Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.257414-2.34520.010703
20.2315092.10910.018973
3-0.129923-1.18370.119964
40.1080950.98480.163795
5-0.349165-3.1810.001032
60.066510.60590.273107
7-0.291941-2.65970.004692
80.0699170.6370.262946
9-0.071336-0.64990.258774
100.2097951.91130.029707
11-0.312855-2.85020.002754
120.6541725.95980
13-0.212432-1.93530.028177
140.1989461.81250.036764
15-0.132719-1.20910.115023
160.1728151.57440.059597
17-0.242369-2.20810.014998
180.0329380.30010.382432
19-0.168654-1.53650.064108
200.0705660.64290.261035
21-0.060081-0.54740.292798
220.1543771.40640.081663
23-0.271331-2.47190.007741
240.3724523.39320.00053
25-0.214388-1.95320.027084
260.1134811.03390.152102
27-0.130418-1.18820.119079
280.1533691.39730.083029
29-0.075241-0.68550.247475
300.0663890.60480.273469
31-0.075951-0.69190.245451
320.0002090.00190.499243
33-0.051857-0.47240.318927
340.0397070.36170.359231
35-0.196052-1.78610.038866
360.219251.99750.024525
37-0.123361-1.12390.132153
380.0795050.72430.235451
39-0.040949-0.37310.355026
400.106910.9740.166445
410.0046840.04270.483031
420.0360990.32890.371539
43-0.044828-0.40840.342015
44-0.049323-0.44940.327173
45-0.05177-0.47160.319208
46-0.053066-0.48350.315024
47-0.128386-1.16970.122744
480.0664440.60530.273303
49-0.066658-0.60730.272661
500.0776730.70760.240577
510.0352010.32070.374622
520.0752870.68590.247343
530.0380980.34710.3647
540.0525120.47840.316811
55-0.013767-0.12540.450245
56-0.066349-0.60450.273592
57-0.064447-0.58710.279351
58-0.08657-0.78870.21627
59-0.075507-0.68790.246717
600.0411770.37510.354256


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.257414-2.34520.010703
20.1769741.61230.055346
3-0.03905-0.35580.36146
40.0358310.32640.372459
5-0.320932-2.92380.002228
6-0.111427-1.01520.156492
7-0.223042-2.0320.022676
8-0.08023-0.73090.233441
90.0147890.13470.446576
100.1126521.02630.153865
11-0.336678-3.06730.001458
120.5013534.56758e-06
13-0.00446-0.04060.483843
14-0.026918-0.24520.403441
150.0303210.27620.391528
160.0269050.24510.403485
170.1324591.20680.115477
18-0.124969-1.13850.129089
190.0836120.76170.224188
200.1098171.00050.159993
210.0048890.04450.482292
22-0.039147-0.35660.361131
23-0.000815-0.00740.497046
24-0.072181-0.65760.256307
25-0.09515-0.86690.19426
26-0.102425-0.93310.176729
270.0381380.34750.364565
28-0.03876-0.35310.362448
290.0642840.58570.279849
300.0585570.53350.297564
31-0.031676-0.28860.386811
32-0.155958-1.42080.079553
33-0.059602-0.5430.294293
34-0.046419-0.42290.336733
350.0306550.27930.390364
360.0037550.03420.486395
370.0662490.60360.273892
380.0125230.11410.454719
390.0399890.36430.358273
400.0262510.23920.405785
410.0377760.34420.365798
420.0014320.0130.494813
43-0.087887-0.80070.212798
440.0092380.08420.466567
45-0.057675-0.52540.300337
46-0.05686-0.5180.302911
470.0369190.33630.368729
48-0.110877-1.01010.157683
49-0.10306-0.93890.175249
50-0.019716-0.17960.428943
51-0.027899-0.25420.399995
520.007710.07020.472085
53-0.090001-0.81990.207297
540.1103081.0050.15892
550.0456840.41620.339168
56-0.059208-0.53940.295524
57-0.078092-0.71150.239399
58-0.021954-0.20.420981
59-0.00996-0.09070.463959
600.0732680.66750.25315