Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.700886-9.1920
20.2787923.65630.00017
3-0.132113-1.73260.042476
40.1157951.51860.065345
5-0.116182-1.52370.064708
60.062730.82270.205909
7-0.014761-0.19360.423363
80.0181170.23760.406236
90.0407280.53410.296966
10-0.18426-2.41660.008357
110.3779284.95651e-06
12-0.479634-6.29030
130.3792694.97411e-06
14-0.307884-4.03794.1e-05
150.2877753.77410.00011
16-0.136467-1.78970.037627
17-0.004662-0.06110.475659
180.0128440.16840.433217
190.0445920.58480.279717
20-0.071857-0.94240.173658
210.0015340.02010.491985
220.0972091.27490.102034
23-0.151601-1.98820.024187
240.1756912.30420.011205
25-0.19003-2.49220.006821
260.2200142.88550.002205
27-0.176151-2.31020.011032
28-0.006433-0.08440.466432
290.1417221.85870.032392
30-0.124045-1.62680.052801
310.0436440.57240.283904
320.0150080.19680.422098
33-0.011493-0.15070.440181
34-0.02329-0.30540.380198
350.0612850.80370.211328
36-0.111774-1.46590.07225
370.1518991.99210.023969
38-0.138094-1.81110.035936
390.0394370.51720.302838
400.0758920.99530.160491
41-0.096494-1.26550.103702
420.0711980.93370.175871
43-0.088767-1.16420.122984
440.1118461.46680.072122
45-0.078372-1.02780.152734
46-0.005726-0.07510.470112
470.0621790.81550.207967
48-0.028696-0.37630.353561
49-0.044055-0.57780.282087
500.0650620.85330.197344
510.0024680.03240.487111
52-0.102211-1.34050.090927
530.1564512.05180.020851
54-0.196638-2.57890.005374
550.2137732.80360.002817
56-0.141692-1.85830.032419
570.0481560.63160.264255
58-0.004533-0.05950.476329
59-0.000698-0.00920.496353
60-0.011262-0.14770.441376


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.700886-9.1920
2-0.417584-5.47660
3-0.351854-4.61454e-06
4-0.183692-2.40910.008524
5-0.19361-2.53920.005999
6-0.235195-3.08460.001188
7-0.229988-3.01630.001474
8-0.192584-2.52570.006225
90.0377350.49490.310656
10-0.249195-3.26820.000654
110.2839363.72380.000133
120.0283630.3720.355186
130.0738010.96790.167229
14-0.252702-3.31420.00056
15-0.247959-3.25190.00069
160.0773461.01440.155911
17-0.015065-0.19760.421803
18-0.018348-0.24060.405061
19-0.025053-0.32860.371443
200.0154910.20320.419626
210.0554870.72770.233891
220.0015210.020.492053
230.1013011.32850.092879
240.0151820.19910.421204
25-0.007367-0.09660.461569
26-0.066053-0.86630.193771
270.0553330.72570.234509
28-0.12251-1.60670.054977
290.0654740.85870.195855
30-0.000988-0.0130.494841
31-0.088442-1.15990.123846
320.0060010.07870.468681
33-0.031547-0.41370.339793
340.0118810.15580.438181
350.0164520.21580.414715
36-0.009002-0.11810.453078
370.029830.39120.348058
380.0398670.52280.300878
39-0.025251-0.33120.370461
40-0.074902-0.98230.163658
410.0274190.35960.359795
420.0033870.04440.48231
43-0.034938-0.45820.32369
440.021510.28210.389102
450.0442920.58090.281041
46-0.04692-0.61540.269568
470.0939181.23170.109867
480.0178830.23450.407427
490.0197230.25870.398103
500.0210970.27670.391175
510.0702910.92190.178947
52-0.080242-1.05240.147054
530.0340180.44610.328029
54-0.095109-1.24730.106985
55-0.093427-1.22530.111073
560.0113880.14940.440723
570.0424870.55720.289054
580.0100990.13240.447393
590.0293530.3850.350372
600.0217420.28510.387938