Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.523084-4.40761.8e-05
2-0.059066-0.49770.310117
30.2680652.25880.013486
4-0.133506-1.12490.132201
50.082280.69330.245191
6-0.010323-0.0870.465465
7-0.162573-1.36990.087523
80.156661.320.095531
90.0945240.79650.214206
10-0.211346-1.78080.039609
11-0.048831-0.41150.34099
120.3454422.91070.002407
13-0.404479-3.40820.00054
140.2200731.85440.03392
15-0.027681-0.23320.40812
16-0.160024-1.34840.09091
170.2236781.88470.031779
18-0.120802-1.01790.156092
19-0.067144-0.56580.286669
200.1879791.58390.058826
21-0.132076-1.11290.134754
22-0.037798-0.31850.375522
230.0819230.69030.24613
24-0.01269-0.10690.457575
25-0.192336-1.62070.054762
260.2783392.34530.010905
27-0.195088-1.64380.052315
28-0.04441-0.37420.354685
290.2105761.77430.040146
30-0.20328-1.71290.04555
310.0617110.520.302346
320.0597290.50330.308159
33-0.177813-1.49830.069247
340.2222011.87230.032642
35-0.130334-1.09820.137912
36-0.038402-0.32360.373605
370.1307121.10140.137221
38-0.056492-0.4760.317765
39-0.018679-0.15740.437693
400.0011380.00960.496187
410.0535780.45150.326519
42-0.059145-0.49840.309882
430.03190.26880.394433
44-0.005116-0.04310.482867
45-0.048978-0.41270.340536
460.1256581.05880.146636
47-0.133882-1.12810.131536
480.073650.62060.268428
490.0861330.72580.235183
50-0.152944-1.28870.100837
510.0800760.67470.251019
520.0201520.16980.432824
53-0.009666-0.08140.467658
54-0.049333-0.41570.339446
550.0557020.46930.320129
56-0.035227-0.29680.383734
570.0630620.53140.29841
58-0.035484-0.2990.38291
59-0.089072-0.75050.227706
600.1461961.23190.111032


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.523084-4.40761.8e-05
2-0.458-3.85920.000124
3-0.02884-0.2430.40435
40.054120.4560.324883
50.2268021.91110.030017
60.1741421.46730.073349
7-0.166814-1.40560.082102
8-0.208323-1.75540.041755
90.1073340.90440.184417
100.120971.01930.155758
11-0.210556-1.77420.040161
120.1532151.2910.100443
13-0.222668-1.87620.032367
14-0.014969-0.12610.449994
150.002390.02010.491995
16-0.041344-0.34840.364297
17-0.048112-0.40540.343202
18-0.00623-0.05250.479142
190.0454920.38330.351313
200.0998740.84160.201431
210.005110.04310.48289
22-0.11554-0.97360.166792
23-0.142629-1.20180.116715
24-0.098137-0.82690.205527
25-0.17863-1.50520.068359
260.0172180.14510.442528
270.0307030.25870.398305
28-0.101001-0.8510.198803
29-0.023316-0.19650.422403
300.024610.20740.418157
31-0.006161-0.05190.479373
32-0.086759-0.7310.233579
33-0.146678-1.23590.110278
340.0572120.48210.315617
35-0.05198-0.4380.33136
36-0.028609-0.24110.405101
370.1066680.89880.185899
38-0.163291-1.37590.086586
39-0.012521-0.10550.458136
40-0.090853-0.76550.223244
410.004920.04150.483524
420.0207350.17470.430898
43-0.061514-0.51830.302922
44-0.006378-0.05370.478647
45-0.022421-0.18890.425347
46-0.092651-0.78070.21879
47-0.044903-0.37840.353146
480.0131540.11080.456029
490.1167360.98360.164318
500.0171230.14430.442844
51-0.094474-0.7960.214328
52-0.042389-0.35720.361011
53-0.043206-0.36410.358448
54-0.081348-0.68540.247646
550.0159150.13410.446851
56-0.103289-0.87030.193526
570.0332790.28040.389987
58-0.003852-0.03250.4871
590.0114550.09650.461689
60-0.054402-0.45840.324032