Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8039417.62690
20.6739836.3940
30.5960625.65470
40.5078164.81763e-06
50.4191023.9767.1e-05
60.3055892.89910.002351
70.1595521.51360.06681
80.0793120.75240.22688
90.0611040.57970.281787
10-0.009155-0.08680.465492
11-0.080281-0.76160.224141
12-0.146893-1.39360.083442
13-0.187019-1.77420.039705
14-0.209324-1.98580.025048
15-0.195477-1.85450.033474
16-0.211873-2.010.023713
17-0.242827-2.30370.011772
18-0.198215-1.88040.031641
19-0.185892-1.76350.040603
20-0.15534-1.47370.072028
21-0.12655-1.20060.116536
22-0.123806-1.17450.121642
23-0.115599-1.09670.137856
24-0.115221-1.09310.138637
25-0.110949-1.05260.147681
26-0.106459-1.010.157612
27-0.093563-0.88760.188556
28-0.09721-0.92220.179441
29-0.115193-1.09280.138696
30-0.120702-1.14510.127606
31-0.095556-0.90650.183539
32-0.101542-0.96330.168987
33-0.103835-0.98510.163616
34-0.110362-1.0470.148955
35-0.142992-1.35650.08916
36-0.145837-1.38350.084961
37-0.130544-1.23840.109385
38-0.123906-1.17550.121453
39-0.123657-1.17310.121923
40-0.132446-1.25650.106095
41-0.122048-1.15780.124995
42-0.089107-0.84530.200081
43-0.057344-0.5440.29389
44-0.053957-0.51190.304996
45-0.044603-0.42310.336601
46-0.000866-0.00820.496732
470.0597330.56670.286172
480.1004030.95250.171697
490.1344071.27510.102778
500.1669561.58390.058364
510.2071271.9650.02625
520.2365432.2440.013641
530.2636882.50160.007086
540.2815952.67140.004482
550.2876082.72850.003826
560.2807742.66370.004579
570.2476982.34990.010483
580.2327752.20830.014882
590.2049271.94410.027503
600.1414041.34150.09157


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8039417.62690
20.0782120.7420.230015
30.0959260.910.182619
4-0.032596-0.30920.378931
5-0.040089-0.38030.352303
6-0.132718-1.25910.105631
7-0.201543-1.9120.029528
80.0198040.18790.425699
90.1267131.20210.116238
10-0.088991-0.84420.200387
11-0.056046-0.53170.298121
12-0.083936-0.79630.21398
13-0.020984-0.19910.421327
14-0.048119-0.45650.324568
150.0809780.76820.222183
16-0.009021-0.08560.465994
17-0.075853-0.71960.236817
180.1029960.97710.165569
19-0.079762-0.75670.225605
200.0379680.36020.359774
21-0.004422-0.0420.483315
22-0.037518-0.35590.361364
23-0.021715-0.2060.418627
24-0.126913-1.2040.115873
250.0085750.08130.467673
260.0031690.03010.488043
270.010780.10230.459384
28-0.009935-0.09430.462559
29-0.094537-0.89690.186093
30-0.020186-0.19150.424282
310.036860.34970.363695
32-0.041275-0.39160.34815
330.0043580.04130.483557
34-0.03904-0.37040.35599
35-0.088442-0.8390.201836
36-0.067487-0.64020.261822
370.035190.33380.369638
380.029430.27920.390368
39-0.013164-0.12490.450448
40-0.065331-0.61980.268483
41-0.021474-0.20370.419518
420.0180530.17130.432198
430.0069940.06640.473621
44-0.014743-0.13990.444541
450.0263720.25020.401506
460.0453440.43020.334051
470.066450.63040.265016
480.0068770.06520.474064
490.0199150.18890.425286
500.0675760.64110.26155
510.0323670.30710.379752
52-0.050002-0.47440.318195
530.0455980.43260.333176
540.0490920.46570.321267
550.0394040.37380.35471
56-0.016706-0.15850.437215
57-0.090508-0.85860.196411
580.0422990.40130.344582
59-0.028309-0.26860.394442
60-0.090463-0.85820.19653