Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.278489-3.17530.000935
2-0.0086-0.09810.46102
3-0.080555-0.91850.180038
40.0120220.13710.445593
5-0.039347-0.44860.327226
60.0157650.17980.428813
70.0993571.13280.129683
8-0.037953-0.43270.332965
90.063410.7230.235493
10-0.072815-0.83020.203968
11-0.168269-1.91860.028616
120.003130.03570.485794
130.0434460.49540.310589
140.0026710.03050.487875
150.042180.48090.315691
160.0271730.30980.378598
17-0.010645-0.12140.45179
18-0.028039-0.31970.374859
190.0367820.41940.337815
20-0.031845-0.36310.358566
21-0.047649-0.54330.293933
22-0.002549-0.02910.488429
230.1049841.1970.116741
24-0.060548-0.69040.245602
250.0029320.03340.48669
260.0441530.50340.307762
27-0.1475-1.68180.047508
280.0300290.34240.366308
290.0179520.20470.419071
300.0362080.41280.340206
31-0.038999-0.44470.328653
32-0.044163-0.50350.307718
330.1108111.26340.104346
34-0.19918-2.2710.012396
350.0612480.69830.243107
36-0.034774-0.39650.346199
370.0462320.52710.299504
380.0700220.79840.213055
39-0.018355-0.20930.417277
40-0.087315-0.99550.16066
41-0.03652-0.41640.338905
420.1273551.45210.074446
43-0.037312-0.42540.335618
440.0212520.24230.404463
450.0647730.73850.230762
460.0049980.0570.477321
47-0.05084-0.57970.281573
480.0129740.14790.441317
490.0203990.23260.408227
50-0.056026-0.63880.262041
510.0421620.48070.315763
520.015450.17620.430222
53-0.051399-0.5860.279432
540.018090.20630.418454
55-0.007832-0.08930.464491
560.0555720.63360.263723
57-0.097341-1.10990.134554
580.0471920.53810.295722
59-0.095195-1.08540.139878
600.0086880.09910.460624


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.278489-3.17530.000935
2-0.0934-1.06490.144443
3-0.119406-1.36140.087866
4-0.053002-0.60430.273342
5-0.069439-0.79170.214981
6-0.030194-0.34430.3656
70.0950831.08410.140161
80.0146440.1670.433827
90.0797940.90980.182307
10-0.015472-0.17640.430124
11-0.207464-2.36550.009743
12-0.11963-1.3640.087463
13-0.040037-0.45650.324397
14-0.050819-0.57940.281653
150.0195270.22260.412084
160.0337660.3850.350436
170.0396590.45220.325946
180.0377510.43040.333797
190.0677330.77230.220676
200.0131980.15050.440309
21-0.093146-1.0620.145097
22-0.130572-1.48880.069487
230.0286820.3270.372086
24-0.039211-0.44710.327781
25-0.019717-0.22480.411241
260.0840320.95810.169892
27-0.102367-1.16720.12264
28-0.022239-0.25360.400118
290.0258890.29520.384164
300.0235160.26810.394514
31-0.034258-0.39060.348367
32-0.156361-1.78280.038477
330.0476240.5430.294032
34-0.14622-1.66720.048945
35-0.078929-0.89990.184911
36-0.032159-0.36670.357233
37-0.009949-0.11340.454928
380.0579320.66050.255041
390.0287650.3280.371729
40-0.070018-0.79830.213067
41-0.065357-0.74520.228753
420.0407770.46490.321379
43-0.007948-0.09060.463968
440.0118020.13460.446581
450.0180570.20590.418603
460.0254820.29050.385932
470.0104540.11920.452654
480.0110770.12630.449848
490.0614940.70110.242234
50-0.019992-0.22790.410024
51-0.049007-0.55880.288643
52-0.019365-0.22080.412798
53-0.043893-0.50050.3088
54-0.006009-0.06850.47274
550.0004470.00510.49797
560.0671290.76540.222715
57-0.020055-0.22870.409747
58-0.012377-0.14110.443998
59-0.114081-1.30070.097827
60-0.065888-0.75120.226934