Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.106121.40380.08107
2-0.150541-1.99150.023992
3-0.117414-1.55320.061086
40.0665840.88080.189811
5-0.044538-0.58920.278251
60.0475070.62850.265264
7-0.073463-0.97180.166241
8-0.111384-1.47350.07121
9-0.073302-0.96970.166767
100.1380511.82620.034759
11-0.047571-0.62930.264985
12-0.086204-1.14040.127845
13-0.146297-1.93530.027281
140.0168660.22310.411854
15-0.141278-1.86890.031651
160.0111490.14750.441459
170.1174851.55420.060974
180.0780271.03220.151702
19-0.161531-2.13690.016999
20-0.116738-1.54430.062161
210.0808681.06980.143096
220.1079331.42780.077563
230.0241050.31890.3751
240.0083730.11080.455965
25-0.021607-0.28580.387671
260.0721930.9550.170441
270.1687172.23190.013445
28-0.031576-0.41770.338337
29-0.0728-0.96310.168424
300.0045210.05980.476187
310.0799281.05730.145906
32-0.112344-1.48620.069517
33-0.061033-0.80740.210269
34-0.148455-1.96390.025564
350.0084870.11230.455365
36-0.01667-0.22050.412863
37-0.070832-0.9370.175019
38-0.010307-0.13640.44585
390.0487690.64520.259836
400.078691.0410.149663
410.0107970.14280.443295
42-0.002695-0.03570.485801
430.1375751.81990.035238
440.0183810.24320.404086
450.0755150.9990.159593
46-0.047912-0.63380.263513
47-0.025098-0.3320.370138
48-0.044326-0.58640.279189
490.0874581.1570.124432
500.0386180.51090.305045
51-0.064299-0.85060.198078
520.008850.11710.453469
530.0372770.49310.311269
54-0.064656-0.85530.196774
55-0.077611-1.02670.152989
56-0.071628-0.94760.172331
570.0335390.44370.32891
58-0.04789-0.63350.263607
59-0.093867-1.24170.107996
600.0080850.1070.457473


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.106121.40380.08107
2-0.163646-2.16480.015878
3-0.084653-1.11990.132154
40.0684330.90530.183281
5-0.094769-1.25370.105817
60.0770591.01940.15471
7-0.099592-1.31750.094701
8-0.099919-1.32180.093979
9-0.051467-0.68080.248436
100.0961451.27190.102553
11-0.105508-1.39570.082281
12-0.051629-0.6830.247757
13-0.138699-1.83480.034115
14-0.010958-0.1450.442453
15-0.201954-2.67160.004131
16-0.016398-0.21690.414261
170.089111.17880.120036
180.0035570.04710.48126
19-0.145016-1.91840.028346
20-0.162415-2.14850.016522
210.0616660.81580.207871
22-0.004301-0.05690.477347
230.0025160.03330.486744
24-0.029763-0.39370.347132
250.0245760.32510.372743
260.0449480.59460.276437
270.0875931.15870.124069
28-0.151154-1.99960.023546
290.0734840.97210.166172
300.055930.73990.23018
310.0292990.38760.349393
32-0.170319-2.25310.012747
33-0.023145-0.30620.379914
34-0.175671-2.32390.01064
350.0035990.04760.481042
36-0.054852-0.72560.234518
37-0.121788-1.61110.054479
380.0822141.08760.139135
39-0.062419-0.82570.205042
400.0752630.99560.160401
41-0.085194-1.1270.13064
420.1212341.60380.055283
430.1199691.5870.057154
44-0.02229-0.29490.384221
450.0654490.86580.193891
460.0130060.17210.431797
47-0.065382-0.86490.194132
48-0.100495-1.32940.092719
490.0371720.49170.311759
500.0734680.97190.166225
51-0.030348-0.40150.344281
52-0.006361-0.08410.466518
53-0.037401-0.49480.310694
54-0.07947-1.05130.147287
550.0323020.42730.33484
56-0.120575-1.59510.056252
570.054240.71750.237003
580.0254830.33710.368218
59-0.089049-1.1780.120196
600.004680.06190.47535