Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2978972.91880.002189
20.4816924.71964e-06
30.3973533.89329.1e-05
40.1762721.72710.043682
50.2893322.83490.002795
60.1392491.36440.087823
70.2265532.21980.014395
80.1283571.25760.105787
90.3520863.44970.000418
100.3149143.08550.001327
110.2303822.25730.013129
120.6761746.62510
130.1763921.72830.043576
140.3746953.67120.000198
150.2542512.49110.007225
160.0616140.60370.273738
170.1691981.65780.050311
180.027780.27220.39303
190.0650240.63710.262786
200.0050310.04930.480392
210.1470771.44110.076412
220.0894410.87630.191516
230.1070541.04890.148426
240.3719623.64450.000217
250.0203570.19950.421163
260.1706461.6720.048892
270.0638460.62560.266543
28-0.088837-0.87040.193121
29-0.018443-0.18070.42849
30-0.134141-1.31430.095937
31-0.110973-1.08730.139812
32-0.073051-0.71570.237943
33-0.042734-0.41870.338184
34-0.059211-0.58010.281588
35-0.054059-0.52970.298781
360.1361291.33380.092715
37-0.073625-0.72140.236215
38-0.002924-0.02860.488603
39-0.099076-0.97070.167059
40-0.219231-2.1480.017115
41-0.144364-1.41450.08023
42-0.259156-2.53920.006359
43-0.205488-2.01340.023438
44-0.196582-1.92610.028525
45-0.195553-1.9160.029169
46-0.118094-1.15710.125055
47-0.189096-1.85280.033495
480.0194090.19020.424789
49-0.162356-1.59080.057476
50-0.08636-0.84610.199787
51-0.143308-1.40410.081754
52-0.256456-2.51270.006823
53-0.169741-1.66310.049775
54-0.316524-3.10130.001265
55-0.191238-1.87370.032004
56-0.226647-2.22070.014362
57-0.199602-1.95570.026705
58-0.102723-1.00650.158358
59-0.20138-1.97310.025679
600.037460.3670.357202


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2978972.91880.002189
20.4312174.2252.7e-05
30.252462.47360.007566
4-0.158542-1.55340.06181
50.0203470.19940.421202
60.0023960.02350.490659
70.1369591.34190.091394
8-0.030663-0.30040.382249
90.3093893.03140.001565
100.2178072.13410.017693
11-0.086196-0.84450.200233
120.511625.01281e-06
13-0.171661-1.68190.047917
14-0.200985-1.96920.025904
15-0.097464-0.95490.171002
16-0.100373-0.98350.163929
17-0.078669-0.77080.22136
18-0.014127-0.13840.4451
19-0.059065-0.57870.282069
20-0.022375-0.21920.413467
21-0.114616-1.1230.132118
22-0.055252-0.54140.294759
230.0719930.70540.241139
240.0276370.27080.393567
25-0.043209-0.42340.336489
26-0.135281-1.32550.094079
27-0.040064-0.39250.347762
28-0.01128-0.11050.456115
29-0.092112-0.90250.184522
30-0.017651-0.17290.431531
310.0540530.52960.298802
320.1503571.47320.071986
33-0.075878-0.74340.229514
34-0.034682-0.33980.367369
35-0.089545-0.87740.191241
360.0149110.14610.442077
370.0680130.66640.253381
38-0.037926-0.37160.355507
39-0.099872-0.97850.165133
40-0.042723-0.41860.338223
41-0.024709-0.24210.404609
42-0.042254-0.4140.339897
430.0900590.88240.189885
44-0.063995-0.6270.266066
45-0.097495-0.95530.170924
460.0796760.78070.21846
47-0.067242-0.65880.255791
480.0568660.55720.289354
49-0.050467-0.49450.31105
500.0156990.15380.439038
510.0577450.56580.286429
520.004440.04350.482697
530.0278120.27250.392912
54-0.054019-0.52930.298919
55-0.006925-0.06780.473024
560.0334110.32740.372056
570.0483550.47380.318366
580.039880.39070.348426
590.0050050.0490.480494
60-0.012811-0.12550.450185