Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8811436.88190
20.7822326.10940
30.6933045.41491e-06
40.5902814.61021.1e-05
50.502753.92660.000111
60.3932243.07120.001591
70.3127822.44290.00874
80.2184951.70650.046501
90.0859380.67120.252314
10-0.018832-0.14710.441775
11-0.095666-0.74720.228913
12-0.180556-1.41020.081782
13-0.201042-1.57020.060772
14-0.210038-1.64050.053029
15-0.257472-2.01090.02438
16-0.277901-2.17050.016937
17-0.292851-2.28720.012832
18-0.257569-2.01170.024339
19-0.249844-1.95130.027806
20-0.238015-1.8590.033929
21-0.205981-1.60880.056416
22-0.176716-1.38020.086281
23-0.180268-1.40790.082113
24-0.195438-1.52640.066037
25-0.201098-1.57060.060721
26-0.206973-1.61650.055573
27-0.178066-1.39070.084679
28-0.175097-1.36760.088235
29-0.171421-1.33880.092796
30-0.185668-1.45010.076075
31-0.193664-1.51260.067777
32-0.178668-1.39540.083971
33-0.168478-1.31590.096573
34-0.150849-1.17820.121652
35-0.124532-0.97260.16729
36-0.094776-0.74020.231003
37-0.080457-0.62840.266048
38-0.072978-0.570.285393
39-0.074064-0.57850.282541
40-0.037329-0.29160.385809
410.0063950.04990.480165
420.0192440.15030.440513
430.0369680.28870.386884
440.023260.18170.428225
450.0237930.18580.426598
460.0167710.1310.448107
470.0035380.02760.489023
480.0128330.10020.460246
490.0222710.17390.431244
500.027310.21330.415904
510.0321850.25140.401186
520.009340.0730.471042
53-0.013727-0.10720.457488
54-0.002335-0.01820.492756
550.0087060.0680.473006
560.0270410.21120.416719
570.0320430.25030.401611
580.0313410.24480.403723
590.0377710.2950.384498
600.017410.1360.446144


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8811436.88190
20.0260260.20330.4198
3-0.004245-0.03320.48683
4-0.108595-0.84820.199833
5-0.001515-0.01180.495298
6-0.153652-1.20010.117378
70.0511710.39970.345403
8-0.126356-0.98690.163803
9-0.238271-1.8610.033786
10-0.039071-0.30520.380643
110.0561020.43820.331406
12-0.11471-0.89590.186911
130.2229841.74160.043313
140.0534610.41750.338874
15-0.253426-1.97930.026149
160.0423030.33040.371117
170.0575570.44950.32732
180.1085090.84750.200019
19-0.140071-1.0940.139131
200.0359990.28120.389768
21-0.134231-1.04840.1493
220.0515830.40290.344225
23-0.095042-0.74230.230377
24-0.120319-0.93970.175532
25-0.079934-0.62430.267377
260.0130240.10170.459656
270.1142190.89210.187929
28-0.089444-0.69860.243734
290.0029230.02280.490931
30-0.100017-0.78120.218865
310.0375750.29350.38508
320.0083680.06540.474053
330.109580.85580.197716
34-0.086671-0.67690.250507
35-0.019121-0.14930.44089
36-0.070356-0.54950.292334
370.0342750.26770.394919
38-0.050251-0.39250.348037
39-0.040133-0.31340.377504
400.0618580.48310.315368
41-0.011732-0.09160.463646
42-0.066348-0.51820.303098
43-0.008485-0.06630.473691
44-0.062394-0.48730.313891
45-0.055713-0.43510.332501
460.0504850.39430.347367
47-0.051055-0.39880.345734
480.0570670.44570.328695
49-0.011339-0.08860.464862
500.0154150.12040.452284
51-0.04076-0.31830.375655
52-0.032944-0.25730.398907
53-0.019964-0.15590.438303
540.0265330.20720.41826
550.0151240.11810.45318
56-0.028343-0.22140.412774
570.0005620.00440.498258
58-0.049606-0.38740.349893
59-0.035976-0.2810.389838
60-0.051194-0.39980.345336