Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.261823.00810.001575
2-0.084377-0.96940.167056
30.2594812.98120.00171
40.1679741.92990.027884
50.1052021.20870.114473
60.302953.48060.000339
70.1136611.30590.096935
80.1781192.04640.02135
90.227732.61640.004961
10-0.121433-1.39520.082655
110.2011122.31060.011203
120.7613358.74710
130.1532891.76120.040264
14-0.136579-1.56920.059501
150.1974952.2690.012444
160.0976371.12180.131999
170.0522790.60060.274555
180.2185582.5110.006622
190.0155080.17820.429431
200.0794330.91260.181553
210.1303461.49760.068318
22-0.175396-2.01520.02296
230.1282561.47360.071492
240.6033376.93180
250.0860670.98880.162277
26-0.200928-2.30850.011263
270.086110.98930.162155
280.0097460.1120.455509
29-0.014056-0.16150.435978
300.1050231.20660.114867
31-0.043763-0.50280.307974
320.0078430.09010.46417
330.0578840.6650.253594
34-0.207092-2.37930.009389
350.0458180.52640.299744
360.4643535.3350
370.0206130.23680.40658
38-0.25927-2.97880.001723
390.0149680.1720.431861
40-0.027104-0.31140.377994
41-0.062299-0.71580.237701
420.0433640.49820.309579
43-0.082983-0.95340.171065
44-0.040542-0.46580.321066
45-0.006926-0.07960.468349
46-0.21969-2.5240.006393
47-0.001667-0.01920.492372
480.3777894.34051.4e-05
490.0159110.18280.427618
50-0.235395-2.70450.003871
51-0.013069-0.15010.440439
52-0.03099-0.3560.361187
53-0.079942-0.91850.180025
540.0340170.39080.34828
55-0.078724-0.90450.183698
56-0.051097-0.58710.279083
570.0169430.19470.422978
58-0.167016-1.91890.02858
59-0.010208-0.11730.453409
600.3410653.91857.1e-05


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.261823.00810.001575
2-0.164181-1.88630.030726
30.3620984.16022.8e-05
4-0.056524-0.64940.258602
50.2075632.38470.009257
60.1897512.18010.015513
7-0.055186-0.6340.263576
80.2927913.36390.000503
9-0.092999-1.06850.143627
10-0.191294-2.19780.014854
110.3782214.34541.4e-05
120.5740616.59550
13-0.240648-2.76480.003255
14-0.134718-1.54780.062033
15-0.056722-0.65170.25787
16-0.037661-0.43270.332971
17-0.01523-0.1750.43068
18-0.084217-0.96760.167512
19-0.155967-1.79190.037718
20-0.074585-0.85690.196522
21-0.019641-0.22570.410907
220.0434160.49880.309371
230.0266840.30660.379827
240.1101181.26520.104022
250.057430.65980.25526
26-0.108583-1.24750.107208
27-0.073933-0.84940.198591
28-0.022083-0.25370.400057
29-0.018614-0.21390.415493
30-0.103134-1.18490.119089
310.0478970.55030.291523
32-0.053698-0.61690.269166
330.0314460.36130.359231
340.045650.52450.300411
35-0.042684-0.49040.312333
360.0550550.63250.264065
37-0.018593-0.21360.415586
38-0.040943-0.47040.319423
390.0114270.13130.447876
40-0.020149-0.23150.408646
41-0.008976-0.10310.45901
420.0045460.05220.479211
43-0.017677-0.20310.419688
440.0236570.27180.393101
45-0.058732-0.67480.250499
460.0362060.4160.339054
47-0.021691-0.24920.401791
480.0387270.44490.328546
490.0613820.70520.240956
500.0897421.03110.1522
51-0.038395-0.44110.329923
520.0107110.12310.451124
53-0.015446-0.17750.42971
540.0430260.49430.310947
55-0.027535-0.31640.376118
56-0.025982-0.29850.382891
570.0668410.76790.221947
580.0066380.07630.46966
59-0.015745-0.18090.428363
600.0307150.35290.362368