Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.459901-5.01691e-06
2-0.111142-1.21240.113877
30.164831.79810.03735
4-0.132484-1.44520.075511
50.1255771.36990.086651
6-0.078923-0.86090.195499
7-0.050233-0.5480.292368
80.0505620.55160.291139
90.1169061.27530.102345
10-0.101359-1.10570.135545
11-0.277068-3.02250.001535
120.5560786.06610
13-0.248838-2.71450.003812
14-0.116128-1.26680.10385
150.0813480.88740.188325
16-0.052978-0.57790.282205
170.0653150.71250.238773
180.0409470.44670.327959
19-0.102861-1.12210.132044
200.0433230.47260.318682
210.1153581.25840.105354
22-0.134982-1.47250.071765
23-0.158674-1.73090.043028
240.3674474.00845.4e-05
25-0.177839-1.940.027373
26-0.08677-0.94650.172893
270.142821.5580.060946
28-0.109748-1.19720.116802
290.0282260.30790.379346
300.1072421.16990.122195
31-0.103589-1.130.130369
320.0151110.16480.434674
330.0897320.97890.164817
34-0.187429-2.04460.021549
35-0.012399-0.13530.446319
360.2829183.08630.001261
37-0.210577-2.29710.01168
380.0163020.17780.42958
390.0311220.33950.367416
400.0018160.01980.492114
410.055570.60620.27277
42-0.108382-1.18230.11972
430.0757180.8260.205232
44-0.064821-0.70710.240439
450.0782910.85410.197394
46-0.049727-0.54250.294258
47-0.153314-1.67250.048531
480.3411743.72180.000152
49-0.216144-2.35780.010006
50-0.014463-0.15780.43745
510.0563140.61430.270091
52-0.038428-0.41920.337912
530.0660510.72050.236306
54-0.080067-0.87340.192095
550.0133390.14550.442278
560.010120.11040.456139
570.0921291.0050.158465
58-0.083833-0.91450.181149
59-0.093834-1.02360.154049
600.1898452.0710.020262


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.459901-5.01691e-06
2-0.409201-4.46399e-06
3-0.145314-1.58520.057789
4-0.215739-2.35340.01012
5-0.006166-0.06730.47324
6-0.07324-0.79890.212956
7-0.113489-1.2380.109073
8-0.134363-1.46570.07268
90.1131821.23470.109694
100.0623220.67990.248959
11-0.403098-4.39731.2e-05
120.2874173.13540.001081
130.1664831.81610.035935
140.0053770.05870.476663
15-0.170593-1.8610.032609
160.0198680.21670.414393
17-0.142314-1.55250.061604
180.0250160.27290.392706
190.0823120.89790.185522
200.0576790.62920.265211
21-0.013104-0.1430.443286
22-0.041276-0.45030.326668
23-0.063696-0.69480.244253
240.0399210.43550.331999
250.0130530.14240.443504
26-0.074666-0.81450.208491
270.1241491.35430.089102
280.0194840.21250.416024
29-0.102392-1.1170.133129
30-0.023576-0.25720.398739
310.1660281.81120.03632
320.0216650.23630.406789
330.0027050.02950.488256
34-0.121504-1.32550.09378
35-0.047902-0.52250.301131
360.0311120.33940.367457
37-0.0226-0.24650.402844
380.0859920.93810.175055
39-0.122032-1.33120.092832
400.0728390.79460.21422
410.2102172.29320.011796
42-0.102891-1.12240.131973
43-0.016028-0.17480.430749
44-0.051241-0.5590.288617
45-0.048294-0.52680.299648
460.1497131.63320.052538
47-0.059021-0.64380.26046
48-0.047532-0.51850.302533
49-0.093462-1.01950.155006
500.0026690.02910.488409
51-0.024715-0.26960.393963
520.0097890.10680.457569
53-0.080997-0.88360.189354
54-0.008505-0.09280.463118
55-0.050009-0.54550.293205
560.014120.1540.438924
570.0455430.49680.310119
58-0.035537-0.38770.34948
590.0881590.96170.169074
60-0.097821-1.06710.144042