Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.5310425.51880
20.5497945.71360
30.31333.25590.000755
40.2639642.74320.003563
50.2847982.95970.001893
60.1563771.62510.053526
70.1994382.07260.020294
80.1491131.54960.062078
90.1373911.42780.078116
10-0.036796-0.38240.351459
11-0.095297-0.99040.162108
12-0.28843-2.99740.001689
13-0.182828-1.90.03005
14-0.289845-3.01220.001616
15-0.158137-1.64340.051604
16-0.167499-1.74070.042292
17-0.106471-1.10650.13549
18-0.024721-0.25690.398871
19-0.144899-1.50580.067515
20-0.064273-0.66790.252797
21-0.133646-1.38890.083862
22-0.086261-0.89640.186003
23-0.098533-1.0240.154066
24-0.154306-1.60360.055862
25-0.068971-0.71680.237531
260.0113190.11760.453288
270.0028350.02950.488274
28-0.030544-0.31740.375768
29-0.10714-1.11340.133997
30-0.080028-0.83170.203714
31-0.092823-0.96460.168438
32-0.051547-0.53570.296637
33-0.039625-0.41180.340654
34-0.029239-0.30390.380909
350.0636610.66160.254823
360.0116710.12130.451842
370.0456950.47490.317918
380.0201750.20970.417163
390.040070.41640.338966
400.0649150.67460.250679
410.088560.92030.179722
420.0525340.54590.293113
430.1067681.10960.134826
440.0739580.76860.221907
450.0467240.48560.314128
460.0454570.47240.318796
47-0.02967-0.30830.379207
480.0569980.59230.277432
49-0.010502-0.10910.456649
500.0302080.31390.377091
51-0.025661-0.26670.395112
520.0172580.17930.429001
530.0235550.24480.403541
54-0.00738-0.07670.469502
550.0178230.18520.426701
56-0.033292-0.3460.365017
57-0.00336-0.03490.486105
580.023960.2490.401919
590.0455710.47360.318374
600.0620740.64510.260119


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5310425.51880
20.3729683.8769.1e-05
3-0.109739-1.14040.128312
4-0.032835-0.34120.366795
50.205832.13910.017342
6-0.101831-1.05830.146149
70.0133010.13820.445159
80.0923340.95960.16971
9-0.028797-0.29930.382657
10-0.305118-3.17090.000989
11-0.074423-0.77340.220481
12-0.222636-2.31370.011289
130.083110.86370.194833
14-0.085321-0.88670.18861
150.117831.22450.111709
160.0279320.29030.386082
170.0996271.03540.151409
180.1056031.09750.137441
19-0.080288-0.83440.202955
200.0098030.10190.459524
210.0448390.4660.321085
22-0.155921-1.62040.054033
23-0.113247-1.17690.120911
24-0.247515-2.57230.005731
250.0549450.5710.28459
260.1276861.32690.093662
27-0.000539-0.00560.497771
28-0.110987-1.15340.125644
290.0324550.33730.368281
300.1314771.36630.087334
31-0.059121-0.61440.270119
320.1456971.51410.066457
330.0409650.42570.335581
34-0.142582-1.48180.070658
350.0309090.32120.374332
36-0.142259-1.47840.071106
370.015220.15820.437309
380.0403960.41980.337729
390.0456870.47480.317946
40-0.035759-0.37160.355454
410.0538720.55990.288368
420.0036170.03760.485044
43-0.015572-0.16180.435873
440.0559150.58110.281198
45-0.060771-0.63160.264507
46-0.019071-0.19820.421635
47-0.056494-0.58710.279179
48-0.059009-0.61320.270503
490.0507180.52710.29961
500.05820.60480.273281
510.0421830.43840.330995
520.0167210.17380.431186
530.0341380.35480.361727
540.0218360.22690.410453
550.0187490.19480.422938
56-0.006576-0.06830.472823
57-0.105681-1.09830.137265
580.0441910.45930.323489
59-0.000754-0.00780.49688
600.0043910.04560.481843