Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4772724.37431.7e-05
20.4367954.00336.7e-05
30.4214543.86270.00011
40.0700490.6420.261307
50.1399631.28280.101548
60.0998520.91520.181363
7-0.037394-0.34270.366331
8-0.009012-0.08260.467183
90.0357320.32750.372057
10-0.049771-0.45620.324727
110.0841410.77120.221386
120.2492672.28460.01243
13-0.017917-0.16420.434979
140.0495270.45390.325528
15-0.081994-0.75150.22723
16-0.235064-2.15440.017036
17-0.131372-1.2040.115978
18-0.216326-1.98270.025337
19-0.253636-2.32460.011253
20-0.134948-1.23680.109801
21-0.189509-1.73690.043037
22-0.158628-1.45380.074857
230.0599430.54940.2921
240.0268070.24570.403261
250.0076150.06980.472264
260.0544970.49950.309377
27-0.157196-1.44070.07669
28-0.121455-1.11320.134409
29-0.103064-0.94460.173787
30-0.211744-1.94070.027826
31-0.119433-1.09460.138405
32-0.099686-0.91360.181761
33-0.153397-1.40590.081721
340.022260.2040.419418
350.0541020.49590.310647
360.0988370.90590.183803
370.1366971.25280.106869
380.0561170.51430.30419
39-0.033377-0.30590.380218
400.0120110.11010.456304
41-0.047322-0.43370.332806
42-0.075446-0.69150.245587
430.0396030.3630.35877
44-0.043192-0.39590.346606
450.0011380.01040.495853
460.1579071.44720.075775
470.0364880.33440.36945
480.1780341.63170.053242
490.1780371.63170.05324
500.0456260.41820.338445
510.0499530.45780.324129
520.0332980.30520.380491
53-0.053272-0.48820.313324
54-0.019597-0.17960.428947
55-0.007186-0.06590.473824
56-0.134467-1.23240.110617
57-0.031112-0.28510.388117
58-0.027834-0.25510.399634
59-0.074387-0.68180.248631
600.0886560.81250.209387


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4772724.37431.7e-05
20.2706592.48060.007555
30.195951.79590.038052
4-0.343312-3.14650.001143
50.0559820.51310.30462
60.069080.63310.264186
7-0.029862-0.27370.392496
8-0.114273-1.04730.148976
90.1334441.2230.112368
10-0.023211-0.21270.416026
110.1278981.17220.122214
120.2614112.39590.009401
13-0.322665-2.95730.002015
14-0.190079-1.74210.042575
15-0.190542-1.74630.042204
160.0977390.89580.186462
17-0.010747-0.09850.460886
18-0.024304-0.22280.412134
19-0.11565-1.060.146103
200.1094251.00290.159395
21-0.01333-0.12220.451529
220.0319550.29290.385172
230.1123791.030.15299
24-0.101351-0.92890.177801
25-0.05935-0.54390.293959
26-0.075327-0.69040.245927
27-0.06031-0.55270.290952
28-0.002285-0.02090.491669
290.0133060.1220.451615
30-0.057452-0.52660.299946
310.0122740.11250.45535
32-0.01056-0.09680.461565
330.0304510.27910.390431
340.1428111.30890.097071
35-0.139828-1.28150.101765
360.0687530.63010.26516
37-0.132994-1.21890.113146
380.0230070.21090.416754
39-0.044894-0.41150.340891
400.1013630.9290.177773
41-0.044385-0.40680.342596
42-0.002751-0.02520.489974
430.0741960.680.249181
44-0.007415-0.0680.472989
450.0788220.72240.236022
46-0.020579-0.18860.425427
47-0.096372-0.88330.189807
48-0.081645-0.74830.228187
490.1032870.94660.173268
500.0665970.61040.271631
51-0.068673-0.62940.265399
52-0.000742-0.00680.497295
530.0076730.07030.472051
540.0274590.25170.400958
55-0.043357-0.39740.34605
56-0.081605-0.74790.228298
57-0.081859-0.75020.227601
58-0.026095-0.23920.405781
590.0670330.61440.270317
600.0584160.53540.296896