Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3387872.6460.005173
2-0.293741-2.29420.012618
3-0.524927-4.09986.2e-05
4-0.353261-2.75910.003821
50.143851.12350.132813
60.5348654.17744.8e-05
70.3536382.7620.00379
8-0.055407-0.43270.333363
9-0.337058-2.63250.005361
10-0.320437-2.50270.00751
11-0.015503-0.12110.452012
120.362432.83070.003141
130.0835520.65260.258244
14-0.062562-0.48860.31343
15-0.077677-0.60670.273159
16-0.089742-0.70090.243014
17-0.004962-0.03880.484605
180.0928740.72540.2355
190.0246480.19250.423991
20-0.053055-0.41440.340028
21-0.060532-0.47280.319032
22-0.057246-0.44710.328191
230.0436910.34120.36705
240.1622971.26760.104882
25-0.107607-0.84040.201973
26-0.142257-1.11110.135451
27-0.07361-0.57490.283732
28-0.0155-0.12110.452022
290.083370.65110.2587
300.1292051.00910.158451
310.0389490.30420.381005
32-0.119718-0.9350.17673
33-0.168459-1.31570.096598
340.0049720.03880.484574
350.1704891.33160.09398
360.2342451.82950.036105
37-0.023358-0.18240.427925
38-0.176908-1.38170.086052
39-0.19283-1.5060.068608
40-0.03732-0.29150.385836
410.1627791.27130.104216
420.2665142.08150.020794
430.0722050.56390.287432
44-0.189759-1.48210.071735
45-0.260279-2.03280.023214
46-0.063229-0.49380.311599
470.1338461.04540.149988
480.207611.62150.055036
490.0486660.38010.352598
50-0.102338-0.79930.213612
51-0.147979-1.15570.126145
52-0.062166-0.48550.314519
530.0267470.20890.41761
540.0835970.65290.258132
550.0453680.35430.362155
56-0.060264-0.47070.319774
57-0.07979-0.62320.267744
58-0.018831-0.14710.441778
59-0.000926-0.00720.497128
604.1e-053e-040.499872


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3387872.6460.005173
2-0.461485-3.60430.000315
3-0.320284-2.50150.007533
4-0.242161-1.89130.031665
50.0922720.72070.236933
60.2607682.03670.023015
70.0429360.33530.36926
80.0753940.58880.27907
90.0390290.30480.380767
100.0026640.02080.491735
110.0057420.04480.482189
120.1525031.19110.119118
13-0.462645-3.61340.000306
140.1225380.95710.171159
150.0770660.60190.274734
160.0097130.07590.469889
17-0.054732-0.42750.33527
18-0.007281-0.05690.47742
190.0952860.74420.229805
20-0.023436-0.1830.427688
21-0.040923-0.31960.375175
22-0.15172-1.1850.120313
230.0691460.54010.295564
240.0483270.37740.353575
25-0.160628-1.25450.107215
26-0.080789-0.6310.265203
27-0.093364-0.72920.234336
280.0671980.52480.3008
29-0.013997-0.10930.456654
30-0.02691-0.21020.417117
310.0629940.4920.312242
32-0.030995-0.24210.404765
33-0.001027-0.0080.496814
340.2450711.91410.030153
35-0.001732-0.01350.494626
360.0300630.23480.407576
370.0362550.28320.389008
38-0.099943-0.78060.219034
39-0.082796-0.64670.26014
40-0.020555-0.16050.436493
41-0.043395-0.33890.367913
420.0984030.76860.222562
43-0.093287-0.72860.23452
440.0490750.38330.351418
450.0654220.5110.30561
46-0.018286-0.14280.443451
47-0.028146-0.21980.41337
48-0.108355-0.84630.200352
490.0066290.05180.479438
50-0.069072-0.53950.295762
510.0337280.26340.396554
52-0.094608-0.73890.231398
53-0.033613-0.26250.396901
54-0.056771-0.44340.329525
550.0422190.32970.371363
560.0023090.0180.492837
57-0.05797-0.45280.326165
58-0.086107-0.67250.251896
590.0680030.53110.298631
600.0063340.04950.480353