| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.828913 | 6.474 | 0 |
| 2 | 0.529107 | 4.1325 | 5.6e-05 |
| 3 | 0.257439 | 2.0107 | 0.024394 |
| 4 | 0.128396 | 1.0028 | 0.159959 |
| 5 | 0.131953 | 1.0306 | 0.153401 |
| 6 | 0.199224 | 1.556 | 0.062442 |
| 7 | 0.244179 | 1.9071 | 0.03061 |
| 8 | 0.224774 | 1.7555 | 0.042094 |
| 9 | 0.146184 | 1.1417 | 0.129014 |
| 10 | 0.045925 | 0.3587 | 0.360534 |
| 11 | -0.030078 | -0.2349 | 0.407531 |
| 12 | -0.077943 | -0.6088 | 0.272474 |
| 13 | -0.094761 | -0.7401 | 0.231038 |
| 14 | -0.116429 | -0.9093 | 0.183374 |
| 15 | -0.15815 | -1.2352 | 0.110748 |
| 16 | -0.204722 | -1.5989 | 0.057502 |
| 17 | -0.206986 | -1.6166 | 0.055561 |
| 18 | -0.165912 | -1.2958 | 0.099961 |
| 19 | -0.110285 | -0.8614 | 0.196209 |
| 20 | -0.091203 | -0.7123 | 0.239492 |
| 21 | -0.150065 | -1.172 | 0.122869 |
| 22 | -0.284929 | -2.2254 | 0.014882 |
| 23 | -0.416235 | -3.2509 | 0.000938 |
| 24 | -0.46216 | -3.6096 | 0.00031 |
| 25 | -0.381307 | -2.9781 | 0.002079 |
| 26 | -0.26229 | -2.0485 | 0.022408 |
| 27 | -0.177232 | -1.3842 | 0.085667 |
| 28 | -0.156856 | -1.2251 | 0.112626 |
| 29 | -0.187904 | -1.4676 | 0.073678 |
| 30 | -0.221863 | -1.7328 | 0.044092 |
| 31 | -0.207956 | -1.6242 | 0.054746 |
| 32 | -0.153946 | -1.2024 | 0.116936 |
| 33 | -0.081177 | -0.634 | 0.264221 |
| 34 | -0.018435 | -0.144 | 0.442996 |
| 35 | 0.038486 | 0.3006 | 0.382375 |
| 36 | 0.079237 | 0.6189 | 0.269157 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.828913 | 6.474 | 0 |
| 2 | -0.504917 | -3.9435 | 0.000105 |
| 3 | 0.068366 | 0.534 | 0.297656 |
| 4 | 0.232624 | 1.8168 | 0.037077 |
| 5 | 0.067348 | 0.526 | 0.300396 |
| 6 | 0.036248 | 0.2831 | 0.389026 |
| 7 | -0.023226 | -0.1814 | 0.428326 |
| 8 | -0.026893 | -0.21 | 0.417169 |
| 9 | -0.039658 | -0.3097 | 0.378909 |
| 10 | -0.043575 | -0.3403 | 0.367389 |
| 11 | -0.008705 | -0.068 | 0.473009 |
| 12 | -0.096526 | -0.7539 | 0.226907 |
| 13 | -0.011395 | -0.089 | 0.464689 |
| 14 | -0.119138 | -0.9305 | 0.17789 |
| 15 | -0.08929 | -0.6974 | 0.244107 |
| 16 | -0.006757 | -0.0528 | 0.479043 |
| 17 | 0.10189 | 0.7958 | 0.214621 |
| 18 | -0.011087 | -0.0866 | 0.465641 |
| 19 | -0.02823 | -0.2205 | 0.413117 |
| 20 | -0.074186 | -0.5794 | 0.282222 |
| 21 | -0.169067 | -1.3205 | 0.095808 |
| 22 | -0.199393 | -1.5573 | 0.062286 |
| 23 | -0.026285 | -0.2053 | 0.419013 |
| 24 | 0.010972 | 0.0857 | 0.465994 |
| 25 | 0.083743 | 0.6541 | 0.257767 |
| 26 | -0.188242 | -1.4702 | 0.073321 |
| 27 | -0.045992 | -0.3592 | 0.360341 |
| 28 | 0.023007 | 0.1797 | 0.428996 |
| 29 | -0.015399 | -0.1203 | 0.452332 |
| 30 | 0.016668 | 0.1302 | 0.448426 |
| 31 | 0.060954 | 0.4761 | 0.317863 |
| 32 | -0.062759 | -0.4902 | 0.312888 |
| 33 | 0.004186 | 0.0327 | 0.487014 |
| 34 | -0.003667 | -0.0286 | 0.488623 |
| 35 | 0.131452 | 1.0267 | 0.154315 |
| 36 | -0.012558 | -0.0981 | 0.461095 |
