Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.88820
10.1344681.19520.117796
2-0.10643-0.9460.826477
3-0.082667-0.73480.76767
40.0756420.67230.251671
5-0.032009-0.28450.611615
60.06030.5360.296747
7-0.01681-0.14940.559196
8-0.350335-3.11380.998714
9-0.085744-0.76210.775867
100.1487941.32250.094907
110.1601091.42310.079325
12-0.092345-0.82080.792878
130.0347050.30850.379269
14-0.084271-0.7490.771964
15-0.097821-0.86940.806382
16-0.05213-0.46330.677804
170.0121770.10820.457043
18-0.025286-0.22470.588622
19-0.016264-0.14460.557287
200.2040341.81350.036776
210.0857080.76180.224226
220.0528320.46960.319972
23-0.080245-0.71320.761098
240.1838761.63430.053085
250.0530290.47130.319353
26-0.057228-0.50870.693795
27-0.205055-1.82260.963924
28-0.188755-1.67770.95132
29-0.101943-0.90610.816177
300.0580220.51570.303748
310.0883780.78550.21725
32-0.118806-1.0560.8529
33-0.09401-0.83560.797045
34-0.044813-0.39830.654262
350.1089890.96870.167822
360.0504270.44820.327617
370.0177510.15780.437518
38-0.052378-0.46550.678588
39-0.04148-0.36870.643326
400.0175840.15630.4381
410.1115650.99160.162207
420.1246191.10760.13569
43-0.036977-0.32870.628359
44-0.04176-0.37120.64425
450.042830.38070.35223
460.008890.0790.46861
47-0.081876-0.72770.765535
48-0.045475-0.40420.656418
49-0.035949-0.31950.624911
50-0.081432-0.72380.764333
51-0.030695-0.27280.607148
520.0091990.08180.467523
53-0.041321-0.36730.6428
54-0.046884-0.41670.66099
550.0226770.20160.420389
56-0.009014-0.08010.531826
57-0.021484-0.1910.575476
580.0385850.3430.366273
590.0586070.52090.301943


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1344681.19520.117796
1-0.126805-1.12710.868437
2-0.051225-0.45530.674927
30.0849410.7550.226255
4-0.073693-0.6550.742815
50.0925750.82280.206542
6-0.040962-0.36410.641612
7-0.362485-3.22180.999075
80.0488090.43380.3328
90.0840870.74740.228526
100.0819080.7280.234378
11-0.053947-0.47950.683544
120.0600270.53350.297581
13-0.101451-0.90170.815025
14-0.10341-0.91910.819586
15-0.153591-1.36510.911959
16-0.049829-0.44290.670473
170.0845090.75110.227403
180.0784540.69730.243827
190.2059551.83060.035468
200.0670770.59620.276376
210.0087950.07820.468944
22-0.190261-1.69110.952618
230.1239871.1020.136899
240.0381630.33920.36768
25-0.037497-0.33330.630098
26-0.115493-1.02650.846111
27-0.10046-0.89290.812691
28-0.059896-0.53240.702016
290.0067210.05970.476259
30-0.084577-0.75170.772779
31-0.027765-0.24680.59714
320.0132020.11730.453444
33-0.064423-0.57260.715731
34-0.027046-0.24040.594674
350.0219560.19510.42289
36-0.019275-0.17130.567796
370.0751630.66810.25302
380.0388990.34570.365229
39-0.034005-0.30220.61837
400.0324810.28870.386784
410.0017970.0160.493649
42-0.068911-0.61250.729015
43-0.075888-0.67450.749022
440.068920.61260.270958
45-0.073957-0.65730.743566
460.0210820.18740.425921
47-0.025954-0.23070.590922
48-0.007665-0.06810.527071
49-0.043287-0.38470.649269
50-0.017082-0.15180.560145
510.0023550.02090.491678
520.0455830.40510.343232
53-0.059405-0.5280.700512
54-0.126189-1.12160.867284
55-0.051915-0.46140.677121
560.0071960.0640.474583
570.0406130.3610.359541
580.0414480.36840.356781
59-0.01387-0.12330.548901