Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.88820
10.0130130.11570.454107
2-0.107516-0.95560.828911
3-0.18027-1.60230.943457
40.0498940.44350.329318
50.1777821.58020.059033
60.0482030.42840.33475
70.0128610.11430.454641
80.08860.78750.216675
90.3019932.68420.004428
10-0.059459-0.52850.700678
11-0.173339-1.54070.936303
12-0.262842-2.33620.988991
130.1804951.60430.056322
140.3054612.7150.004068
150.0072710.06460.474319
16-0.016357-0.14540.557611
17-0.078968-0.70190.757591
180.0919890.81760.208017
19-0.023914-0.21250.583887
200.0285780.2540.400075
210.06760.60080.274832
220.047560.42270.336824
230.2299342.04370.022158
24-0.071587-0.63630.736784
25-0.167801-1.49150.930087
26-0.183737-1.63310.946785
270.1778121.58040.059002
28-0.045066-0.40060.655087
290.1028610.91420.181685
30-0.102074-0.90730.816484
31-0.092587-0.82290.793487
320.0483650.42990.334229
33-0.127748-1.13550.87019
34-0.087615-0.77870.78077
35-0.103203-0.91730.819108
360.066560.59160.277906
370.0553010.49150.312209
380.0202560.180.428791
39-0.145623-1.29430.900338
40-0.112371-0.99880.839524
410.0594830.52870.299248
420.0109980.09770.46119
430.0223310.19850.421589
44-0.104461-0.92850.822003
45-0.060566-0.53830.704067
46-0.00785-0.06980.527724
47-0.020386-0.18120.571662
48-0.054164-0.48140.684227
49-0.087859-0.78090.781405
500.0869780.77310.220891
51-0.081953-0.72840.765742
520.0223220.19840.42162
53-0.119442-1.06160.854178
54-0.041006-0.36450.641759
554.7e-054e-040.499834
56-0.000631-0.00560.502229
57-0.042745-0.37990.647491
58-0.022749-0.20220.579861
590.0162730.14460.442684


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0130130.11570.454107
1-0.107704-0.95730.82933
2-0.17943-1.59480.942626
30.0418670.37210.355399
40.1463031.30040.098627
50.027240.24210.40466
60.0619980.5510.291578
70.1596411.41890.079928
80.3411563.03230.001641
9-0.034645-0.30790.620527
10-0.11562-1.02770.846375
11-0.251591-2.23620.98592
120.0544110.48360.314997
130.1494961.32870.093878
14-0.067921-0.60370.726111
150.0881940.78390.217724
160.0375350.33360.369777
170.0422290.37530.354207
18-0.023752-0.21110.583328
190.1236951.09940.137461
200.2072891.84240.034582
21-0.140002-1.24440.891478
220.0889640.79070.215736
23-0.045861-0.40760.657673
24-0.141218-1.25520.893442
25-0.201932-1.79480.961745
260.0283570.2520.400831
27-0.205907-1.83010.9645
28-0.010561-0.09390.537275
29-0.122339-1.08740.859912
30-0.05867-0.52150.698252
310.0731820.65050.258644
32-0.001942-0.01730.506865
33-0.091353-0.8120.790372
340.0049460.0440.482525
35-0.071849-0.63860.737539
36-0.094761-0.84230.798906
37-0.006628-0.05890.523413
380.0575440.51150.305227
39-0.127787-1.13580.870261
400.0355180.31570.376534
410.0988260.87840.1912
420.0156770.13930.444767
43-0.017829-0.15850.562754
44-0.035717-0.31750.624135
45-0.018769-0.16680.566032
46-0.020557-0.18270.572256
470.0197070.17520.4307
480.0715380.63580.263358
490.0600850.5340.297404
50-0.040512-0.36010.640126
510.005710.05080.479825
520.0802230.7130.238963
530.0763960.6790.249555
54-0.008221-0.07310.529031
55-0.098318-0.87390.80758
56-0.009776-0.08690.534513
57-0.032443-0.28840.613087
58-0.123536-1.0980.862233
590.0303080.26940.394169