Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.5337734.16894.9e-05
20.3729342.91270.0025
30.4887553.81730.000159
40.4471413.49230.000449
50.3235772.52720.007053
60.3151242.46120.008346
70.1355541.05870.146953
80.1693241.32250.095476
90.0015580.01220.495166
10-0.176926-1.38180.086031
11-0.050195-0.3920.3482
120.1568981.22540.112565
13-0.154233-1.20460.116506
14-0.278992-2.1790.016602
15-0.187949-1.46790.07363
16-0.115343-0.90090.185604
17-0.171571-1.340.092605
18-0.169083-1.32060.095787
19-0.159653-1.24690.108594
20-0.15249-1.1910.119137
21-0.262218-2.0480.022436
22-0.25291-1.97530.026382
23-0.150304-1.17390.122497
24-0.040114-0.31330.37756
25-0.14065-1.09850.138149
26-0.293112-2.28930.012769
27-0.174693-1.36440.088728
28-0.059141-0.46190.322896
29-0.173465-1.35480.090238
30-0.130816-1.02170.155477
31-0.092638-0.72350.236061
32-0.175245-1.36870.088055
33-0.209021-1.63250.053863
34-0.163262-1.27510.103552
35-0.154724-1.20840.115772
36-0.05014-0.39160.348356
37-0.098119-0.76630.223218
38-0.208324-1.62710.054439
39-0.076058-0.5940.277344
40-0.010149-0.07930.46854
41-0.055516-0.43360.333056
420.0434390.33930.367786
430.0482650.3770.353756
440.0034450.02690.48931
450.0603180.47110.319626
460.0820690.6410.26197
470.1018440.79540.214724
480.1593471.24450.10903
490.1004070.78420.217977
500.0594750.46450.321966
510.1035160.80850.210976
520.075680.59110.278326
530.0625660.48870.313418
540.0783620.6120.271398
550.0574510.44870.327617
560.0269650.21060.41695
570.0201910.15770.437607
580.015160.11840.45307
590.0256480.20030.42095
600.0182690.14270.443504


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5337734.16894.9e-05
20.123090.96140.170082
30.3528482.75580.003854
40.1085750.8480.199877
5-0.00523-0.04090.483774
60.0290580.2270.41061
7-0.280527-2.1910.016141
80.0849770.66370.254694
9-0.353056-2.75750.003837
10-0.214478-1.67510.049514
110.1365051.06610.145281
120.434113.39050.000614
13-0.132738-1.03670.151979
14-0.245381-1.91650.029996
15-0.123848-0.96730.168611
160.0656220.51250.305068
17-0.005908-0.04610.481673
18-0.04382-0.34220.366672
190.1030210.80460.212082
20-0.182097-1.42220.080027
21-0.076786-0.59970.275459
220.116490.90980.183251
23-0.041956-0.32770.372135
24-0.134935-1.05390.148049
250.0774240.60470.27381
26-0.069755-0.54480.293937
270.0277010.21640.414717
28-0.03976-0.31050.378606
29-0.10697-0.83550.203359
30-0.036662-0.28630.387794
31-0.150054-1.1720.122885
320.0057130.04460.482278
33-0.039138-0.30570.380445
340.0312730.24430.403928
35-0.126096-0.98480.164296
360.0252350.19710.422207
370.0752390.58760.279473
380.0498220.38910.34927
390.0088980.06950.472411
40-0.151704-1.18480.120337
410.0405610.31680.376243
42-0.010248-0.080.468235
43-0.016963-0.13250.447518
44-0.046037-0.35960.360209
450.0557990.43580.332259
46-0.035985-0.28110.38981
47-0.005266-0.04110.483664
480.0141610.11060.456147
49-0.072858-0.5690.285708
50-0.060275-0.47080.319746
51-0.012273-0.09590.461973
52-0.037042-0.28930.386665
53-0.098112-0.76630.223233
54-0.029811-0.23280.408336
550.086860.67840.250042
560.0822530.64240.261506
57-0.066788-0.52160.301909
58-0.069038-0.53920.295855
59-0.07863-0.61410.27071
600.0169410.13230.447585