Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.266612.19850.015659
20.0336530.27750.391116
30.1976551.62990.053873
40.1211190.99880.160723
50.3597112.96630.002078
60.4195113.45940.00047
70.2702822.22880.014568
80.0829960.68440.248024
90.0461170.38030.352459
10-0.131488-1.08430.141035
110.102520.84540.200426
120.5303724.37362.1e-05
130.0248330.20480.419179
14-0.202743-1.67190.049574
15-0.143557-1.18380.120306
16-0.099368-0.81940.207708
170.0822060.67790.250071
180.0601750.49620.31067
19-0.016043-0.13230.447572
20-0.175017-1.44320.076773
21-0.206658-1.70410.04646
22-0.276339-2.27880.012914
23-0.100819-0.83140.204337
240.1812831.49490.069784
25-0.128167-1.05690.14715
26-0.312456-2.57660.006077
27-0.283703-2.33950.011128
28-0.138009-1.13810.129546
29-0.036233-0.29880.383008
30-0.070689-0.58290.280938
31-0.057706-0.47590.317852
32-0.224853-1.85420.034025
33-0.219597-1.81080.037291
34-0.176644-1.45660.074908
35-0.149115-1.22960.111536
360.1542171.27170.103904
37-0.095226-0.78530.217517
38-0.273837-2.25810.013576
39-0.133966-1.10470.136588
40-0.088201-0.72730.234763
41-0.01611-0.13280.447353
420.0672530.55460.2905
43-0.009913-0.08170.467544
44-0.146199-1.20560.116077
45-0.018915-0.1560.438257
46-0.047383-0.39070.34861
47-0.034024-0.28060.389946
480.2069941.70690.0462
490.0138010.11380.454863
50-0.085483-0.70490.241637
510.0197630.1630.435514
520.0058250.0480.480914
530.043440.35820.360645
540.1132090.93350.176921
550.0369580.30480.380739
56-0.052884-0.43610.332074
570.0434820.35860.360518
58-0.008371-0.0690.472584
590.0063090.0520.47933
600.1202360.99150.16248


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.266612.19850.015659
2-0.040292-0.33230.370359
30.2146451.770.040604
40.012120.09990.460341
50.3782023.11870.001332
60.2560462.11140.019208
70.2232921.84130.034969
8-0.075838-0.62540.26691
9-0.056518-0.46610.321332
10-0.495224-4.08376e-05
11-0.133528-1.10110.137368
120.350312.88870.002592
13-0.141596-1.16760.123518
14-0.198656-1.63820.053004
15-0.184667-1.52280.066222
160.1349881.11310.134784
170.0223640.18440.427118
18-0.086967-0.71710.23787
190.0168160.13870.445063
20-0.030566-0.25210.400881
210.0257530.21240.416228
220.0026170.02160.491422
23-0.058297-0.48070.316127
24-0.110851-0.91410.181948
25-0.052287-0.43120.333855
260.0251580.20750.418135
27-0.008512-0.07020.472122
280.041990.34630.365108
29-0.056525-0.46610.32131
30-0.014046-0.11580.454065
310.0708940.58460.280374
32-0.043242-0.35660.361253
33-0.070218-0.5790.282239
340.0115980.09560.462043
35-0.181805-1.49920.069225
360.1151420.94950.172869
37-0.144424-1.19090.118907
380.0076970.06350.474789
390.0735520.60650.273093
40-0.051741-0.42670.335485
41-0.013747-0.11340.45504
420.1898451.56550.061054
43-0.026228-0.21630.414709
44-0.045246-0.37310.355116
450.0631410.52070.302143
460.0243710.2010.420661
47-0.071105-0.58630.279793
48-0.18-1.48430.071173
490.0372070.30680.379962
500.0419260.34570.365307
51-0.059112-0.48740.313755
52-0.018868-0.15560.438408
53-0.068393-0.5640.287311
54-0.07875-0.64940.259136
55-0.001522-0.01260.495011
560.0847840.69910.243422
57-0.074192-0.61180.271355
58-0.059413-0.48990.31288
590.0404220.33330.369955
600.0002130.00180.499301