| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.902244 | 5.3377 | 3e-06 |
| 2 | 0.794161 | 4.6983 | 2e-05 |
| 3 | 0.659321 | 3.9006 | 0.000208 |
| 4 | 0.498632 | 2.9499 | 0.002817 |
| 5 | 0.339906 | 2.0109 | 0.026044 |
| 6 | 0.194307 | 1.1495 | 0.129065 |
| 7 | 0.053365 | 0.3157 | 0.377049 |
| 8 | -0.072134 | -0.4268 | 0.336087 |
| 9 | -0.185861 | -1.0996 | 0.139513 |
| 10 | -0.285299 | -1.6879 | 0.050167 |
| 11 | -0.367818 | -2.176 | 0.018195 |
| 12 | -0.44953 | -2.6595 | 0.005863 |
| 13 | -0.475415 | -2.8126 | 0.004002 |
| 14 | -0.474304 | -2.806 | 0.004069 |
| 15 | -0.432308 | -2.5576 | 0.007515 |
| 16 | -0.382377 | -2.2622 | 0.015 |
| 17 | -0.321363 | -1.9012 | 0.032767 |
| 18 | -0.252983 | -1.4967 | 0.071722 |
| 19 | -0.181353 | -1.0729 | 0.145329 |
| 20 | -0.130904 | -0.7744 | 0.221935 |
| 21 | -0.072267 | -0.4275 | 0.335804 |
| 22 | -0.023065 | -0.1365 | 0.446122 |
| 23 | 0.024439 | 0.1446 | 0.442935 |
| 24 | 0.065664 | 0.3885 | 0.35001 |
| 25 | 0.078072 | 0.4619 | 0.323514 |
| 26 | 0.078125 | 0.4622 | 0.323401 |
| 27 | 0.036237 | 0.2144 | 0.415747 |
| 28 | 0.011735 | 0.0694 | 0.472523 |
| 29 | -0.001001 | -0.0059 | 0.497654 |
| 30 | -0.020605 | -0.1219 | 0.451838 |
| 31 | -0.041 | -0.2426 | 0.404881 |
| 32 | -0.025207 | -0.1491 | 0.441155 |
| 33 | -0.024674 | -0.146 | 0.442391 |
| 34 | -0.01674 | -0.099 | 0.460838 |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.902244 | 5.3377 | 3e-06 |
| 2 | -0.106923 | -0.6326 | 0.265564 |
| 3 | -0.20317 | -1.202 | 0.118722 |
| 4 | -0.218099 | -1.2903 | 0.102705 |
| 5 | -0.079461 | -0.4701 | 0.3206 |
| 6 | -0.012803 | -0.0757 | 0.470028 |
| 7 | -0.084468 | -0.4997 | 0.310201 |
| 8 | -0.068301 | -0.4041 | 0.344308 |
| 9 | -0.095064 | -0.5624 | 0.288711 |
| 10 | -0.078048 | -0.4617 | 0.323562 |
| 11 | -0.066568 | -0.3938 | 0.34805 |
| 12 | -0.166612 | -0.9857 | 0.165526 |
| 13 | 0.153158 | 0.9061 | 0.185541 |
| 14 | 0.044396 | 0.2626 | 0.39718 |
| 15 | 0.111404 | 0.6591 | 0.257081 |
| 16 | -0.112077 | -0.6631 | 0.255819 |
| 17 | -0.067823 | -0.4012 | 0.345339 |
| 18 | -0.00431 | -0.0255 | 0.489901 |
| 19 | 0.015675 | 0.0927 | 0.463321 |
| 20 | -0.113971 | -0.6743 | 0.252287 |
| 21 | 0.027676 | 0.1637 | 0.435442 |
| 22 | -0.019377 | -0.1146 | 0.454694 |
| 23 | 0.039168 | 0.2317 | 0.409052 |
| 24 | -0.078799 | -0.4662 | 0.321987 |
| 25 | -0.147056 | -0.87 | 0.195116 |
| 26 | -0.061135 | -0.3617 | 0.359884 |
| 27 | -0.162603 | -0.962 | 0.171331 |
| 28 | 0.139366 | 0.8245 | 0.20762 |
| 29 | 0.123484 | 0.7305 | 0.234961 |
| 30 | -0.049621 | -0.2936 | 0.385413 |
| 31 | -0.082073 | -0.4856 | 0.315155 |
| 32 | 0.101671 | 0.6015 | 0.275694 |
| 33 | -0.060239 | -0.3564 | 0.361849 |
| 34 | -0.039746 | -0.2351 | 0.407735 |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
