Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.406324-3.98116.7e-05
20.092560.90690.183367
30.3691613.6170.000239
4-0.282376-2.76670.003397
50.2203782.15930.016661
60.0915290.89680.186034
7-0.32429-3.17740.001
80.2551192.49960.007064
9-0.206531-2.02360.022896
10-0.060691-0.59460.276739
110.0918080.89950.185311
12-0.291732-2.85840.002611
130.0785940.77010.221578
14-0.057191-0.56040.288272
15-0.006826-0.06690.473407
16-0.078576-0.76990.221629
170.010090.09890.460727
180.0206690.20250.419971
19-0.037097-0.36350.358523
200.0243750.23880.405873
210.0874730.85710.196775
22-0.21913-2.1470.017155
230.3469983.39990.000492
24-0.193864-1.89950.030252
25-0.011167-0.10940.456551
260.1802761.76630.040259
27-0.186859-1.83080.035114
280.1222131.19740.117042
290.0359020.35180.362891
30-0.14584-1.42890.078135
310.1698261.66390.049692
32-0.082645-0.80970.210043
33-0.02473-0.24230.40453
340.09830.96310.168948
35-0.13743-1.34650.09065
360.0330650.3240.373334
370.0323660.31710.37592
38-0.05748-0.56320.287309
390.0318290.31190.377913
40-0.052223-0.51170.305026
410.0782580.76680.222551
42-0.045863-0.44940.327093
43-0.029169-0.28580.387823
440.1282681.25680.105944
45-0.155112-1.51980.065926
460.1301591.27530.102641
470.0269650.26420.396097
48-0.124961-1.22440.111906
490.1430281.40140.082162
50-0.069479-0.68080.248833
51-0.040308-0.39490.346885
520.1277591.25180.106847
53-0.183094-1.79390.037985
540.0930560.91180.182091
550.0085650.08390.466647
56-0.120595-1.18160.120144
570.0710680.69630.243956
58-0.03303-0.32360.373463
59-0.098335-0.96350.168864
600.0984690.96480.168537


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.406324-3.98116.7e-05
2-0.086884-0.85130.198364
30.4522524.43111.2e-05
40.0598770.58670.279401
50.0612080.59970.275055
60.0796870.78080.218431
7-0.28235-2.76650.003399
8-0.142047-1.39180.083604
9-0.202955-1.98850.024799
10-0.022941-0.22480.411315
110.0133940.13120.447931
12-0.113199-1.10910.135076
13-0.041431-0.40590.342845
14-0.084137-0.82440.205885
150.2420022.37110.009866
16-0.104925-1.02810.153254
17-0.024565-0.24070.405155
18-0.013152-0.12890.448866
19-0.07612-0.74580.228798
20-0.059923-0.58710.279249
210.0428670.420.337707
22-0.165302-1.61960.054297
230.2042312.0010.024105
24-0.024692-0.24190.404675
25-0.05986-0.58650.279455
26-0.087162-0.8540.197614
270.0382090.37440.354479
280.0250460.24540.403336
29-0.070669-0.69240.245176
300.078150.76570.222864
310.0042910.0420.483275
32-0.000414-0.00410.498387
330.0079330.07770.469105
34-0.112029-1.09770.137551
350.0547090.5360.296587
36-0.145674-1.42730.078368
370.0316590.31020.378543
38-0.037052-0.3630.358689
390.1564331.53270.064316
40-0.054601-0.5350.296949
410.1187571.16360.12374
42-0.023927-0.23440.407572
43-0.077868-0.76290.223684
440.0244720.23980.405509
45-0.040597-0.39780.345842
46-0.034947-0.34240.366396
470.0957340.9380.175299
48-0.010328-0.10120.459805
49-0.019055-0.18670.426146
50-0.023528-0.23050.409085
510.0235320.23060.409071
52-0.042117-0.41270.340388
53-0.031413-0.30780.379456
54-0.024279-0.23790.406239
550.014790.14490.442541
56-0.017979-0.17620.430271
57-0.014344-0.14050.444265
58-0.053651-0.52570.300163
590.0359890.35260.362575
60-0.098839-0.96840.167635