Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4071093.70890.000187
2-0.003553-0.03240.487127
3-0.188573-1.7180.044764
4-0.230339-2.09850.019451
5-0.009354-0.08520.466147
60.2138711.94850.02737
70.1994491.81710.036408
80.1657681.51020.067392
90.1490811.35820.089042
100.0042330.03860.484664
11-0.156751-1.42810.078512
12-0.258771-2.35750.010376
13-0.180242-1.64210.052178
140.0942020.85820.196622
150.2290652.08690.019984
160.0841580.76670.222713
17-0.139252-1.26860.104057
18-0.275836-2.5130.006953
19-0.256152-2.33370.011016
20-0.053535-0.48770.313514
210.0162050.14760.441495
22-0.057275-0.52180.3016
23-0.173862-1.5840.058503
24-0.231909-2.11280.018811
25-0.173004-1.57610.059399
26-0.055286-0.50370.307909
27-0.077336-0.70460.241528
28-0.02229-0.20310.419787
290.0194690.17740.429824
300.0167130.15230.439676
31-0.031968-0.29120.385796
32-0.058268-0.53080.298472
33-0.116137-1.05810.14655
34-0.02836-0.25840.39838
350.0668830.60930.271984
360.1500621.36710.087638
370.1084480.9880.16301
38-0.027585-0.25130.401099
39-0.042159-0.38410.350947
40-0.032029-0.29180.385586
410.0122680.11180.455641
420.0856810.78060.218632
430.140541.28040.101989
440.1309541.1930.118126
450.0741280.67530.250669
460.122591.11680.133641
470.0528090.48110.31585
48-0.022452-0.20450.419213
49-0.000444-0.0040.498393
50-0.008435-0.07680.469466
510.059040.53790.29605
520.0918910.83720.202451
530.0608150.5540.290518
540.0059490.05420.478454
55-0.020597-0.18760.425806
56-0.057094-0.52020.30217
57-0.044639-0.40670.342645
580.0315320.28730.387311
59-0.008147-0.07420.470505
600.0007020.00640.497455


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4071093.70890.000187
2-0.202923-1.84870.03403
3-0.130291-1.1870.119305
4-0.115001-1.04770.148908
50.1433121.30560.097642
60.1522651.38720.084547
70.0020590.01880.492539
80.1067830.97280.166729
90.1603211.46060.073951
10-0.026014-0.2370.406622
11-0.148357-1.35160.090088
12-0.180615-1.64550.051826
13-0.026537-0.24180.404781
140.1282781.16870.122941
15-0.002076-0.01890.492477
16-0.157549-1.43530.077474
17-0.123424-1.12440.132033
18-0.041508-0.37820.35314
19-0.046645-0.4250.335985
200.0206730.18830.425535
21-0.084817-0.77270.220941
22-0.123266-1.1230.132337
23-0.21071-1.91970.029168
24-0.185439-1.68940.047445
25-0.054571-0.49720.310194
260.067350.61360.270583
27-0.07724-0.70370.241798
280.0088690.08080.467897
29-0.039312-0.35820.36057
300.0028760.02620.48958
31-0.024434-0.22260.412194
320.0809750.73770.231383
33-0.000285-0.00260.498966
34-0.005189-0.04730.481204
35-0.140389-1.2790.10223
360.0091660.08350.466827
370.0094470.08610.46581
38-0.030378-0.27680.391328
390.0379680.34590.365144
40-0.098014-0.8930.187232
41-0.106472-0.970.167431
42-0.062744-0.57160.28456
430.03610.32890.371534
440.0467560.4260.335619
45-0.061113-0.55680.289594
460.0595550.54260.294438
47-0.058538-0.53330.297623
48-0.097544-0.88870.188376
49-0.001105-0.01010.495997
50-0.052141-0.4750.318009
510.0435870.39710.346158
52-0.06869-0.62580.266582
53-0.027562-0.25110.401179
54-0.058245-0.53060.298543
550.0348880.31780.3757
56-0.016615-0.15140.440027
57-0.023683-0.21580.414852
580.0548750.49990.309221
59-0.061277-0.55830.289084
60-0.046962-0.42780.334937