Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2423152.22090.014526
2-0.192719-1.76630.04049
3-0.294012-2.69470.004254
4-0.262925-2.40980.009074
50.0762820.69910.243199
60.2039281.8690.032552
70.0506690.46440.321786
8-0.24108-2.20950.014929
9-0.256848-2.3540.010452
10-0.16312-1.4950.069329
110.2456492.25140.013485
120.7862757.20630
130.172221.57840.059113
14-0.166579-1.52670.065293
15-0.284011-2.6030.005461
16-0.236924-2.17140.016359
170.0733890.67260.251518
180.1425981.30690.0974
190.0344870.31610.376362
20-0.227668-2.08660.019978
21-0.236509-2.16760.016508
22-0.100217-0.91850.180492
230.186191.70650.045808
240.5925545.43080
250.1389931.27390.103108
26-0.164904-1.51140.067224
27-0.259501-2.37840.009829
28-0.194483-1.78250.039143
290.0437830.40130.344617
300.085380.78250.218054
310.0222980.20440.41928
32-0.187944-1.72250.044326
33-0.157898-1.44720.075787
34-0.074011-0.67830.249715
350.1328681.21780.113364
360.4827164.42421.4e-05
370.0938050.85970.196191
38-0.165944-1.52090.06602
39-0.249528-2.2870.012357
40-0.140697-1.28950.100381
410.0414410.37980.35252
420.0943720.86490.194768
430.0081730.07490.470234
44-0.165997-1.52140.065959
45-0.110769-1.01520.156459
46-0.061475-0.56340.287321
470.0871790.7990.213269
480.3689143.38120.000549
490.0613370.56220.287752
50-0.161068-1.47620.071813
51-0.183468-1.68150.048189
52-0.102455-0.9390.175208
530.0383720.35170.362978
540.115951.06270.145482
550.0076280.06990.472213
56-0.125923-1.15410.125865
57-0.08409-0.77070.221525
58-0.07536-0.69070.245835
590.0533670.48910.313016
600.2755012.5250.006725


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2423152.22090.014526
2-0.26712-2.44820.008219
3-0.19461-1.78360.039048
4-0.214909-1.96970.026086
50.1039810.9530.171663
60.0242660.22240.412272
7-0.079802-0.73140.233286
8-0.265965-2.43760.008447
9-0.110847-1.01590.15629
10-0.195186-1.78890.038617
110.1850571.69610.046788
120.6873396.29960
13-0.131813-1.20810.115202
140.1191711.09220.138929
150.0146410.13420.446788
160.0486230.44560.328503
17-0.069005-0.63240.264408
18-0.115155-1.05540.147131
190.0319780.29310.385091
20-0.093252-0.85470.197582
21-0.044414-0.40710.342499
220.0623970.57190.284465
23-0.196064-1.7970.037968
24-0.009504-0.08710.465396
250.0038710.03550.485891
26-0.097331-0.89210.187457
27-0.000811-0.00740.497044
28-0.024115-0.2210.412807
29-0.046868-0.42960.33431
30-0.063367-0.58080.281477
31-0.031524-0.28890.386678
320.0747380.6850.247618
330.0420530.38540.350448
34-0.091916-0.84240.200971
350.0722770.66240.254756
360.0599160.54910.292183
37-0.077831-0.71330.238809
38-0.023725-0.21740.414194
39-0.109607-1.00460.158997
400.1056490.96830.167839
41-0.067152-0.61550.269959
420.1059680.97120.167115
43-0.054893-0.50310.308103
44-0.057171-0.5240.300837
450.0152370.13970.444634
46-0.036545-0.33490.369251
47-0.145715-1.33550.092659
48-0.055879-0.51210.304947
49-0.024863-0.22790.410149
50-0.071716-0.65730.256397
510.0924770.84760.199545
52-0.086726-0.79490.214469
530.0330170.30260.38147
540.0356160.32640.372457
55-0.005467-0.05010.48008
560.1048290.96080.169711
57-0.100833-0.92410.179028
58-0.035677-0.3270.372245
590.0259610.23790.406254
60-0.118882-1.08960.139508