Autocorrelation Function
Time lag kACF(k)T-STATP-value
019.7980
10.3588933.51640.000335
20.155751.5260.065145
30.0490370.48050.315995
4-0.183934-1.80220.962672
5-0.315277-3.08910.998687
6-0.469839-4.60350.999994
7-0.344287-3.37330.999464
8-0.20416-2.00040.975857
9-0.02239-0.21940.586589
100.0548450.53740.296127
110.2547312.49580.007136
120.7864747.70580
130.2941492.88210.002437
140.1243831.21870.112972
150.0253680.24860.402117
16-0.163729-1.60420.944024
17-0.295181-2.89220.997634
18-0.417121-4.08690.999955
19-0.310596-3.04320.99849
20-0.185417-1.81670.963809
21-0.045211-0.4430.670611
220.0325180.31860.375359
230.2249482.2040.014956
240.6693736.55850
250.2669352.61540.005175
260.1110631.08820.139617
270.00920.09010.464181
28-0.133983-1.31280.903803
29-0.241133-2.36260.989918
30-0.355241-3.48060.999623
31-0.248544-2.43520.991636
32-0.140279-1.37440.913748
33-0.018577-0.1820.572023
340.0207630.20340.419614
350.1480181.45030.07512
360.5201095.0961e-06
370.2101492.0590.0211
380.0740530.72560.234934
390.0040820.040.484089
40-0.126745-1.24180.891339
41-0.195319-1.91370.970683
42-0.290426-2.84560.99729
43-0.201952-1.97870.974643
44-0.118171-1.15780.875098
45-0.027641-0.27080.606447
460.0251640.24660.402888
470.1208461.1840.119659
480.4347144.25932.4e-05
490.1855251.81780.036109
500.0682140.66840.252753
510.0136760.1340.446844
52-0.111357-1.09110.861014
53-0.149338-1.46320.926661
54-0.23737-2.32570.988931
55-0.164429-1.61110.944776
56-0.086785-0.85030.801367
57-0.019715-0.19320.576382
580.0067860.06650.473563
590.0746990.73190.233008


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3588933.51640.000335
10.030930.30310.381252
2-0.01865-0.18270.572302
3-0.230043-2.2540.986763
4-0.219975-2.15530.983181
5-0.34035-3.33470.999393
6-0.10714-1.04980.851767
7-0.069414-0.68010.750965
80.0449940.44080.330158
9-0.100054-0.98030.835305
100.0873570.85590.197087
110.70816.93790
12-0.305156-2.98990.998228
13-0.180562-1.76910.959977
14-0.110054-1.07830.8582
150.0797990.78190.218109
16-0.06109-0.59860.72456
170.0859960.84260.200777
180.0081930.08030.468094
19-0.047776-0.46810.679615
20-0.067982-0.66610.746522
210.0882540.86470.194676
220.0477790.46810.320374
230.0383820.37610.35385
24-0.075212-0.73690.768518
25-0.050167-0.49150.687914
26-0.06518-0.63860.737708
270.071630.70180.242243
280.1152331.1290.130846
29-0.00327-0.0320.512745
300.0026490.0260.489673
31-0.008954-0.08770.534865
320.0838910.8220.206568
33-0.063984-0.62690.733899
34-0.157494-1.54310.936954
35-0.082535-0.80870.789648
360.0581980.57020.284931
370.0306040.29990.382467
380.1112041.08960.139314
39-0.084643-0.82930.795511
40-0.027202-0.26650.604796
41-0.042184-0.41330.659853
420.0316550.31020.378558
43-0.061843-0.60590.727006
44-0.079023-0.77430.779661
450.0474750.46520.321436
460.0636350.62350.267218
470.0461290.4520.326153
48-0.008287-0.08120.532274
490.0257980.25280.400496
50-0.050929-0.4990.690541
51-0.040246-0.39430.652894
520.0328890.32220.373983
530.0212950.20860.417583
54-0.063701-0.62410.73299
550.0071480.070.472157
560.0171340.16790.433515
57-0.025278-0.24770.597541
58-0.00931-0.09120.536246
59-0.100315-0.98290.835932