| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.882118 | 6.1748 | 0 |
| 2 | 0.701003 | 4.907 | 5e-06 |
| 3 | 0.524798 | 3.6736 | 0.000296 |
| 4 | 0.392726 | 2.7491 | 0.004172 |
| 5 | 0.335561 | 2.3489 | 0.011452 |
| 6 | 0.295472 | 2.0683 | 0.021955 |
| 7 | 0.223737 | 1.5662 | 0.061874 |
| 8 | 0.140057 | 0.9804 | 0.165853 |
| 9 | 0.046726 | 0.3271 | 0.3725 |
| 10 | -0.018937 | -0.1326 | 0.447543 |
| 11 | -0.052782 | -0.3695 | 0.356682 |
| 12 | -0.076477 | -0.5353 | 0.297419 |
| 13 | -0.102196 | -0.7154 | 0.238888 |
| 14 | -0.143357 | -1.0035 | 0.160275 |
| 15 | -0.184518 | -1.2916 | 0.101273 |
| 16 | -0.205757 | -1.4403 | 0.078071 |
| 17 | -0.19049 | -1.3334 | 0.094279 |
| 18 | -0.160872 | -1.1261 | 0.132803 |
| 19 | -0.139602 | -0.9772 | 0.166631 |
| 20 | -0.15047 | -1.0533 | 0.148687 |
| 21 | -0.212024 | -1.4842 | 0.072085 |
| 22 | -0.296546 | -2.0758 | 0.02159 |
| 23 | -0.364814 | -2.5537 | 0.00691 |
| 24 | -0.391294 | -2.7391 | 0.004284 |
| 25 | -0.36807 | -2.5765 | 0.006522 |
| 26 | -0.332681 | -2.3288 | 0.01202 |
| 27 | -0.303725 | -2.1261 | 0.01928 |
| 28 | -0.269908 | -1.8894 | 0.032384 |
| 29 | -0.261736 | -1.8322 | 0.036505 |
| 30 | -0.249525 | -1.7467 | 0.04348 |
| 31 | -0.210578 | -1.474 | 0.073433 |
| 32 | -0.154445 | -1.0811 | 0.14247 |
| 33 | -0.079762 | -0.5583 | 0.289578 |
| 34 | -0.00476 | -0.0333 | 0.486779 |
| 35 | 0.056214 | 0.3935 | 0.34783 |
| 36 | 0.105402 | 0.7378 | 0.232072 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.882118 | 6.1748 | 0 |
| 2 | -0.347634 | -2.4334 | 0.009325 |
| 3 | -0.009639 | -0.0675 | 0.47324 |
| 4 | 0.075791 | 0.5305 | 0.299069 |
| 5 | 0.183909 | 1.2874 | 0.102008 |
| 6 | -0.124154 | -0.8691 | 0.19452 |
| 7 | -0.18587 | -1.3011 | 0.099656 |
| 8 | 0.026724 | 0.1871 | 0.426191 |
| 9 | -0.047274 | -0.3309 | 0.37106 |
| 10 | 0.039725 | 0.2781 | 0.391063 |
| 11 | -0.052014 | -0.3641 | 0.358675 |
| 12 | -0.04732 | -0.3312 | 0.370938 |
| 13 | -0.039271 | -0.2749 | 0.392276 |
| 14 | -0.066805 | -0.4676 | 0.32106 |
| 15 | 0.013635 | 0.0954 | 0.462176 |
| 16 | 3.2e-05 | 2e-04 | 0.499911 |
| 17 | 0.082311 | 0.5762 | 0.283565 |
| 18 | -0.057941 | -0.4056 | 0.343406 |
| 19 | -0.046563 | -0.3259 | 0.372927 |
| 20 | -0.094552 | -0.6619 | 0.255579 |
| 21 | -0.190964 | -1.3368 | 0.093739 |
| 22 | -0.106234 | -0.7436 | 0.230323 |
| 23 | -0.051507 | -0.3606 | 0.359992 |
| 24 | 0.023356 | 0.1635 | 0.435401 |
| 25 | 0.017976 | 0.1258 | 0.45019 |
| 26 | -0.064353 | -0.4505 | 0.32718 |
| 27 | 0.012749 | 0.0892 | 0.464627 |
| 28 | 0.094958 | 0.6647 | 0.254678 |
| 29 | -0.153204 | -1.0724 | 0.144391 |
| 30 | -0.029182 | -0.2043 | 0.419494 |
| 31 | 0.072418 | 0.5069 | 0.307241 |
| 32 | 0.068239 | 0.4777 | 0.317504 |
| 33 | 0.037016 | 0.2591 | 0.398318 |
| 34 | 0.009793 | 0.0686 | 0.472813 |
| 35 | 0.056504 | 0.3955 | 0.347086 |
| 36 | -0.022223 | -0.1556 | 0.438508 |
