Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7967866.22310
20.4783973.73640.000207
30.2287071.78630.039514
40.1127670.88070.190958
50.1060040.82790.205471
60.1135490.88680.189323
70.0752880.5880.279345
80.0468470.36590.357857
90.0978190.7640.22391
100.2459241.92070.029722
110.4520373.53050.000398
120.5603794.37672.4e-05
130.3709632.89730.00261
140.1024260.80.213416
15-0.102724-0.80230.212746
16-0.194546-1.51940.066908
17-0.198327-1.5490.063279
18-0.19889-1.55340.062753
19-0.247575-1.93360.028902
20-0.281506-2.19860.015854
21-0.251075-1.9610.027227
22-0.134696-1.0520.148472
230.0347920.27170.393373
240.1312031.02470.154769
250.004610.0360.485697
26-0.16718-1.30570.098275
27-0.286362-2.23660.014491
28-0.32393-2.530.007003
29-0.301576-2.35540.010868
30-0.284974-2.22570.014869
31-0.302176-2.36010.010743
32-0.308061-2.4060.009586
33-0.262924-2.05350.022159
34-0.158545-1.23830.110179
35-0.020039-0.15650.438074
360.0598970.46780.320792
37-0.005962-0.04660.481506
38-0.099128-0.77420.220897
39-0.158644-1.23910.110037
40-0.160367-1.25250.107582
41-0.12309-0.96140.170082
42-0.094045-0.73450.232725
43-0.088135-0.68840.246919
44-0.079018-0.61720.269715
45-0.049512-0.38670.350163
460.0068110.05320.478874
470.0782360.6110.27172
480.1175560.91810.18108
490.0804740.62850.266004
500.0253270.19780.421927
51-0.012202-0.09530.462196
52-0.014601-0.1140.454791
530.0090430.07060.471962
540.0267570.2090.417579
550.021490.16780.433631
560.0136290.10640.457788
570.0045060.03520.48602
580.0020650.01610.493593
590.0035110.02740.489105
600.002010.01570.493764


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7967866.22310
2-0.42853-3.34690.000702
30.0859720.67150.252231
40.0924040.72170.236618
50.0710580.5550.290469
6-0.066897-0.52250.301614
7-0.071257-0.55650.28994
80.1258160.98270.164829
90.1913951.49480.070055
100.2280741.78130.039919
110.2731642.13350.018458
12-0.029211-0.22810.410148
13-0.601835-4.70058e-06
140.1859921.45260.075723
15-0.072258-0.56430.287293
16-0.146578-1.14480.128379
17-0.107361-0.83850.202507
18-0.054739-0.42750.335251
19-0.109933-0.85860.196961
20-0.036817-0.28760.387332
21-0.070317-0.54920.292438
220.0055680.04350.482726
23-0.044616-0.34850.364347
240.035770.27940.390453
25-0.045961-0.3590.360429
260.0991740.77460.220792
27-0.021314-0.16650.434171
28-0.032861-0.25670.399155
29-0.005146-0.04020.484035
300.0376690.29420.384801
310.0514330.40170.344654
32-0.064093-0.50060.309234
330.034660.27070.393765
34-0.060669-0.47380.318653
35-0.054534-0.42590.33583
36-0.008421-0.06580.473887
370.1101190.86010.196563
38-0.115631-0.90310.18501
39-0.022944-0.17920.429189
400.0515120.40230.344427
410.0190520.14880.441099
42-0.013951-0.1090.456794
430.0551660.43090.334045
44-0.024036-0.18770.425856
45-0.070332-0.54930.292399
46-0.045703-0.3570.36118
47-0.022154-0.1730.431601
480.0144270.11270.455328
490.0141490.11050.456185
50-0.105581-0.82460.206401
51-0.005323-0.04160.483486
520.0153590.120.452454
53-0.009895-0.07730.469327
54-0.033584-0.26230.396988
55-0.088674-0.69260.245605
560.0422450.32990.371287
57-0.107604-0.84040.201979
58-0.037412-0.29220.385563
59-0.052623-0.4110.341257
60-0.003317-0.02590.489708