Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.014203-0.15490.438566
20.0265410.28950.386339
30.0006550.00710.497155
4-0.087361-0.9530.171261
50.0017950.01960.492206
6-0.362918-3.9596.4e-05
70.0333090.36340.358489
8-0.12611-1.37570.08575
9-0.022422-0.24460.403595
10-0.026001-0.28360.388591
110.0016560.01810.492808
120.8035388.76560
13-0.013574-0.14810.441268
140.014830.16180.435877
150.033640.3670.357145
16-0.055426-0.60460.273289
17-0.021744-0.23720.406454
18-0.288331-3.14530.001048
190.0067130.07320.470871
20-0.098568-1.07530.142218
21-0.057177-0.62370.266998
22-0.044672-0.48730.313466
230.0112410.12260.451305
240.6292596.86440
250.0202250.22060.412879
26-0.006931-0.07560.46993
270.0544720.59420.276748
28-0.028703-0.31310.37737
29-0.048445-0.52850.299079
30-0.22589-2.46420.007581
31-0.03014-0.32880.371446
32-0.053493-0.58350.280315
33-0.083481-0.91070.182154
34-0.038289-0.41770.338467
350.0306130.3340.369502
360.4699515.12661e-06
370.0340570.37150.355455
38-0.042962-0.46870.320084
390.0661670.72180.235918
40-0.013378-0.14590.442109
41-0.070274-0.76660.222418
42-0.172625-1.88310.031063
43-0.032939-0.35930.359997
44-0.01517-0.16550.434422
45-0.123056-1.34240.091014
46-0.026819-0.29260.385183
470.0445490.4860.313941
480.3372823.67930.000176
490.0293620.32030.374651
50-0.088828-0.9690.167254
510.0638950.6970.243577
52-0.009613-0.10490.45833
53-0.086392-0.94240.173942
54-0.130423-1.42270.078713
55-0.046147-0.50340.307805
56-0.011087-0.12090.451968
57-0.155273-1.69380.046457
58-0.005385-0.05870.476626
590.0373310.40720.342284
600.2441492.66330.004404


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.014203-0.15490.438566
20.0263450.28740.387157
30.0013980.01520.493931
4-0.088111-0.96120.169205
5-0.000687-0.00750.497018
6-0.361184-3.946.9e-05
70.0270410.2950.384259
8-0.14382-1.56890.059664
9-0.027125-0.29590.38391
10-0.110458-1.2050.115305
110.0029320.0320.487268
120.7695868.39520
130.0388170.42340.336369
14-0.157106-1.71380.044582
150.0369570.40320.343779
160.0100640.10980.456382
17-0.01263-0.13780.445325
180.1504121.64080.051739
19-0.131454-1.4340.077098
200.0789940.86170.195286
210.0040330.0440.482491
22-0.011508-0.12550.450156
230.0167290.18250.427752
24-0.030758-0.33550.368906
250.0571540.62350.267081
260.0266020.29020.386087
27-0.077108-0.84120.200975
280.0471260.51410.304073
29-0.0472-0.51490.303791
30-0.011634-0.12690.449613
31-0.013907-0.15170.439839
320.0308960.3370.368342
330.0064540.07040.471995
340.0517460.56450.286744
350.0117180.12780.449251
36-0.066184-0.7220.23586
37-0.056858-0.62020.268141
38-0.019982-0.2180.413909
39-0.018791-0.2050.418966
400.0229440.25030.401398
41-0.029176-0.31830.375416
42-0.007651-0.08350.466813
430.0656390.7160.237686
44-0.001086-0.01180.495284
45-0.098569-1.07530.142218
460.0088440.09650.461654
470.0062620.06830.472826
48-0.024384-0.2660.395352
49-0.030613-0.3340.369502
50-0.110926-1.21010.114327
51-0.035838-0.39090.348269
520.0270120.29470.384381
53-0.034189-0.3730.354922
54-0.005188-0.05660.477484
55-0.070398-0.76790.22202
56-0.085823-0.93620.175529
57-0.017339-0.18910.42515
58-0.000752-0.00820.496734
59-0.087045-0.94960.172132
60-0.000778-0.00850.496619