Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.529092-6.00930
20.2184112.48070.0072
3-0.113037-1.28380.100748
40.0684040.77690.219314
5-0.239854-2.72420.00367
60.2966563.36940.000497
7-0.284811-3.23480.000773
80.2133112.42270.008396
9-0.141095-1.60250.055742
100.0794080.90190.184394
11-0.042707-0.48510.31423
12-0.097651-1.10910.134724
130.0808130.91790.180204
140.0766530.87060.192791
15-0.115038-1.30660.09684
160.0975871.10840.13488
17-0.004349-0.04940.480343
18-0.161473-1.8340.034481
190.2125082.41360.0086
20-0.134792-1.53090.064116
210.0206080.23410.407653
22-0.003488-0.03960.48423
230.0030670.03480.486131
24-0.024076-0.27350.392471
250.0731480.83080.203811
26-0.027444-0.31170.377884
27-0.013547-0.15390.438978
28-0.011646-0.13230.447488
290.0028780.03270.486989
300.069850.79330.214516
31-0.128253-1.45670.073818
320.1129611.2830.100898
33-0.035929-0.40810.341947
34-0.010153-0.11530.454187
35-0.016583-0.18830.425451
360.0307190.34890.363867
37-0.06099-0.69270.244868
380.027380.3110.378159
390.0301020.34190.366493
40-0.022037-0.25030.401379
41-0.003398-0.03860.484637
420.0204960.23280.408147
43-0.003035-0.03450.486278
44-0.016696-0.18960.42495
450.0168050.19090.424465
46-0.026634-0.30250.381377
470.0632410.71830.236944
48-0.056822-0.64540.259917
490.0256830.29170.385491
500.0089520.10170.459588
51-0.02874-0.32640.372317
520.0098480.11180.455559
530.0065820.07480.470261
540.0094090.10690.45753
55-0.055685-0.63250.264103
560.0902381.02490.153663
57-0.073289-0.83240.203359
580.0477450.54230.29428
59-0.047187-0.53590.296463
600.0736810.83690.20211


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.529092-6.00930
2-0.085447-0.97050.166808
3-0.045904-0.52140.301503
40.0044540.05060.479868
5-0.281904-3.20180.00086
60.0666840.75740.2251
7-0.107304-1.21870.112585
80.0011490.01310.494802
9-0.051817-0.58850.278602
10-0.060124-0.68290.247953
110.0366230.4160.339067
12-0.270031-3.0670.001318
13-0.017483-0.19860.421458
140.1019621.15810.124489
15-0.021222-0.2410.404956
16-0.029941-0.34010.36718
17-0.007517-0.08540.466047
18-0.124577-1.41490.07975
190.0552610.62760.265674
20-0.006302-0.07160.471524
21-0.049554-0.56280.287265
22-0.078164-0.88780.188157
23-0.084104-0.95520.170621
240.0035620.04050.483895
250.006230.07080.471848
260.1212421.3770.085442
27-0.102328-1.16220.123646
28-0.070614-0.8020.212009
29-0.031074-0.35290.362355
300.0726910.82560.205275
31-0.022189-0.2520.400713
32-0.031488-0.35760.3606
33-0.000956-0.01090.495677
34-0.029948-0.34010.36715
35-0.026437-0.30030.38223
36-0.04659-0.52920.298801
370.0661470.75130.226925
38-0.112098-1.27320.10262
39-0.025033-0.28430.388311
40-0.029244-0.33210.370159
410.0153920.17480.430747
420.0256010.29080.385848
43-0.040315-0.45790.323902
44-0.001156-0.01310.494772
45-0.056459-0.64130.261249
46-0.025672-0.29160.385539
470.0762570.86610.194018
480.0247660.28130.389468
49-0.087827-0.99750.160189
500.0208190.23650.406725
51-0.021389-0.24290.40422
520.0374810.42570.335519
53-0.027866-0.31650.376068
540.0573710.65160.257906
55-0.102198-1.16080.123943
56-0.00493-0.0560.477717
570.0637020.72350.235337
58-0.027535-0.31270.377494
590.0205260.23310.408014
60-0.000378-0.00430.498289