Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.091421-0.89110.187573
2-0.327563-3.19270.000956
30.0191550.18670.426147
40.0555170.54110.294849
5-0.0364-0.35480.361769
60.1518011.47960.071148
7-0.008703-0.08480.46629
80.1330711.2970.098883
9-0.010486-0.10220.459404
10-0.380107-3.70480.000178
11-0.050111-0.48840.31319
120.5944885.79440
13-0.097646-0.95170.171824
14-0.297375-2.89850.002328
15-0.037811-0.36850.356645
160.1086391.05890.146169
17-0.017726-0.17280.431598
180.0807760.78730.216531
19-0.10498-1.02320.154401
200.0844720.82330.206192
21-0.042677-0.4160.339186
22-0.320071-3.11970.001199
230.0617440.60180.274367
240.5026994.89972e-06
25-0.117891-1.14910.126707
26-0.22721-2.21460.01459
27-0.044633-0.4350.332264
280.0691980.67450.250828
29-0.00063-0.00610.497556
300.1346941.31280.0962
31-0.093303-0.90940.182718
320.114041.11150.134574
33-0.071802-0.69980.242867
34-0.258852-2.5230.006649
350.060490.58960.278433
360.3503863.41510.00047
37-0.015154-0.14770.441446
38-0.264241-2.57550.005776
39-0.020288-0.19770.421834
400.0590960.5760.282989
41-0.07092-0.69120.24555
420.1425061.3890.084044
43-0.070445-0.68660.246998
440.0849460.8280.204886
45-0.019087-0.1860.426408
46-0.201854-1.96740.026025
470.0103880.10120.459783
480.3185933.10530.001253
49-0.050618-0.49340.311449
50-0.197396-1.9240.028675
510.0276110.26910.394212
520.0539280.52560.300186
53-0.038048-0.37080.355788
540.0369340.360.359828
55-0.045337-0.44190.329787
560.0473960.4620.322582
57-0.024549-0.23930.405704
58-0.13295-1.29580.099086
590.032660.31830.375468
600.1996771.94620.027292


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.091421-0.89110.187573
2-0.338752-3.30170.000677
3-0.059127-0.57630.282887
4-0.069153-0.6740.250967
5-0.057543-0.56090.288107
60.1591941.55160.062038
70.0091080.08880.464725
80.2824472.7530.003538
90.0675170.65810.25604
10-0.310994-3.03120.00157
11-0.16731-1.63070.053129
120.4168124.06265e-05
13-0.046058-0.44890.327257
14-0.164304-1.60140.0563
15-0.187235-1.82490.035576
160.1221861.19090.118326
170.0784220.76440.223273
180.0627930.6120.270989
19-0.19543-1.90480.029915
20-0.131613-1.28280.101341
21-0.037252-0.36310.358672
220.0027810.02710.489217
230.0892230.86960.193344
240.1088651.06110.145671
25-0.063504-0.6190.268713
260.0727810.70940.239913
270.0667220.65030.258525
280.024770.24140.404873
29-0.130618-1.27310.103043
300.0472750.46080.323005
31-0.023337-0.22750.410278
320.0378750.36920.356414
33-0.072851-0.71010.239703
34-0.012369-0.12060.452147
35-0.026873-0.26190.396973
36-0.037342-0.3640.358347
370.2043091.99140.024657
38-0.167514-1.63270.052919
39-0.028672-0.27950.390248
40-0.074855-0.72960.233715
41-0.100378-0.97840.165191
420.1265621.23360.110203
43-0.038893-0.37910.352738
440.0441430.43030.333992
450.0966690.94220.174237
460.0475430.46340.322072
470.01480.14430.442801
48-0.013609-0.13260.447378
49-0.044402-0.43280.333079
50-0.030538-0.29760.38331
510.0306730.2990.38281
520.0341760.33310.369894
53-0.070131-0.68360.247961
54-0.19027-1.85450.033384
550.0241910.23580.407052
560.0140540.1370.445669
570.0406050.39580.34658
58-0.032171-0.31360.377268
590.0217210.21170.416393
60-0.169078-1.6480.051331