Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.465846-4.61166e-06
2-0.172681-1.70950.045266
30.0576780.5710.284659
40.1062941.05230.147634
50.419634.15413.5e-05
6-0.829296-8.20960
70.344223.40760.000476
80.1986351.96640.026041
9-0.035629-0.35270.362531
10-0.147422-1.45940.073827
11-0.33493-3.31560.000641
120.7325177.25150
13-0.321195-3.17970.000987
14-0.177427-1.75640.041068
150.0427080.42280.336687
160.1154621.1430.127908
170.309283.06170.00142
18-0.655582-6.48990
190.2727872.70050.004079
200.1735551.71810.044467
21-0.037424-0.37050.355914
22-0.131087-1.29770.09872
23-0.231072-2.28750.012158
240.560525.54890
25-0.262327-2.59690.005427
26-0.108946-1.07850.141727
270.0017540.01740.49309
280.0977440.96760.167808
290.2749952.72230.003837
30-0.566931-5.61230
310.2532492.5070.00691
320.1345181.33170.093031
33-0.063016-0.62380.267097
34-0.042794-0.42360.336378
35-0.256401-2.53820.006358
360.4934234.88462e-06
37-0.207542-2.05460.021291
38-0.138748-1.37350.08636
390.0570460.56470.286776
400.05720.56630.286258
410.2097092.0760.020255
42-0.452797-4.48251e-05
430.1915881.89660.030411
440.1392541.37850.085586
45-0.069512-0.68810.246498
46-0.038912-0.38520.35046
47-0.188852-1.86950.032267
480.3939663.90018.8e-05
49-0.145819-1.44350.076029
50-0.136596-1.35220.089708
510.0423180.41890.338095
520.0829790.82140.206692
530.1413021.39880.082512
54-0.367152-3.63460.000223
550.1716241.6990.046247
560.0890860.88190.189994
57-0.022824-0.22590.410856
58-0.072002-0.71280.238836
59-0.158564-1.56970.059853
600.3609443.57320.000275


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.465846-4.61166e-06
2-0.4977-4.9272e-06
3-0.500227-4.9522e-06
4-0.494386-4.89422e-06
50.6653246.58640
6-0.168012-1.66320.049731
7-0.138501-1.37110.086739
8-0.297007-2.94020.002046
90.1154941.14330.127843
10-0.10833-1.07240.143084
11-0.011264-0.11150.455721
120.1148111.13660.129244
130.006890.06820.472878
14-0.046462-0.460.323285
150.0387480.38360.351059
16-0.065627-0.64970.258711
17-0.03395-0.33610.368763
18-0.048072-0.47590.317607
190.0044590.04410.482442
20-0.101534-1.00510.158653
210.0356750.35320.362364
22-0.094212-0.93270.176645
230.1175741.16390.12364
240.0468870.46420.321783
25-0.006883-0.06810.472906
260.0370670.36690.357227
270.055640.55080.291508
28-0.218296-2.1610.016565
290.1523891.50860.067313
30-0.059648-0.59050.278111
310.0001230.00120.499517
320.0205560.20350.419585
330.0572540.56680.286076
34-0.114232-1.13080.130442
350.0524310.5190.30245
36-0.002045-0.02020.491943
370.029110.28820.386911
38-0.088877-0.87980.19055
390.0066450.06580.473844
40-0.026888-0.26620.395333
41-0.012427-0.1230.451171
42-0.090985-0.90070.184978
43-0.099705-0.9870.163029
44-0.084916-0.84060.201302
450.0360330.35670.361039
460.0542580.53710.296198
470.1814671.79640.037754
480.0234910.23260.408297
490.0087310.08640.465651
500.0661880.65520.256928
51-0.038697-0.38310.351243
52-0.030876-0.30570.380256
530.0553930.54840.292346
54-0.049317-0.48820.313244
55-0.042873-0.42440.336093
560.0278350.27560.391736
57-0.002913-0.02880.488525
58-0.021416-0.2120.416269
59-0.039425-0.39030.348585
60-0.051707-0.51190.304946