| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.692902 | 5.4117 | 1e-06 |
| 2 | 0.608029 | 4.7489 | 6e-06 |
| 3 | 0.605806 | 4.7315 | 7e-06 |
| 4 | 0.608448 | 4.7521 | 6e-06 |
| 5 | 0.535481 | 4.1822 | 4.7e-05 |
| 6 | 0.513193 | 4.0082 | 8.5e-05 |
| 7 | 0.404158 | 3.1566 | 0.00124 |
| 8 | 0.349415 | 2.729 | 0.004144 |
| 9 | 0.311621 | 2.4338 | 0.008942 |
| 10 | 0.194278 | 1.5174 | 0.067171 |
| 11 | 0.142459 | 1.1126 | 0.135115 |
| 12 | 0.125337 | 0.9789 | 0.165745 |
| 13 | 0.093982 | 0.734 | 0.232873 |
| 14 | 0.001522 | 0.0119 | 0.495277 |
| 15 | -0.104 | -0.8123 | 0.209899 |
| 16 | -0.152052 | -1.1876 | 0.119804 |
| 17 | -0.186249 | -1.4546 | 0.075447 |
| 18 | -0.193097 | -1.5081 | 0.068341 |
| 19 | -0.228137 | -1.7818 | 0.039879 |
| 20 | -0.270162 | -2.11 | 0.019482 |
| 21 | -0.284335 | -2.2207 | 0.015047 |
| 22 | -0.310638 | -2.4262 | 0.009116 |
| 23 | -0.313427 | -2.4479 | 0.00863 |
| 24 | -0.351609 | -2.7462 | 0.003957 |
| 25 | -0.358037 | -2.7964 | 0.003451 |
| 26 | -0.337932 | -2.6393 | 0.005265 |
| 27 | -0.344941 | -2.6941 | 0.004552 |
| 28 | -0.414717 | -3.239 | 0.000971 |
| 29 | -0.397669 | -3.1059 | 0.001439 |
| 30 | -0.39402 | -3.0774 | 0.001563 |
| 31 | -0.350074 | -2.7342 | 0.004087 |
| 32 | -0.310264 | -2.4232 | 0.009183 |
| 33 | -0.308535 | -2.4097 | 0.009498 |
| 34 | -0.313649 | -2.4497 | 0.008592 |
| 35 | -0.257599 | -2.0119 | 0.024326 |
| 36 | -0.270449 | -2.1123 | 0.019383 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.692902 | 5.4117 | 1e-06 |
| 2 | 0.246045 | 1.9217 | 0.029661 |
| 3 | 0.240936 | 1.8818 | 0.03232 |
| 4 | 0.190979 | 1.4916 | 0.070479 |
| 5 | -0.005104 | -0.0399 | 0.484168 |
| 6 | 0.052166 | 0.4074 | 0.34256 |
| 7 | -0.179893 | -1.405 | 0.082545 |
| 8 | -0.089357 | -0.6979 | 0.243945 |
| 9 | -0.054567 | -0.4262 | 0.335737 |
| 10 | -0.221377 | -1.729 | 0.044433 |
| 11 | -0.038229 | -0.2986 | 0.383138 |
| 12 | 0.009677 | 0.0756 | 0.470001 |
| 13 | 0.058815 | 0.4594 | 0.323804 |
| 14 | -0.050992 | -0.3983 | 0.345916 |
| 15 | -0.182136 | -1.4225 | 0.079983 |
| 16 | -0.065783 | -0.5138 | 0.304629 |
| 17 | -0.094917 | -0.7413 | 0.230671 |
| 18 | 0.034072 | 0.2661 | 0.395525 |
| 19 | 0.04192 | 0.3274 | 0.372241 |
| 20 | 0.001285 | 0.01 | 0.496012 |
| 21 | 0.06236 | 0.487 | 0.313985 |
| 22 | -0.052862 | -0.4129 | 0.340578 |
| 23 | 0.032097 | 0.2507 | 0.401449 |
| 24 | -0.11151 | -0.8709 | 0.193606 |
| 25 | -0.110486 | -0.8629 | 0.19578 |
| 26 | -0.000723 | -0.0056 | 0.497757 |
| 27 | -0.071411 | -0.5577 | 0.289532 |
| 28 | -0.119201 | -0.931 | 0.177765 |
| 29 | -0.013407 | -0.1047 | 0.458474 |
| 30 | -0.07296 | -0.5698 | 0.285441 |
| 31 | 0.07644 | 0.597 | 0.276354 |
| 32 | 0.061783 | 0.4825 | 0.315575 |
| 33 | 0.030071 | 0.2349 | 0.407551 |
| 34 | -0.004399 | -0.0344 | 0.486352 |
| 35 | 0.003267 | 0.0255 | 0.489864 |
| 36 | -0.106495 | -0.8318 | 0.204396 |
