Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2976752.47270.007939
20.1049530.87180.19317
30.2337441.94160.028134
40.2441532.02810.023207
50.2616352.17330.016596
6-0.01147-0.09530.462187
7-0.024756-0.20560.418841
80.1528321.26950.104261
90.0434990.36130.35948
10-0.129461-1.07540.142975
110.1358351.12830.131544
120.0108570.09020.4642
13-0.03486-0.28960.386508
140.0818120.67960.24952
15-0.024039-0.19970.421157
160.0635050.52750.299766
17-0.108857-0.90420.184509
18-0.16865-1.40090.08286
190.0125250.1040.458718
20-0.100136-0.83180.204197
21-0.165216-1.37240.087194
22-0.151732-1.26040.105889
23-0.117461-0.97570.16631
24-0.093199-0.77420.220737
25-0.023928-0.19880.421516
26-0.099543-0.82690.205582
27-0.021525-0.17880.42931
280.0603820.50160.308783
29-0.020575-0.17090.432397
30-0.020746-0.17230.431843
31-0.054127-0.44960.327199
32-0.023291-0.19350.42358
33-0.057827-0.48030.31625
34-0.085801-0.71270.239213
35-0.139468-1.15850.125325
36-0.04181-0.34730.364712
37-0.021887-0.18180.428135
38-0.065426-0.54350.29428
39-0.058594-0.48670.314002
40-0.073899-0.61380.270667
41-0.009586-0.07960.468383
420.0017970.01490.494067
43-0.016125-0.13390.446919
44-0.025179-0.20920.417472
45-0.067207-0.55830.289236
46-0.053759-0.44660.328296
47-0.074171-0.61610.269923
48-0.059867-0.49730.310282
49-0.071667-0.59530.276792
50-0.0079-0.06560.473935
51-0.021461-0.17830.429517
52-0.021203-0.17610.430357
530.0025290.0210.49165
54-7e-06-1e-040.499976
550.0450690.37440.354637
56-0.004356-0.03620.48562
570.0166520.13830.445196
580.0210670.1750.430799
590.0246790.2050.419089
600.0167350.1390.444924


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2976752.47270.007939
20.0179310.14890.441014
30.2170181.80270.037902
40.1346561.11850.133608
50.1745171.44970.075843
6-0.194225-1.61340.055616
7-0.056242-0.46720.32092
80.079530.66060.255527
9-0.050041-0.41570.339469
10-0.152563-1.26730.104657
110.2904742.41290.009245
12-0.141157-1.17250.122506
13-0.026611-0.2210.412854
140.1515751.25910.106122
15-0.056824-0.4720.319203
16-0.065759-0.54620.293333
17-0.110342-0.91660.18128
18-0.071339-0.59260.277697
19-0.035567-0.29540.384272
20-0.08208-0.68180.248823
210.0533430.44310.32954
22-0.12905-1.0720.143735
230.0147430.12250.451445
240.0057560.04780.481002
250.0758570.63010.26535
26-0.011587-0.09630.461799
270.0208080.17280.43164
280.0945240.78520.21752
29-0.010588-0.08790.465087
30-0.14751-1.22530.112313
310.0497660.41340.340302
32-0.040672-0.33780.368252
33-0.132738-1.10260.137016
340.0286330.23780.406353
35-0.073532-0.61080.271668
360.018770.15590.438278
370.0329740.27390.392487
380.0627960.52160.301802
39-0.115003-0.95530.171384
40-0.07779-0.64620.260157
410.0398960.33140.370672
42-0.040534-0.33670.368683
43-0.022518-0.1870.426087
440.0354450.29440.384658
45-0.106339-0.88330.190067
460.013080.10870.456897
47-0.079016-0.65640.256889
480.018470.15340.439258
490.0154380.12820.449168
500.0702520.58360.280711
51-0.006136-0.0510.47975
52-0.001237-0.01030.495917
53-0.049363-0.410.341525
540.0245560.2040.419487
55-0.044989-0.37370.354885
56-0.029658-0.24640.40307
57-0.070096-0.58230.281145
580.0429810.3570.361082
590.0157080.13050.448284
600.0243190.2020.420252