Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3418543.13310.001191
20.2744982.51580.00689
30.1391071.27490.102923
40.3230832.96110.001992
50.2406042.20520.015087
60.0480470.44040.330404
70.1438961.31880.095405
80.0804730.73750.231423
90.1352081.23920.109362
100.0527290.48330.315081
110.1745691.60.056682
120.1090720.99970.160172
13-0.002401-0.0220.491248
14-0.085702-0.78550.217194
15-0.078802-0.72220.236078
160.1270181.16410.123832
17-0.002474-0.02270.490982
18-0.042802-0.39230.34792
19-0.215267-1.9730.025895
20-0.186523-1.70950.045524
21-0.19185-1.75830.041166
22-0.25724-2.35760.010358
23-0.234503-2.14930.017246
24-0.351982-3.2260.000895
25-0.225172-2.06370.021065
26-0.304541-2.79120.00325
27-0.092715-0.84970.198941
28-0.112235-1.02870.153298
29-0.07366-0.67510.250731
30-0.207192-1.89890.030502
31-0.228464-2.09390.019641
32-0.224782-2.06020.021239
33-0.156998-1.43890.076946
34-0.133331-1.2220.112563
35-0.260749-2.38980.009548
36-0.183956-1.6860.047755
37-0.101156-0.92710.178262
38-0.030476-0.27930.390343
39-0.029905-0.27410.392348
40-0.063297-0.58010.281692
410.0494270.4530.325857
42-0.096117-0.88090.190435
430.0646560.59260.277527
440.0602580.55230.291114
450.1770211.62240.05423
460.0814930.74690.228605
470.110131.00940.157851
480.1178521.08010.141588
490.0504960.46280.322352
500.0912520.83630.202669
510.0188190.17250.431737
520.0956130.87630.191682
530.0092010.08430.466497
540.0960410.88020.190623
550.1156681.06010.146066
560.1962871.7990.037805
570.0866730.79440.21461
580.0372280.34120.366902
590.0629690.57710.282702
600.0125950.11540.454189


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3418543.13310.001191
20.1784931.63590.052799
30.001170.01070.495737
40.274552.51630.006881
50.0746750.68440.247799
6-0.179738-1.64730.051613
70.1438231.31820.095516
8-0.044673-0.40940.341632
9-0.00749-0.06870.472715
100.0580220.53180.298142
110.1283261.17610.121433
12-0.032618-0.29890.382858
13-0.115939-1.06260.145505
14-0.122127-1.11930.133099
15-0.091556-0.83910.20189
160.1877041.72030.044527
17-0.00505-0.04630.481597
18-0.059294-0.54340.294132
19-0.174089-1.59550.057173
20-0.228159-2.09110.01977
21-0.131935-1.20920.114988
22-0.117709-1.07880.141879
23-0.028842-0.26430.396083
24-0.114525-1.04960.148448
250.027160.24890.402013
26-0.104777-0.96030.169832
270.0707970.64890.259096
280.0565850.51860.302698
290.0604870.55440.290399
30-0.041193-0.37750.353363
31-0.03769-0.34540.365317
32-0.210173-1.92630.028727
33-0.008153-0.07470.470304
34-0.007777-0.07130.471673
35-0.113574-1.04090.150448
360.0458960.42060.337546
370.114151.04620.149235
38-0.055718-0.51070.305463
390.0368370.33760.368247
400.0070060.06420.474478
410.0446140.40890.341828
42-0.117834-1.080.141625
430.0807160.73980.23075
44-0.051042-0.46780.320566
45-0.049594-0.45450.325309
46-0.030784-0.28210.389264
470.089330.81870.207629
48-0.012038-0.11030.456205
49-0.101057-0.92620.178496
50-0.054791-0.50220.30843
51-0.01655-0.15170.4399
52-0.048529-0.44480.328811
53-0.012819-0.11750.453375
54-0.044398-0.40690.342555
55-0.064611-0.59220.277663
56-0.020591-0.18870.425384
57-0.168195-1.54150.063473
58-0.089593-0.82110.206948
59-0.000978-0.0090.496434
60-0.0874-0.8010.212685