Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.719235-9.09770
20.3486074.40969e-06
3-0.206032-2.60610.005011
40.117341.48420.069856
5-0.056399-0.71340.238319
6-0.005521-0.06980.472208
70.0331410.41920.337813
8-0.01822-0.23050.409012
90.0838741.06090.14516
10-0.234931-2.97170.00171
110.4928116.23360
12-0.662799-8.38380
130.5141726.50380
14-0.359363-4.54565e-06
150.2968363.75470.000121
16-0.125931-1.59290.056576
17-0.014625-0.1850.426732
180.0278830.35270.362393
190.0213910.27060.39353
20-0.053242-0.67350.250811
21-0.014184-0.17940.428917
220.112661.4250.078045
23-0.201859-2.55330.005802
240.278943.52830.000273
25-0.28521-3.60770.000206
260.2772353.50680.000294
27-0.207772-2.62810.004711
280.009680.12240.451352
290.118541.49940.067866
30-0.101666-1.2860.100153
310.047120.5960.275998
32-0.009167-0.1160.453918
330.0103420.13080.448042
34-0.019999-0.2530.400307
350.0360360.45580.324567
36-0.09803-1.240.108398
370.1593732.01590.022741
38-0.160455-2.02960.022027
390.0604370.76450.222856
400.0914241.15640.124615
41-0.148446-1.87770.03112
420.1370471.73350.042465
43-0.13632-1.72430.04329
440.1068881.3520.089135
45-0.045416-0.57450.283228
46-0.018409-0.23290.408087
470.0442510.55970.288223
480.0016780.02120.491545
49-0.065877-0.83330.202965
500.0824481.04290.149287
51-0.018468-0.23360.407793
52-0.093749-1.18580.118723
530.1708582.16120.016083
54-0.228813-2.89430.002165
550.2421783.06330.001284
56-0.142098-1.79740.037078
570.0333820.42220.336705
580.0176980.22390.411576
59-0.028858-0.3650.357784
600.0012220.01550.493844


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.719235-9.09770
2-0.349478-4.42069e-06
3-0.280908-3.55320.00025
4-0.225518-2.85260.002455
5-0.16437-2.07910.0196
6-0.222002-2.80810.002802
7-0.20189-2.55370.005796
8-0.164676-2.0830.019421
90.0756460.95680.170044
10-0.261537-3.30820.00058
110.5138166.49930
120.0456340.57720.282296
13-0.069615-0.88060.189938
14-0.245126-3.10060.001141
15-0.210483-2.66240.004275
160.1041671.31760.094757
170.0412680.5220.301196
18-0.074976-0.94840.172184
190.0169470.21440.415268
200.0140480.17770.429594
210.0691240.87440.191618
22-0.071396-0.90310.183915
230.2174662.75080.003316
240.0519130.65670.256173
25-0.044058-0.55730.289051
26-0.164793-2.08450.019353
270.0168740.21340.415625
28-0.037224-0.47090.319193
290.1059471.34010.091052
30-0.05692-0.720.236293
31-0.043342-0.54820.292147
32-0.005066-0.06410.474493
330.0020650.02610.489596
34-0.029186-0.36920.356244
350.0441980.55910.288451
36-0.004308-0.05450.478304
370.005240.06630.473617
38-0.020176-0.25520.399447
39-0.083552-1.05690.146084
40-0.018695-0.23650.406684
410.1062541.3440.090423
420.0394710.49930.309138
430.0089130.11270.45519
44-0.001563-0.01980.492127
450.0201040.25430.399797
46-0.069675-0.88130.18973
470.0540170.68330.247713
48-0.001803-0.02280.490916
49-0.03052-0.3860.349988
500.0436170.55170.290955
510.0017330.02190.491271
52-0.117518-1.48650.069557
530.1238951.56720.059526
54-0.049104-0.62110.267702
55-0.09293-1.17550.120775
560.0672410.85050.198148
570.0737230.93250.176235
580.0012640.0160.49363
590.1226931.5520.061325
60-0.0301-0.38070.35195