| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.813387 | 6.3005 | 0 |
| 2 | 0.576225 | 4.4634 | 1.8e-05 |
| 3 | 0.278105 | 2.1542 | 0.017625 |
| 4 | 0.032784 | 0.2539 | 0.400205 |
| 5 | -0.124678 | -0.9657 | 0.169023 |
| 6 | -0.158047 | -1.2242 | 0.112825 |
| 7 | -0.11321 | -0.8769 | 0.192013 |
| 8 | 0.047098 | 0.3648 | 0.358265 |
| 9 | 0.213298 | 1.6522 | 0.05186 |
| 10 | 0.343293 | 2.6591 | 0.005015 |
| 11 | 0.410863 | 3.1825 | 0.001157 |
| 12 | 0.410289 | 3.1781 | 0.001172 |
| 13 | 0.318853 | 2.4698 | 0.00819 |
| 14 | 0.187528 | 1.4526 | 0.075775 |
| 15 | 0.030934 | 0.2396 | 0.405723 |
| 16 | -0.093265 | -0.7224 | 0.236418 |
| 17 | -0.181713 | -1.4075 | 0.082213 |
| 18 | -0.186097 | -1.4415 | 0.077322 |
| 19 | -0.124439 | -0.9639 | 0.169482 |
| 20 | -0.029337 | -0.2272 | 0.410502 |
| 21 | 0.111618 | 0.8646 | 0.195354 |
| 22 | 0.206722 | 1.6013 | 0.057286 |
| 23 | 0.227594 | 1.7629 | 0.041502 |
| 24 | 0.204878 | 1.587 | 0.058887 |
| 25 | 0.083499 | 0.6468 | 0.260121 |
| 26 | -0.035101 | -0.2719 | 0.393319 |
| 27 | -0.177885 | -1.3779 | 0.086677 |
| 28 | -0.29928 | -2.3182 | 0.011932 |
| 29 | -0.382753 | -2.9648 | 0.00217 |
| 30 | -0.377031 | -2.9205 | 0.002459 |
| 31 | -0.311544 | -2.4132 | 0.009442 |
| 32 | -0.189383 | -1.467 | 0.073805 |
| 33 | -0.073338 | -0.5681 | 0.286051 |
| 34 | -0.015476 | -0.1199 | 0.45249 |
| 35 | 0.035795 | 0.2773 | 0.391264 |
| 36 | 0.021812 | 0.169 | 0.433201 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.813387 | 6.3005 | 0 |
| 2 | -0.252286 | -1.9542 | 0.027671 |
| 3 | -0.327041 | -2.5332 | 0.006966 |
| 4 | -0.028679 | -0.2222 | 0.412476 |
| 5 | 0.064098 | 0.4965 | 0.310678 |
| 6 | 0.134774 | 1.044 | 0.150347 |
| 7 | 0.032471 | 0.2515 | 0.401137 |
| 8 | 0.25629 | 1.9852 | 0.025849 |
| 9 | 0.079355 | 0.6147 | 0.270545 |
| 10 | -0.018999 | -0.1472 | 0.441749 |
| 11 | 0.058691 | 0.4546 | 0.325511 |
| 12 | 0.074309 | 0.5756 | 0.28352 |
| 13 | -0.067584 | -0.5235 | 0.301277 |
| 14 | -0.046883 | -0.3632 | 0.358883 |
| 15 | -0.029618 | -0.2294 | 0.409661 |
| 16 | -0.009981 | -0.0773 | 0.469316 |
| 17 | -0.107432 | -0.8322 | 0.204308 |
| 18 | 0.037798 | 0.2928 | 0.38535 |
| 19 | 0.070521 | 0.5463 | 0.293457 |
| 20 | -0.071856 | -0.5566 | 0.289937 |
| 21 | 0.138079 | 1.0696 | 0.144552 |
| 22 | -0.03794 | -0.2939 | 0.384931 |
| 23 | -0.12511 | -0.9691 | 0.168193 |
| 24 | 0.048527 | 0.3759 | 0.354164 |
| 25 | -0.149688 | -1.1595 | 0.125427 |
| 26 | 0.070104 | 0.543 | 0.294563 |
| 27 | -0.163258 | -1.2646 | 0.105454 |
| 28 | -0.110448 | -0.8555 | 0.197831 |
| 29 | -0.089444 | -0.6928 | 0.245544 |
| 30 | -0.043169 | -0.3344 | 0.369627 |
| 31 | 0.046292 | 0.3586 | 0.360585 |
| 32 | -0.034669 | -0.2685 | 0.394602 |
| 33 | -0.045289 | -0.3508 | 0.36348 |
| 34 | -0.163164 | -1.2639 | 0.105584 |
| 35 | 0.152878 | 1.1842 | 0.120504 |
| 36 | -0.013772 | -0.1067 | 0.4577 |
