Autocorrelation Function
Time lag kACF(k)T-STATP-value
019.59170
10.1865551.78940.038423
2-0.103077-0.98870.837292
30.0193910.1860.426431
4-0.004871-0.04670.518583
5-0.271069-2.60.99457
6-0.094507-0.90650.816475
70.0146550.14060.44426
80.001580.01520.49397
90.0150120.1440.442911
100.0262480.25180.400893
110.0551420.52890.299074
120.1955951.87610.031907
130.0083770.08030.468068
14-0.00161-0.01540.506143
15-0.112514-1.07920.858338
16-0.100922-0.9680.832212
17-0.27145-2.60370.994623
180.0268370.25740.398719
190.0324670.31140.378097
200.0323340.31010.378579
21-0.031388-0.30110.617978
220.1113941.06850.144056
230.0972630.93290.176653
240.013460.12910.448781
25-0.048852-0.46860.679758
260.0188680.1810.428392
27-0.069611-0.66770.746996
28-0.078603-0.75390.773593
29-0.105237-1.00940.842284
30-0.016505-0.15830.562719
31-0.024534-0.23530.592759
320.1190971.14230.128138
330.027070.25960.397857
34-0.005583-0.05360.521297
350.076790.73650.231636
360.143861.37990.085488
37-0.079032-0.7580.77482
38-0.042435-0.4070.657533
39-0.110318-1.05810.853618
40-0.071289-0.68380.752085
41-0.015997-0.15340.560806
420.0487980.46810.320425
43-0.061537-0.59020.721763
440.0079070.07580.469855
450.0251430.24120.404981
469.9e-050.0010.499621
47-0.0038-0.03650.514499
480.0313120.30030.3823
49-0.053651-0.51460.695968
50-0.035211-0.33770.631833
510.0544650.52240.301319
520.0156570.15020.440477
53-0.026247-0.25180.599105
540.1617081.5510.062162
550.0863510.82830.204836
56-0.060077-0.57620.717068
57-0.089964-0.86290.804784
580.0240040.23020.409207
590.0178830.17150.432092


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1865551.78940.038423
1-0.142851-1.37020.913017
20.0719370.690.245966
3-0.041389-0.3970.653852
4-0.266967-2.56070.993962
50.0163230.15660.437966
6-0.039688-0.38070.647839
70.0107870.10350.45891
80.0214410.20570.418757
9-0.060129-0.57670.717236
100.0524970.50350.307896
110.1928341.84960.033791
12-0.07513-0.72060.763516
130.0822550.7890.21608
14-0.177141-1.69910.953658
15-0.032396-0.31070.621645
16-0.204186-1.95850.973399
170.1360041.30450.097657
18-0.060334-0.57870.717898
190.0269640.25860.398248
20-0.122053-1.17070.877626
210.0642850.61660.269511
220.0647790.62130.267956
23-0.000711-0.00680.502713
24-0.035154-0.33720.631626
25-0.000436-0.00420.501663
26-0.041537-0.39840.654375
270.0261380.25070.401302
28-0.026236-0.25160.599062
29-0.08912-0.85480.80256
30-0.003726-0.03570.514214
310.0222910.21380.415584
320.0122660.11770.453298
33-0.112016-1.07440.857278
340.1483751.42320.079036
350.0388040.37220.355303
36-0.023709-0.22740.589696
37-0.011091-0.10640.542243
38-0.130796-1.25450.89359
390.0457650.4390.330858
400.0491870.47180.319099
41-0.011671-0.11190.544445
42-0.080958-0.77650.780283
43-0.097435-0.93460.82377
44-0.019904-0.19090.575492
450.0100890.09680.461558
460.005750.05510.47807
47-0.038566-0.36990.64385
48-0.059618-0.57180.715585
49-0.025309-0.24280.595634
500.1682831.61410.054964
510.0304010.29160.385626
520.0510450.48960.312789
530.0371940.35680.361047
540.0220890.21190.416337
55-0.070957-0.68060.751082
560.0174360.16720.433775
57-0.043652-0.41870.661793
580.0634180.60830.27225
590.0027950.02680.489335