Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.18540
1-0.441316-3.61230.999709
20.0725030.59350.277434
3-0.015645-0.12810.550757
40.031090.25450.399952
5-0.024183-0.19790.578157
60.0831290.68040.249286
7-0.115549-0.94580.826177
80.0964420.78940.216328
9-0.136697-1.11890.866414
10-0.015045-0.12320.548822
110.1726131.41290.081157
12-0.358028-2.93060.997689
130.3234092.64720.005054
14-0.293613-2.40330.990489
150.1359171.11250.134944
16-0.051282-0.41980.661997
17-0.007243-0.05930.523549
18-0.134282-1.09910.86218
190.2487062.03570.022867
20-0.133036-1.0890.859961
210.0768720.62920.26567
22-0.066062-0.54070.704761
230.0649030.53130.298501
240.0024610.02010.491994
25-0.118263-0.9680.831744
260.1441371.17980.121123
27-0.046006-0.37660.646161
280.0082680.06770.473123
290.0094390.07730.469323
300.0291670.23870.406016
31-0.114225-0.9350.82342
320.09770.79970.213353
33-0.084836-0.69440.755087
340.0904270.74020.230889
35-0.068094-0.55740.710435
36-0.093599-0.76610.776858
370.0701850.57450.28378
380.0139020.11380.454871
390.02280.18660.42626
400.0401130.32830.371841
41-0.046247-0.37850.646889
420.0340620.27880.390626
430.0045920.03760.485064
44-0.031747-0.25990.602115
450.0668510.54720.293031
46-0.007799-0.06380.525355
47-0.009427-0.07720.530637
480.0448510.36710.357344
49-0.054749-0.44810.67225
500.0132520.10850.456973
510.0057120.04680.481425
52-0.029256-0.23950.594263
530.0033040.0270.489252
54-0.011476-0.09390.53728
550.0441230.36120.359558
56-0.050917-0.41680.660911
57-0.007137-0.05840.523204
58-0.000337-0.00280.501095
590.0258810.21180.416436


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.441316-3.61230.999709
1-0.151826-1.24270.890853
2-0.058211-0.47650.682357
30.0133450.10920.456671
4-0.001684-0.01380.505478
50.0940890.77020.221957
6-0.047574-0.38940.650896
70.031910.26120.397373
8-0.113024-0.92510.820894
9-0.161529-1.32220.904697
100.1206310.98740.163497
11-0.309073-2.52990.993116
120.1114250.91210.182505
13-0.228966-1.87420.967366
14-0.019291-0.15790.562495
15-0.047964-0.39260.652069
16-0.110694-0.90610.815926
17-0.160182-1.31110.902858
180.0353430.28930.386625
190.1017350.83270.203976
20-0.05709-0.46730.6791
21-0.014046-0.1150.545593
220.0388350.31790.375783
23-0.122112-0.99950.839434
24-0.081107-0.66390.745481
25-0.136699-1.11890.866416
260.0228070.18670.426235
27-0.047953-0.39250.652037
280.0447980.36670.357502
29-0.058127-0.47580.682114
30-0.056723-0.46430.678031
31-0.086507-0.70810.759326
32-0.072113-0.59030.721502
33-0.021187-0.17340.568579
34-0.038348-0.31390.62271
35-0.232156-1.90030.96915
36-0.046313-0.37910.64709
37-0.073813-0.60420.72612
38-0.014222-0.11640.546162
390.0344990.28240.38926
400.0118240.09680.461593
41-0.023844-0.19520.577076
42-0.056949-0.46610.678688
43-0.022106-0.18090.571521
44-0.083252-0.68140.751031
45-0.00283-0.02320.509206
46-0.009811-0.08030.531884
47-0.060173-0.49250.688025
48-0.018037-0.14760.558464
49-0.129081-1.05660.852749
500.0093260.07630.469688
51-0.053826-0.44060.669534
52-0.095886-0.78490.782349
53-0.04038-0.33050.628982
540.1071520.87710.191789
550.0004460.00370.498549
56-0.061221-0.50110.691032
57-0.024856-0.20350.580302
58-0.049462-0.40490.656565
59-0.024782-0.20280.580065