70233
54-0.00203-0.01870.507443
550.0310010.28580.387859
56-0.005853-0.0540.521456
570.0395680.36480.358083
580.0272410.25110.401153
590.0143380.13220.447574


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0660990.60940.271941
1-0.014512-0.13380.553059
2-0.027479-0.25330.599694
30.0755310.69640.244052
40.0278510.25680.398988
50.0954890.88040.190573
6-0.16543-1.52520.934538
70.0889080.81970.207341
80.0636980.58730.279291
9-0.112189-1.03430.848043
100.140971.29970.098612
11-0.10875-1.00260.840556
12-0.100219-0.9240.820942
130.0397270.36630.357538
14-0.004402-0.04060.516138
15-0.234165-2.15890.983161
16-0.014399-0.13270.552647
170.0730390.67340.251265
18-0.028185-0.25990.602198
190.1783981.64470.051858
200.1165921.07490.142724
21-0.005303-0.04890.519438
220.0522680.48190.315562
23-0.214932-1.98160.974621
24-0.021196-0.19540.577234
250.0215420.19860.421523
26-0.041669-0.38420.649092
27-0.042502-0.39180.651924
28-0.057461-0.52980.701172
29-0.021453-0.19780.578159
30-0.045315-0.41780.661422
31-0.111995-1.03250.847627
320.0388060.35780.360701
33-0.072546-0.66880.747297
34-0.036462-0.33620.631213
35-0.08161-0.75240.773059
360.0383920.3540.362122
370.0653170.60220.274323
38-0.098504-0.90820.816819
39-0.047774-0.44050.669636
40-0.107821-0.99410.838492
41-0.019828-0.18280.572306
420.068910.63530.263463
43-0.01009-0.0930.536948
440.0455180.41970.337899
45-0.060764-0.56020.711598
460.0054860.05060.479891
47-0.067658-0.62380.732779
48-0.039701-0.3660.642372
490.0906680.83590.202772
50-0.038226-0.35240.637304
51-0.08321-0.76720.777443
52-0.023132-0.21330.584183
53-0.007476-0.06890.527394
540.0605950.55870.288933
550.0009640.00890.496463
560.027970.25790.398565
57-0.008244-0.0760.530203
580.0475630.43850.331066
59-0.009167-0.08450.533577