Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1539212.32420.010498
20.1002751.51410.065689
30.1591212.40270.008538
40.0205090.30970.378546
50.0790851.19420.11683
60.0086170.13010.448298
7-0.097257-1.46860.071666
8-0.014853-0.22430.411375
90.0571590.86310.194501
10-0.12401-1.87250.031208
11-0.017336-0.26180.396867
12-0.447169-6.75210
13-0.099362-1.50030.067455
14-0.011677-0.17630.430102
15-0.219248-3.31060.000541
160.0172670.26070.397269
17-0.076966-1.16220.123192
18-0.086574-1.30720.096223
19-0.010372-0.15660.437842
200.0020220.03050.487836
21-0.155963-2.3550.009686
220.0589180.88960.187298
23-0.14106-2.130.017123
24-0.071066-1.07310.142186
250.0531810.8030.211401
26-0.118845-1.79450.037027
270.1193691.80240.036399
280.0036990.05590.477754
290.0442790.66860.252214
300.1722332.60070.004956
310.1546022.33440.010221
32-0.020323-0.30690.379611
330.1367892.06550.020005
340.0089030.13440.446587
350.0216280.32660.372145
360.0951851.43730.076008
37-0.002027-0.03060.487802
380.0936391.41390.079374
390.0448740.67760.249361
40-0.004066-0.06140.475551
410.0186240.28120.3894
42-0.109907-1.65960.049189
43-0.127679-1.92790.027554
44-0.000281-0.00420.498312
45-0.132862-2.00620.02301
460.010160.15340.439104
470.0601420.90810.182384
48-0.157065-2.37160.009271
49-0.057709-0.87140.192228
500.0077220.11660.453643
51-0.119494-1.80430.03625
52-0.033266-0.50230.307969
530.0181760.27440.391995
54-0.017664-0.26670.394962
550.0733141.1070.134728
560.0127880.19310.423527
570.0655860.99030.161532
580.0137780.2080.41769
590.0301290.45490.324792
600.1217911.8390.033608


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1539212.32420.010498
20.0784421.18450.118734
30.1368892.0670.019933
4-0.028717-0.43360.332486
50.0598840.90420.183415
6-0.032282-0.48740.313205
7-0.106962-1.61510.053837
8-0.005946-0.08980.464271
90.083351.25860.104738
10-0.124277-1.87650.030929
110.011190.1690.432984
12-0.473696-7.15260
130.094551.42770.077377
140.0097740.14760.441399
15-0.085513-1.29120.098967
160.1024071.54630.061709
17-0.082437-1.24480.107248
18-0.059367-0.89640.185485
19-0.071359-1.07750.141199
200.0176010.26580.395329
21-0.058345-0.8810.189627
22-0.007657-0.11560.454029
23-0.179108-2.70450.003679
24-0.243765-3.68080.000145
250.0352780.53270.297385
26-0.068743-1.0380.150185
270.063940.96550.167666
280.02820.42580.335325
29-0.013336-0.20140.420296
300.0923461.39440.082279
310.0713021.07660.14139
32-0.064901-0.980.164067
330.0166950.25210.4006
34-0.062947-0.95050.171436
35-0.121303-1.83160.034155
36-0.166992-2.52150.006184
370.1468992.21810.013766
38-0.068748-1.03810.150169
390.1305261.97090.024972
40-0.031834-0.48070.315601
410.007560.11420.454606
42-0.045144-0.68170.248072
430.0005780.00870.49652
44-0.043642-0.6590.255289
45-0.081553-1.23140.109715
460.0933871.41010.079936
47-0.126619-1.91190.028571
48-0.186333-2.81360.002664
49-0.0134-0.20230.419915
500.0302340.45650.324225
510.0276590.41760.3383
520.0056670.08560.465942
530.1145181.72920.042565
540.0026310.03970.484171
55-0.012849-0.1940.423166
56-0.005287-0.07980.46822
57-0.007141-0.10780.457117
58-0.002514-0.0380.484874
590.0040780.06160.475475
60-0.107334-1.62070.053231