Autocorrelation Function
Time lag kACF(k)T-STATP-value
019.53940
1-0.172791-1.64830.948633
2-0.234252-2.23460.986055
3-0.0455-0.4340.667359
40.1048361.00010.159964
5-0.147573-1.40780.918696
60.1008870.96240.1692
7-0.174432-1.6640.950221
80.1658921.58250.058501
9-0.114505-1.09230.86121
10-0.15797-1.50690.932355
110.0855030.81560.208416
120.1693321.61530.054852
13-0.069115-0.65930.744322
140.0983060.93780.175419
15-0.066339-0.63280.735786
160.0206960.19740.421968
17-0.030474-0.29070.61403
18-0.07746-0.73890.769073
190.015340.14630.441992
200.1787141.70480.045819
21-0.121689-1.16080.875629
220.0210490.20080.420654
230.0389310.37140.355608
240.040060.38220.35162
25-0.177613-1.69430.953188
260.1188521.13380.129933
27-0.070637-0.67380.748938
280.1307191.2470.107802
29-0.223942-2.13630.982329
300.0172420.16450.434861
310.0168750.1610.436233
320.1957511.86730.032536
33-0.151126-1.44160.923583
340.0741420.70730.240602
35-0.023726-0.22630.589274
360.1333291.27190.103329
37-0.049357-0.47080.680558
38-0.082459-0.78660.783224
39-0.067537-0.64430.739487
400.0930560.88770.188523
41-0.103837-0.99050.837732
420.0602740.5750.283364
43-0.017942-0.17120.567758
440.0335860.32040.374703
45-0.054408-0.5190.697497
46-0.020917-0.19950.578857
47-0.013594-0.12970.551447
480.138761.32370.094462
49-0.010939-0.10440.541441
50-0.045964-0.43850.668955
51-0.001723-0.01640.506539
520.0015590.01490.494085
53-0.086896-0.82890.795344
540.1147061.09420.138373
550.038480.36710.357206
56-0.053364-0.50910.69403
57-0.084438-0.80550.788682
580.085560.81620.208261
59-0.022834-0.21780.585972


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.172791-1.64830.948633
1-0.272238-2.5970.994516
2-0.160354-1.52970.935217
3-0.007873-0.07510.529853
4-0.19807-1.88950.968993
50.0462830.44150.329945
6-0.254744-2.43010.991472
70.0999160.95310.171522
8-0.190462-1.81690.963738
9-0.267856-2.55520.993864
10-0.033672-0.32120.625605
11-0.089816-0.85680.803093
120.0164720.15710.437745
130.0520680.49670.310301
14-0.036683-0.34990.636403
150.0483470.46120.322876
16-0.076557-0.73030.766461
17-0.087357-0.83330.796581
18-0.041045-0.39150.651845
190.0721180.6880.246613
200.0238870.22790.41013
210.0946180.90260.18456
220.1147711.09480.138236
230.1380661.31710.095562
24-0.134131-1.27950.898018
250.1136731.08440.140532
26-0.113074-1.07870.858205
270.1191881.1370.129265
28-0.153548-1.46480.926783
29-0.020209-0.19280.57622
30-0.020442-0.1950.577088
310.0698680.66650.25339
320.0172110.16420.434975
33-0.069756-0.66540.74627
34-0.005449-0.0520.520672
350.0650170.62020.268329
360.1027330.980.16484
37-0.06288-0.59980.724948
38-0.033243-0.31710.624059
39-0.059971-0.57210.715665
40-0.012849-0.12260.548642
410.0556120.53050.298526
42-0.072695-0.69350.75511
430.0534430.50980.305709
44-0.075948-0.72450.76469
45-0.079171-0.75520.773972
46-0.086158-0.82190.793357
47-0.053044-0.5060.692961
480.0803250.76620.222756
49-0.092482-0.88220.810009
500.1045260.99710.160677
51-0.080441-0.76740.777574
52-0.023965-0.22860.590157
530.0058410.05570.477843
540.0495430.47260.31881
55-0.131605-1.25540.893731
560.0252140.24050.40523
570.0084550.08070.467947
580.0618350.58990.27837
59-0.002801-0.02670.510628