Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.60241-5.77810
2-0.003473-0.03330.48675
30.3772033.6180.000242
4-0.377393-3.61980.000241
50.1394881.33790.09211
60.1681871.61320.055064
7-0.296928-2.8480.002713
80.1695271.6260.053681
90.0015830.01520.493959
10-0.14574-1.39790.082754
110.203851.95530.026794
12-0.157861-1.51410.066708
130.0022810.02190.491296
140.067860.65090.258371
150.0208770.20020.420867
16-0.148663-1.42590.078637
170.1659651.59190.057421
18-0.003268-0.03130.487529
19-0.172639-1.65590.050575
200.163411.56740.06023
210.0507820.48710.313678
22-0.32087-3.07770.001374
230.4627954.4391.3e-05
24-0.299757-2.87520.002508
25-0.055116-0.52870.299159
260.2989522.86740.002565
27-0.254413-2.44020.008297
280.0467610.44850.327416
290.1551171.48780.070108
30-0.237187-2.2750.012614
310.1314321.26070.105311
320.0683940.6560.256726
33-0.194405-1.86470.032708
340.1771411.69910.046342
35-0.120796-1.15860.124802
36-0.008116-0.07780.469059
370.0648090.62160.267863
38-0.012336-0.11830.453034
39-0.099844-0.95770.170369
400.1185731.13730.12918
41-0.020282-0.19450.423092
42-0.067351-0.6460.259941
430.0559750.53690.296319
440.0699420.67090.251997
45-0.1717-1.64690.051496
460.1841521.76630.040329
47-0.016519-0.15840.437228
48-0.181623-1.74210.042419
490.2544922.4410.00828
50-0.151439-1.45260.074875
51-0.021055-0.20190.420202
520.1577251.51280.066873
53-0.208971-2.00440.023985
540.1100381.05540.146993
550.069320.66490.253892
56-0.206318-1.97890.025407
570.1749341.67790.048379
58-0.033403-0.32040.374699
59-0.117691-1.12890.130947
600.1626731.56030.061061


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.60241-5.77810
2-0.575058-5.51580
30.0644620.61830.268953
40.0084190.08080.467908
5-0.017135-0.16440.434905
60.1632941.56630.060361
70.0411840.3950.346869
8-0.0668-0.64070.261646
9-0.139047-1.33370.092799
10-0.147293-1.41280.080546
110.0413310.39640.346353
12-0.028561-0.27390.392369
13-0.047769-0.45820.32395
14-0.138969-1.33290.092922
150.16451.57780.059018
16-0.061225-0.58720.279237
17-0.047384-0.45450.325274
180.1693691.62450.053842
190.0295220.28320.388844
20-0.16386-1.57170.059728
210.0887290.85110.198473
22-0.223721-2.14590.017259
230.2216712.12620.018082
240.051540.49440.311116
25-0.001243-0.01190.495256
26-0.072579-0.69610.244045
270.1527451.46510.073154
28-0.021334-0.20460.419158
29-0.029815-0.2860.387771
30-0.00077-0.00740.497063
310.015270.14650.441937
32-0.069877-0.67020.252191
330.0633080.60720.272599
34-0.067557-0.6480.259305
35-0.070721-0.67830.249633
36-0.124157-1.19090.118385
37-0.099343-0.95290.171578
38-0.078643-0.75430.226292
390.0398940.38260.351431
40-0.042813-0.41070.341141
410.0380230.36470.358084
420.0863840.82860.204747
43-0.031687-0.30390.380935
44-0.068852-0.66040.255323
450.0917560.88010.190551
46-0.009934-0.09530.462148
470.1521071.4590.073991
48-0.044184-0.42380.336352
490.0172890.16580.434326
50-0.07557-0.72480.235194
510.1094821.05010.148208
520.0205020.19670.422267
53-0.03911-0.37510.354215
540.0302330.290.386239
550.0043870.04210.483263
56-0.102833-0.98630.163277
57-0.00364-0.03490.486111
580.0350880.33660.36861
590.0061560.0590.476521
600.0007240.00690.497238