Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.473847-4.3172.2e-05
2-0.088583-0.8070.210978
30.2806082.55650.006198
4-0.223456-2.03580.022481
5-0.086249-0.78580.21712
60.2549842.3230.011313
7-0.205669-1.87370.032243
8-0.087378-0.7960.214138
90.3265842.97530.001916
10-0.282602-2.57460.005905
11-0.057832-0.52690.299843
120.4264363.8850.000102
13-0.367363-3.34680.000615
140.1281761.16770.123129
150.0268270.24440.40376
16-0.138031-1.25750.106046
170.0567460.5170.303274
180.1571061.43130.078049
19-0.283538-2.58320.005772
200.2089811.90390.030194
210.0567120.51670.30338
22-0.239021-2.17760.016138
230.097590.88910.188264
240.1137571.03640.151518
25-0.155053-1.41260.080757
260.0968430.88230.190086
27-0.04094-0.3730.355056
28-0.045497-0.41450.339789
290.0775340.70640.240967
300.0579250.52770.29955
31-0.134149-1.22220.112554
320.1603221.46060.07395
33-0.097415-0.88750.188688
34-0.053953-0.49150.312172
350.020310.1850.426828
360.0497720.45340.325705
37-0.018116-0.1650.434655
380.0161280.14690.44177
39-0.046415-0.42290.336744
400.0351070.31980.374946
41-0.005098-0.04640.481533
42-0.020801-0.18950.425078
43-0.021162-0.19280.423794
440.0688220.6270.266191
45-0.049859-0.45420.325421
460.0348260.31730.375914
47-0.113227-1.03150.152641
480.1526631.39080.083998
49-0.047522-0.43290.333089
500.0274230.24980.401667
51-0.058175-0.530.298763
520.0184970.16850.433294
530.0156060.14220.443643
54-0.030399-0.27690.391255
550.0055180.05030.480014
56-0.019147-0.17440.430974
570.0238560.21730.414239
580.0011920.01090.49568
59-0.059604-0.5430.294287
600.1170941.06680.144583


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.473847-4.3172.2e-05
2-0.403774-3.67860.000208
30.0467740.42610.335556
4-0.08176-0.74490.229228
5-0.242454-2.20890.01497
60.0010810.00980.496084
7-0.081392-0.74150.230237
8-0.244483-2.22730.014316
90.0666550.60730.27267
10-0.086787-0.79070.215695
11-0.252532-2.30070.011959
120.1985191.80860.037068
130.0093850.08550.466035
140.116151.05820.146522
15-0.158605-1.4450.076116
16-0.05849-0.53290.297773
170.0078170.07120.471699
180.0712620.64920.258993
19-0.11607-1.05750.146687
200.124321.13260.13032
210.0216910.19760.421915
22-0.008022-0.07310.470959
23-0.146629-1.33590.092624
24-0.030708-0.27980.390177
250.0874890.79710.213844
26-0.057008-0.51940.302442
27-0.090055-0.82040.207157
280.0428340.39020.348681
29-0.013406-0.12210.451542
300.0214030.1950.42294
310.0954330.86940.193559
320.0857340.78110.21849
33-0.014792-0.13480.446564
34-0.070563-0.64290.261043
35-0.036577-0.33320.369901
360.0610970.55660.289643
370.0501380.45680.32451
38-0.029405-0.26790.394722
390.0074050.06750.473188
400.044450.4050.343276
41-0.053757-0.48970.312803
42-0.124381-1.13320.130204
43-0.056599-0.51560.303736
440.0103440.09420.462573
45-0.009741-0.08870.46475
460.0248470.22640.410735
47-0.100508-0.91570.181246
480.0395990.36080.359595
49-0.047479-0.43260.333231
500.0942430.85860.196519
51-0.003035-0.02770.489003
52-0.044604-0.40640.342762
530.0562520.51250.304837
540.0218830.19940.421233
550.0026890.02450.490258
56-0.085952-0.78310.21791
57-0.105646-0.96250.169303
58-0.001788-0.01630.493521
590.0273970.24960.401757
60-0.035272-0.32130.374381