Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.630765-6.14790
20.1817321.77130.039858
30.1020130.99430.161301
4-0.247167-2.40910.00896
50.1901411.85330.033474
6-0.159939-1.55890.061174
70.1280591.24820.10752
8-0.221654-2.16040.016628
90.179031.7450.042112
100.0432370.42140.337201
11-0.389755-3.79890.000128
120.6848876.67540
13-0.502303-4.89582e-06
140.21862.13070.01785
150.0522450.50920.30589
16-0.213651-2.08240.019996
170.179481.74940.04173
18-0.125157-1.21990.112765
190.0669410.65250.257839
20-0.137188-1.33710.092184
210.1353341.31910.095158
22-0.040532-0.39510.346844
23-0.187645-1.82890.035273
240.4438514.32611.9e-05
25-0.354228-3.45260.000415
260.175951.71490.044808
270.0320230.31210.377818
28-0.163096-1.58970.057616
290.137591.34110.091549
30-0.097491-0.95020.172204
31-0.009904-0.09650.461652
320.0064630.0630.474952
330.0281550.27440.39218
34-0.003785-0.03690.485324
35-0.139415-1.35880.088706
360.2832072.76040.003465
37-0.19417-1.89250.030732
380.1156161.12690.131314
390.0157490.15350.439164
40-0.142678-1.39070.08379
410.1330631.29690.098896
42-0.113265-1.1040.136197
430.0396050.3860.350172
440.0028130.02740.489092
45-0.058916-0.57420.28358
460.1127541.0990.137274
47-0.206945-2.01710.023256
480.2802762.73180.003755
49-0.175984-1.71530.044777
500.0883190.86080.19575
510.0373190.36370.35843
52-0.140573-1.37010.086937
530.1591921.55160.06204
54-0.183881-1.79230.038138
550.1165031.13550.129505
56-0.048589-0.47360.318439
57-0.047759-0.46550.32132
580.1480951.44350.076091
59-0.252309-2.45920.007867
600.321793.13640.001138


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.630765-6.14790
2-0.358941-3.49850.000357
30.0598250.58310.280603
4-0.130611-1.2730.103056
5-0.102034-0.99450.161253
6-0.204221-1.99050.024705
7-0.019238-0.18750.425831
8-0.347714-3.38910.000511
9-0.268615-2.61810.005145
100.0342440.33380.369644
11-0.583301-5.68530
120.0704250.68640.247062
130.1252061.22040.112674
140.0559720.54550.293328
150.041240.4020.344307
160.0790730.77070.221396
170.0464650.45290.325832
180.0826940.8060.211126
190.0398710.38860.349215
200.1389961.35480.089353
210.0764170.74480.22911
22-0.068569-0.66830.252771
23-0.022937-0.22360.41179
240.0216810.21130.416544
250.1134631.10590.135782
260.0248560.24230.404549
270.0129170.12590.450038
280.069840.68070.248853
29-0.002392-0.02330.490726
30-0.072732-0.70890.24006
31-0.182695-1.78070.03908
320.0202430.19730.422004
33-0.037201-0.36260.358858
340.018970.18490.426853
35-0.089819-0.87550.191768
36-0.146365-1.42660.078488
37-0.054587-0.53210.297966
380.039040.38050.352205
390.0019960.01950.49226
40-0.030141-0.29380.384783
41-0.018316-0.17850.429346
42-0.142856-1.39240.083528
430.0555160.54110.294852
440.0936080.91240.18194
45-0.076821-0.74880.227927
460.0623080.60730.272548
47-0.071836-0.70020.242765
480.0429280.41840.338297
49-0.023205-0.22620.410777
50-0.045643-0.44490.328713
51-0.007017-0.06840.472808
52-0.03044-0.29670.383673
530.0387660.37780.353196
54-0.011509-0.11220.455462
55-0.05816-0.56690.286069
56-0.099563-0.97040.167152
57-0.071802-0.69980.24287
58-0.023536-0.22940.409525
59-0.017685-0.17240.431757
600.0516920.50380.307772