Autocorrelation Function
Time lag kACF(k)T-STATP-value
019.16520
10.2183162.00090.024316
20.2711622.48520.007465
30.2534822.32320.011293
40.208131.90750.029934
50.157161.44040.076737
60.1137641.04270.150047
7-0.101923-0.93410.823544
8-0.041187-0.37750.646617
9-0.039409-0.36120.640568
10-0.182959-1.67680.951355
11-0.058004-0.53160.701803
12-0.387893-3.55510.999688
13-0.224421-2.05690.978598
14-0.107517-0.98540.836375
15-0.079921-0.73250.767044
16-0.279516-2.56180.993901
17-0.030679-0.28120.610368
18-0.055931-0.51260.695218
190.0156810.14370.443032
200.1406361.2890.100477
210.0257310.23580.40707
220.0583740.5350.297028
230.1098711.0070.158417
24-0.037852-0.34690.63524
250.0108560.09950.460491
260.0661960.60670.272846
27-0.052029-0.47690.682647
280.0278630.25540.39953
290.0148460.13610.446048
30-0.097164-0.89050.812137
31-0.08266-0.75760.774593
32-0.132893-1.2180.88668
33-0.123592-1.13270.869726
34-0.107542-0.98560.836429
35-0.116239-1.06540.855115
36-0.204401-1.87340.967752
37-0.019231-0.17630.569741
38-0.062752-0.57510.716629
39-0.127323-1.16690.87673
400.0237170.21740.414222
41-0.050167-0.45980.676573
42-0.027328-0.25050.598581
430.0779280.71420.238535
44-0.009605-0.0880.534969
45-0.002002-0.01830.507298
460.0624180.57210.284402
47-0.016402-0.15030.559565
480.1366571.25250.106936
490.0489980.44910.327268
50-0.003837-0.03520.513984
510.0900170.8250.20585
520.0305360.27990.390133
53-0.002007-0.01840.507315
540.0555120.50880.30612
550.0233360.21390.415579
560.0201750.18490.426875
570.0752250.68950.246219
580.0269260.24680.40284
590.0422860.38760.349663


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2183162.00090.024316
10.2346862.15090.017177
20.17441.59840.056854
30.0943730.86490.194767
40.0259940.23820.406138
5-0.013202-0.1210.548009
6-0.236742-2.16980.983576
7-0.095281-0.87330.807496
8-0.005524-0.05060.520129
9-0.130578-1.19680.882617
100.0665590.610.271747
11-0.326593-2.99330.998188
12-0.072857-0.66770.746936
130.0983250.90120.185039
140.1467911.34540.091065
15-0.156366-1.43310.922233
160.0852710.78150.218347
170.0932190.85440.197666
18-0.021496-0.1970.577852
190.1350011.23730.109711
200.0128460.11770.453281
21-0.08697-0.79710.786178
22-0.026087-0.23910.594192
23-0.303265-2.77950.996641
24-0.147592-1.35270.91011
250.0587270.53820.295918
260.1325921.21520.113843
27-0.082295-0.75420.773594
280.0526020.48210.315494
290.0144360.13230.447528
30-0.113776-1.04280.849978
31-0.068948-0.63190.735423
320.0632380.57960.281873
33-0.075459-0.69160.75445
34-0.001051-0.00960.503832
35-0.246424-2.25850.986747
36-0.053152-0.48710.686289
370.0834860.76520.223159
38-0.015625-0.14320.556766
39-0.067274-0.61660.730409
40-0.03189-0.29230.614601
41-0.005993-0.05490.521837
420.0111530.10220.459414
43-0.047582-0.43610.668056
440.0660050.60490.273424
45-0.064667-0.59270.722507
46-0.080094-0.73410.767526
47-0.123696-1.13370.869926
48-0.075521-0.69220.754629
490.0750840.68820.246626
500.1028840.94290.174206
51-0.122755-1.12510.868117
52-0.017477-0.16020.563436
530.0558170.51160.305147
540.0158060.14490.442581
550.0193450.17730.429849
560.0754940.69190.245448
57-0.051246-0.46970.6801
58-0.037132-0.34030.632768
59-0.126569-1.160.875337